CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 08-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1218 |
1.1213 |
-0.0005 |
0.0% |
1.1088 |
| High |
1.1261 |
1.1220 |
-0.0041 |
-0.4% |
1.1290 |
| Low |
1.1126 |
1.1167 |
0.0041 |
0.4% |
1.0957 |
| Close |
1.1216 |
1.1193 |
-0.0023 |
-0.2% |
1.1216 |
| Range |
0.0135 |
0.0053 |
-0.0082 |
-60.7% |
0.0333 |
| ATR |
0.0138 |
0.0132 |
-0.0006 |
-4.4% |
0.0000 |
| Volume |
218,018 |
189,145 |
-28,873 |
-13.2% |
723,738 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1352 |
1.1326 |
1.1222 |
|
| R3 |
1.1299 |
1.1273 |
1.1208 |
|
| R2 |
1.1246 |
1.1246 |
1.1203 |
|
| R1 |
1.1220 |
1.1220 |
1.1198 |
1.1207 |
| PP |
1.1193 |
1.1193 |
1.1193 |
1.1187 |
| S1 |
1.1167 |
1.1167 |
1.1188 |
1.1154 |
| S2 |
1.1140 |
1.1140 |
1.1183 |
|
| S3 |
1.1087 |
1.1114 |
1.1178 |
|
| S4 |
1.1034 |
1.1061 |
1.1164 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2153 |
1.2018 |
1.1399 |
|
| R3 |
1.1820 |
1.1685 |
1.1308 |
|
| R2 |
1.1487 |
1.1487 |
1.1277 |
|
| R1 |
1.1352 |
1.1352 |
1.1247 |
1.1420 |
| PP |
1.1154 |
1.1154 |
1.1154 |
1.1188 |
| S1 |
1.1019 |
1.1019 |
1.1185 |
1.1087 |
| S2 |
1.0821 |
1.0821 |
1.1155 |
|
| S3 |
1.0488 |
1.0686 |
1.1124 |
|
| S4 |
1.0155 |
1.0353 |
1.1033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1290 |
1.0957 |
0.0333 |
3.0% |
0.0144 |
1.3% |
71% |
False |
False |
151,386 |
| 10 |
1.1290 |
1.0957 |
0.0333 |
3.0% |
0.0139 |
1.2% |
71% |
False |
False |
141,667 |
| 20 |
1.1290 |
1.0795 |
0.0495 |
4.4% |
0.0129 |
1.2% |
80% |
False |
False |
132,339 |
| 40 |
1.1453 |
1.0679 |
0.0774 |
6.9% |
0.0129 |
1.1% |
66% |
False |
False |
101,549 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
9.9% |
0.0130 |
1.2% |
46% |
False |
False |
68,436 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
9.9% |
0.0116 |
1.0% |
46% |
False |
False |
51,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1445 |
|
2.618 |
1.1359 |
|
1.618 |
1.1306 |
|
1.000 |
1.1273 |
|
0.618 |
1.1253 |
|
HIGH |
1.1220 |
|
0.618 |
1.1200 |
|
0.500 |
1.1194 |
|
0.382 |
1.1187 |
|
LOW |
1.1167 |
|
0.618 |
1.1134 |
|
1.000 |
1.1114 |
|
1.618 |
1.1081 |
|
2.618 |
1.1028 |
|
4.250 |
1.0942 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1194 |
1.1174 |
| PP |
1.1193 |
1.1155 |
| S1 |
1.1193 |
1.1136 |
|