CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 09-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1213 |
1.1207 |
-0.0006 |
-0.1% |
1.1088 |
| High |
1.1220 |
1.1212 |
-0.0008 |
-0.1% |
1.1290 |
| Low |
1.1167 |
1.1136 |
-0.0031 |
-0.3% |
1.0957 |
| Close |
1.1193 |
1.1157 |
-0.0036 |
-0.3% |
1.1216 |
| Range |
0.0053 |
0.0076 |
0.0023 |
43.4% |
0.0333 |
| ATR |
0.0132 |
0.0128 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
189,145 |
73,070 |
-116,075 |
-61.4% |
723,738 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1396 |
1.1353 |
1.1199 |
|
| R3 |
1.1320 |
1.1277 |
1.1178 |
|
| R2 |
1.1244 |
1.1244 |
1.1171 |
|
| R1 |
1.1201 |
1.1201 |
1.1164 |
1.1185 |
| PP |
1.1168 |
1.1168 |
1.1168 |
1.1160 |
| S1 |
1.1125 |
1.1125 |
1.1150 |
1.1109 |
| S2 |
1.1092 |
1.1092 |
1.1143 |
|
| S3 |
1.1016 |
1.1049 |
1.1136 |
|
| S4 |
1.0940 |
1.0973 |
1.1115 |
|
|
| 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% |
60% |
False |
False |
146,267 |
| 10 |
1.1290 |
1.0957 |
0.0333 |
3.0% |
0.0131 |
1.2% |
60% |
False |
False |
141,634 |
| 20 |
1.1290 |
1.0821 |
0.0469 |
4.2% |
0.0128 |
1.1% |
72% |
False |
False |
129,109 |
| 40 |
1.1405 |
1.0679 |
0.0726 |
6.5% |
0.0126 |
1.1% |
66% |
False |
False |
102,758 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
9.9% |
0.0130 |
1.2% |
43% |
False |
False |
69,654 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
9.9% |
0.0116 |
1.0% |
43% |
False |
False |
52,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1535 |
|
2.618 |
1.1411 |
|
1.618 |
1.1335 |
|
1.000 |
1.1288 |
|
0.618 |
1.1259 |
|
HIGH |
1.1212 |
|
0.618 |
1.1183 |
|
0.500 |
1.1174 |
|
0.382 |
1.1165 |
|
LOW |
1.1136 |
|
0.618 |
1.1089 |
|
1.000 |
1.1060 |
|
1.618 |
1.1013 |
|
2.618 |
1.0937 |
|
4.250 |
1.0813 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1174 |
1.1194 |
| PP |
1.1168 |
1.1181 |
| S1 |
1.1163 |
1.1169 |
|