CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 10-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1207 |
1.1138 |
-0.0069 |
-0.6% |
1.1088 |
| High |
1.1212 |
1.1207 |
-0.0005 |
0.0% |
1.1290 |
| Low |
1.1136 |
1.1104 |
-0.0032 |
-0.3% |
1.0957 |
| Close |
1.1157 |
1.1125 |
-0.0032 |
-0.3% |
1.1216 |
| Range |
0.0076 |
0.0103 |
0.0027 |
35.5% |
0.0333 |
| ATR |
0.0128 |
0.0127 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
73,070 |
123,266 |
50,196 |
68.7% |
723,738 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1393 |
1.1182 |
|
| R3 |
1.1351 |
1.1290 |
1.1153 |
|
| R2 |
1.1248 |
1.1248 |
1.1144 |
|
| R1 |
1.1187 |
1.1187 |
1.1134 |
1.1166 |
| PP |
1.1145 |
1.1145 |
1.1145 |
1.1135 |
| S1 |
1.1084 |
1.1084 |
1.1116 |
1.1063 |
| S2 |
1.1042 |
1.1042 |
1.1106 |
|
| S3 |
1.0939 |
1.0981 |
1.1097 |
|
| S4 |
1.0836 |
1.0878 |
1.1068 |
|
|
| 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 |
1.0981 |
0.0309 |
2.8% |
0.0135 |
1.2% |
47% |
False |
False |
150,732 |
| 10 |
1.1290 |
1.0957 |
0.0333 |
3.0% |
0.0130 |
1.2% |
50% |
False |
False |
138,316 |
| 20 |
1.1290 |
1.0867 |
0.0423 |
3.8% |
0.0123 |
1.1% |
61% |
False |
False |
131,806 |
| 40 |
1.1344 |
1.0679 |
0.0665 |
6.0% |
0.0126 |
1.1% |
67% |
False |
False |
104,413 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0131 |
1.2% |
40% |
False |
False |
71,704 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0116 |
1.0% |
40% |
False |
False |
53,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1645 |
|
2.618 |
1.1477 |
|
1.618 |
1.1374 |
|
1.000 |
1.1310 |
|
0.618 |
1.1271 |
|
HIGH |
1.1207 |
|
0.618 |
1.1168 |
|
0.500 |
1.1156 |
|
0.382 |
1.1143 |
|
LOW |
1.1104 |
|
0.618 |
1.1040 |
|
1.000 |
1.1001 |
|
1.618 |
1.0937 |
|
2.618 |
1.0834 |
|
4.250 |
1.0666 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1156 |
1.1162 |
| PP |
1.1145 |
1.1150 |
| S1 |
1.1135 |
1.1137 |
|