CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1138 |
1.1118 |
-0.0020 |
-0.2% |
1.1088 |
| High |
1.1207 |
1.1166 |
-0.0041 |
-0.4% |
1.1290 |
| Low |
1.1104 |
1.1095 |
-0.0009 |
-0.1% |
1.0957 |
| Close |
1.1125 |
1.1144 |
0.0019 |
0.2% |
1.1216 |
| Range |
0.0103 |
0.0071 |
-0.0032 |
-31.1% |
0.0333 |
| ATR |
0.0127 |
0.0123 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
123,266 |
121,961 |
-1,305 |
-1.1% |
723,738 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1348 |
1.1317 |
1.1183 |
|
| R3 |
1.1277 |
1.1246 |
1.1164 |
|
| R2 |
1.1206 |
1.1206 |
1.1157 |
|
| R1 |
1.1175 |
1.1175 |
1.1151 |
1.1191 |
| PP |
1.1135 |
1.1135 |
1.1135 |
1.1143 |
| S1 |
1.1104 |
1.1104 |
1.1137 |
1.1120 |
| S2 |
1.1064 |
1.1064 |
1.1131 |
|
| S3 |
1.0993 |
1.1033 |
1.1124 |
|
| S4 |
1.0922 |
1.0962 |
1.1105 |
|
|
| 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 |
1.1261 |
1.1095 |
0.0166 |
1.5% |
0.0088 |
0.8% |
30% |
False |
True |
145,092 |
| 10 |
1.1290 |
1.0957 |
0.0333 |
3.0% |
0.0126 |
1.1% |
56% |
False |
False |
137,569 |
| 20 |
1.1290 |
1.0867 |
0.0423 |
3.8% |
0.0122 |
1.1% |
65% |
False |
False |
130,732 |
| 40 |
1.1330 |
1.0679 |
0.0651 |
5.8% |
0.0123 |
1.1% |
71% |
False |
False |
105,571 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0130 |
1.2% |
42% |
False |
False |
73,702 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0115 |
1.0% |
42% |
False |
False |
55,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1468 |
|
2.618 |
1.1352 |
|
1.618 |
1.1281 |
|
1.000 |
1.1237 |
|
0.618 |
1.1210 |
|
HIGH |
1.1166 |
|
0.618 |
1.1139 |
|
0.500 |
1.1131 |
|
0.382 |
1.1122 |
|
LOW |
1.1095 |
|
0.618 |
1.1051 |
|
1.000 |
1.1024 |
|
1.618 |
1.0980 |
|
2.618 |
1.0909 |
|
4.250 |
1.0793 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1140 |
1.1154 |
| PP |
1.1135 |
1.1150 |
| S1 |
1.1131 |
1.1147 |
|