CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1145 |
1.1108 |
-0.0037 |
-0.3% |
1.1213 |
| High |
1.1164 |
1.1149 |
-0.0015 |
-0.1% |
1.1220 |
| Low |
1.1060 |
1.1049 |
-0.0011 |
-0.1% |
1.1060 |
| Close |
1.1119 |
1.1095 |
-0.0024 |
-0.2% |
1.1119 |
| Range |
0.0104 |
0.0100 |
-0.0004 |
-3.8% |
0.0160 |
| ATR |
0.0121 |
0.0120 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
86,799 |
139,151 |
52,352 |
60.3% |
594,241 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1398 |
1.1346 |
1.1150 |
|
| R3 |
1.1298 |
1.1246 |
1.1123 |
|
| R2 |
1.1198 |
1.1198 |
1.1113 |
|
| R1 |
1.1146 |
1.1146 |
1.1104 |
1.1122 |
| PP |
1.1098 |
1.1098 |
1.1098 |
1.1086 |
| S1 |
1.1046 |
1.1046 |
1.1086 |
1.1022 |
| S2 |
1.0998 |
1.0998 |
1.1077 |
|
| S3 |
1.0898 |
1.0946 |
1.1068 |
|
| S4 |
1.0798 |
1.0846 |
1.1040 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1613 |
1.1526 |
1.1207 |
|
| R3 |
1.1453 |
1.1366 |
1.1163 |
|
| R2 |
1.1293 |
1.1293 |
1.1148 |
|
| R1 |
1.1206 |
1.1206 |
1.1134 |
1.1170 |
| PP |
1.1133 |
1.1133 |
1.1133 |
1.1115 |
| S1 |
1.1046 |
1.1046 |
1.1104 |
1.1010 |
| S2 |
1.0973 |
1.0973 |
1.1090 |
|
| S3 |
1.0813 |
1.0886 |
1.1075 |
|
| S4 |
1.0653 |
1.0726 |
1.1031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1212 |
1.1049 |
0.0163 |
1.5% |
0.0091 |
0.8% |
28% |
False |
True |
108,849 |
| 10 |
1.1290 |
1.0957 |
0.0333 |
3.0% |
0.0118 |
1.1% |
41% |
False |
False |
130,117 |
| 20 |
1.1290 |
1.0886 |
0.0404 |
3.6% |
0.0121 |
1.1% |
52% |
False |
False |
131,031 |
| 40 |
1.1290 |
1.0679 |
0.0611 |
5.5% |
0.0121 |
1.1% |
68% |
False |
False |
106,744 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0130 |
1.2% |
37% |
False |
False |
77,462 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0117 |
1.1% |
37% |
False |
False |
58,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1574 |
|
2.618 |
1.1411 |
|
1.618 |
1.1311 |
|
1.000 |
1.1249 |
|
0.618 |
1.1211 |
|
HIGH |
1.1149 |
|
0.618 |
1.1111 |
|
0.500 |
1.1099 |
|
0.382 |
1.1087 |
|
LOW |
1.1049 |
|
0.618 |
1.0987 |
|
1.000 |
1.0949 |
|
1.618 |
1.0887 |
|
2.618 |
1.0787 |
|
4.250 |
1.0624 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1099 |
1.1108 |
| PP |
1.1098 |
1.1103 |
| S1 |
1.1096 |
1.1099 |
|