CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1108 |
1.1089 |
-0.0019 |
-0.2% |
1.1213 |
| High |
1.1149 |
1.1094 |
-0.0055 |
-0.5% |
1.1220 |
| Low |
1.1049 |
1.0939 |
-0.0110 |
-1.0% |
1.1060 |
| Close |
1.1095 |
1.0974 |
-0.0121 |
-1.1% |
1.1119 |
| Range |
0.0100 |
0.0155 |
0.0055 |
55.0% |
0.0160 |
| ATR |
0.0120 |
0.0122 |
0.0003 |
2.2% |
0.0000 |
| Volume |
139,151 |
118,181 |
-20,970 |
-15.1% |
594,241 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1467 |
1.1376 |
1.1059 |
|
| R3 |
1.1312 |
1.1221 |
1.1017 |
|
| R2 |
1.1157 |
1.1157 |
1.1002 |
|
| R1 |
1.1066 |
1.1066 |
1.0988 |
1.1034 |
| PP |
1.1002 |
1.1002 |
1.1002 |
1.0987 |
| S1 |
1.0911 |
1.0911 |
1.0960 |
1.0879 |
| S2 |
1.0847 |
1.0847 |
1.0946 |
|
| S3 |
1.0692 |
1.0756 |
1.0931 |
|
| S4 |
1.0537 |
1.0601 |
1.0889 |
|
|
| 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 |
1.1207 |
1.0939 |
0.0268 |
2.4% |
0.0107 |
1.0% |
13% |
False |
True |
117,871 |
| 10 |
1.1290 |
1.0939 |
0.0351 |
3.2% |
0.0125 |
1.1% |
10% |
False |
True |
132,069 |
| 20 |
1.1290 |
1.0886 |
0.0404 |
3.7% |
0.0123 |
1.1% |
22% |
False |
False |
132,332 |
| 40 |
1.1290 |
1.0679 |
0.0611 |
5.6% |
0.0123 |
1.1% |
48% |
False |
False |
107,437 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0131 |
1.2% |
27% |
False |
False |
79,424 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0117 |
1.1% |
27% |
False |
False |
59,619 |
| 100 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0112 |
1.0% |
27% |
False |
False |
47,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1753 |
|
2.618 |
1.1500 |
|
1.618 |
1.1345 |
|
1.000 |
1.1249 |
|
0.618 |
1.1190 |
|
HIGH |
1.1094 |
|
0.618 |
1.1035 |
|
0.500 |
1.1017 |
|
0.382 |
1.0998 |
|
LOW |
1.0939 |
|
0.618 |
1.0843 |
|
1.000 |
1.0784 |
|
1.618 |
1.0688 |
|
2.618 |
1.0533 |
|
4.250 |
1.0280 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1017 |
1.1052 |
| PP |
1.1002 |
1.1026 |
| S1 |
1.0988 |
1.1000 |
|