CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 26-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1090 |
1.1216 |
0.0126 |
1.1% |
1.0914 |
| High |
1.1262 |
1.1269 |
0.0007 |
0.1% |
1.1269 |
| Low |
1.1073 |
1.1174 |
0.0101 |
0.9% |
1.0881 |
| Close |
1.1219 |
1.1253 |
0.0034 |
0.3% |
1.1253 |
| Range |
0.0189 |
0.0095 |
-0.0094 |
-49.7% |
0.0388 |
| ATR |
0.0126 |
0.0124 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
92,445 |
153,814 |
61,369 |
66.4% |
578,254 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1517 |
1.1480 |
1.1305 |
|
| R3 |
1.1422 |
1.1385 |
1.1279 |
|
| R2 |
1.1327 |
1.1327 |
1.1270 |
|
| R1 |
1.1290 |
1.1290 |
1.1262 |
1.1309 |
| PP |
1.1232 |
1.1232 |
1.1232 |
1.1241 |
| S1 |
1.1195 |
1.1195 |
1.1244 |
1.1214 |
| S2 |
1.1137 |
1.1137 |
1.1236 |
|
| S3 |
1.1042 |
1.1100 |
1.1227 |
|
| S4 |
1.0947 |
1.1005 |
1.1201 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2298 |
1.2164 |
1.1466 |
|
| R3 |
1.1910 |
1.1776 |
1.1360 |
|
| R2 |
1.1522 |
1.1522 |
1.1324 |
|
| R1 |
1.1388 |
1.1388 |
1.1289 |
1.1455 |
| PP |
1.1134 |
1.1134 |
1.1134 |
1.1168 |
| S1 |
1.1000 |
1.1000 |
1.1217 |
1.1067 |
| S2 |
1.0746 |
1.0746 |
1.1182 |
|
| S3 |
1.0358 |
1.0612 |
1.1146 |
|
| S4 |
0.9970 |
1.0224 |
1.1040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1269 |
1.0881 |
0.0388 |
3.4% |
0.0127 |
1.1% |
96% |
True |
False |
115,650 |
| 10 |
1.1269 |
1.0852 |
0.0417 |
3.7% |
0.0122 |
1.1% |
96% |
True |
False |
120,095 |
| 20 |
1.1290 |
1.0852 |
0.0438 |
3.9% |
0.0124 |
1.1% |
92% |
False |
False |
128,832 |
| 40 |
1.1290 |
1.0679 |
0.0611 |
5.4% |
0.0126 |
1.1% |
94% |
False |
False |
119,258 |
| 60 |
1.1653 |
1.0679 |
0.0974 |
8.7% |
0.0131 |
1.2% |
59% |
False |
False |
93,649 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
9.9% |
0.0123 |
1.1% |
52% |
False |
False |
70,325 |
| 100 |
1.1789 |
1.0679 |
0.1110 |
9.9% |
0.0114 |
1.0% |
52% |
False |
False |
56,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1673 |
|
2.618 |
1.1518 |
|
1.618 |
1.1423 |
|
1.000 |
1.1364 |
|
0.618 |
1.1328 |
|
HIGH |
1.1269 |
|
0.618 |
1.1233 |
|
0.500 |
1.1222 |
|
0.382 |
1.1210 |
|
LOW |
1.1174 |
|
0.618 |
1.1115 |
|
1.000 |
1.1079 |
|
1.618 |
1.1020 |
|
2.618 |
1.0925 |
|
4.250 |
1.0770 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1243 |
1.1225 |
| PP |
1.1232 |
1.1197 |
| S1 |
1.1222 |
1.1169 |
|