CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1300 |
1.1222 |
-0.0078 |
-0.7% |
1.1245 |
| High |
1.1346 |
1.1224 |
-0.0122 |
-1.1% |
1.1346 |
| Low |
1.1203 |
1.1038 |
-0.0165 |
-1.5% |
1.1038 |
| Close |
1.1224 |
1.1068 |
-0.0156 |
-1.4% |
1.1068 |
| Range |
0.0143 |
0.0186 |
0.0043 |
30.1% |
0.0308 |
| ATR |
0.0119 |
0.0124 |
0.0005 |
4.0% |
0.0000 |
| Volume |
110,262 |
119,847 |
9,585 |
8.7% |
502,350 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1668 |
1.1554 |
1.1170 |
|
| R3 |
1.1482 |
1.1368 |
1.1119 |
|
| R2 |
1.1296 |
1.1296 |
1.1102 |
|
| R1 |
1.1182 |
1.1182 |
1.1085 |
1.1146 |
| PP |
1.1110 |
1.1110 |
1.1110 |
1.1092 |
| S1 |
1.0996 |
1.0996 |
1.1051 |
1.0960 |
| S2 |
1.0924 |
1.0924 |
1.1034 |
|
| S3 |
1.0738 |
1.0810 |
1.1017 |
|
| S4 |
1.0552 |
1.0624 |
1.0966 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2075 |
1.1879 |
1.1237 |
|
| R3 |
1.1767 |
1.1571 |
1.1153 |
|
| R2 |
1.1459 |
1.1459 |
1.1124 |
|
| R1 |
1.1263 |
1.1263 |
1.1096 |
1.1207 |
| PP |
1.1151 |
1.1151 |
1.1151 |
1.1123 |
| S1 |
1.0955 |
1.0955 |
1.1040 |
1.0899 |
| S2 |
1.0843 |
1.0843 |
1.1012 |
|
| S3 |
1.0535 |
1.0647 |
1.0983 |
|
| S4 |
1.0227 |
1.0339 |
1.0899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1346 |
1.1038 |
0.0308 |
2.8% |
0.0121 |
1.1% |
10% |
False |
True |
100,470 |
| 10 |
1.1346 |
1.0881 |
0.0465 |
4.2% |
0.0124 |
1.1% |
40% |
False |
False |
108,060 |
| 20 |
1.1346 |
1.0852 |
0.0494 |
4.5% |
0.0113 |
1.0% |
44% |
False |
False |
121,438 |
| 40 |
1.1346 |
1.0679 |
0.0667 |
6.0% |
0.0124 |
1.1% |
58% |
False |
False |
122,265 |
| 60 |
1.1453 |
1.0679 |
0.0774 |
7.0% |
0.0126 |
1.1% |
50% |
False |
False |
101,781 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0125 |
1.1% |
35% |
False |
False |
76,598 |
| 100 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0116 |
1.0% |
35% |
False |
False |
61,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2015 |
|
2.618 |
1.1711 |
|
1.618 |
1.1525 |
|
1.000 |
1.1410 |
|
0.618 |
1.1339 |
|
HIGH |
1.1224 |
|
0.618 |
1.1153 |
|
0.500 |
1.1131 |
|
0.382 |
1.1109 |
|
LOW |
1.1038 |
|
0.618 |
1.0923 |
|
1.000 |
1.0852 |
|
1.618 |
1.0737 |
|
2.618 |
1.0551 |
|
4.250 |
1.0248 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1131 |
1.1192 |
| PP |
1.1110 |
1.1151 |
| S1 |
1.1089 |
1.1109 |
|