CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1222 |
1.1063 |
-0.0159 |
-1.4% |
1.1245 |
| High |
1.1224 |
1.1092 |
-0.0132 |
-1.2% |
1.1346 |
| Low |
1.1038 |
1.1027 |
-0.0011 |
-0.1% |
1.1038 |
| Close |
1.1068 |
1.1071 |
0.0003 |
0.0% |
1.1068 |
| Range |
0.0186 |
0.0065 |
-0.0121 |
-65.1% |
0.0308 |
| ATR |
0.0124 |
0.0120 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
119,847 |
147,211 |
27,364 |
22.8% |
502,350 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1258 |
1.1230 |
1.1107 |
|
| R3 |
1.1193 |
1.1165 |
1.1089 |
|
| R2 |
1.1128 |
1.1128 |
1.1083 |
|
| R1 |
1.1100 |
1.1100 |
1.1077 |
1.1114 |
| PP |
1.1063 |
1.1063 |
1.1063 |
1.1071 |
| S1 |
1.1035 |
1.1035 |
1.1065 |
1.1049 |
| S2 |
1.0998 |
1.0998 |
1.1059 |
|
| S3 |
1.0933 |
1.0970 |
1.1053 |
|
| S4 |
1.0868 |
1.0905 |
1.1035 |
|
|
| 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 |
1.1027 |
0.0319 |
2.9% |
0.0117 |
1.1% |
14% |
False |
True |
110,776 |
| 10 |
1.1346 |
1.0954 |
0.0392 |
3.5% |
0.0120 |
1.1% |
30% |
False |
False |
112,053 |
| 20 |
1.1346 |
1.0852 |
0.0494 |
4.5% |
0.0110 |
1.0% |
44% |
False |
False |
117,898 |
| 40 |
1.1346 |
1.0679 |
0.0667 |
6.0% |
0.0122 |
1.1% |
59% |
False |
False |
123,179 |
| 60 |
1.1453 |
1.0679 |
0.0774 |
7.0% |
0.0124 |
1.1% |
51% |
False |
False |
104,082 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0124 |
1.1% |
35% |
False |
False |
78,438 |
| 100 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0115 |
1.0% |
35% |
False |
False |
62,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1368 |
|
2.618 |
1.1262 |
|
1.618 |
1.1197 |
|
1.000 |
1.1157 |
|
0.618 |
1.1132 |
|
HIGH |
1.1092 |
|
0.618 |
1.1067 |
|
0.500 |
1.1060 |
|
0.382 |
1.1052 |
|
LOW |
1.1027 |
|
0.618 |
1.0987 |
|
1.000 |
1.0962 |
|
1.618 |
1.0922 |
|
2.618 |
1.0857 |
|
4.250 |
1.0751 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1067 |
1.1187 |
| PP |
1.1063 |
1.1148 |
| S1 |
1.1060 |
1.1110 |
|