CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1063 |
1.1073 |
0.0010 |
0.1% |
1.1245 |
| High |
1.1092 |
1.1158 |
0.0066 |
0.6% |
1.1346 |
| Low |
1.1027 |
1.1071 |
0.0044 |
0.4% |
1.1038 |
| Close |
1.1071 |
1.1117 |
0.0046 |
0.4% |
1.1068 |
| Range |
0.0065 |
0.0087 |
0.0022 |
33.8% |
0.0308 |
| ATR |
0.0120 |
0.0118 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
147,211 |
85,566 |
-61,645 |
-41.9% |
502,350 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1376 |
1.1334 |
1.1165 |
|
| R3 |
1.1289 |
1.1247 |
1.1141 |
|
| R2 |
1.1202 |
1.1202 |
1.1133 |
|
| R1 |
1.1160 |
1.1160 |
1.1125 |
1.1181 |
| PP |
1.1115 |
1.1115 |
1.1115 |
1.1126 |
| S1 |
1.1073 |
1.1073 |
1.1109 |
1.1094 |
| S2 |
1.1028 |
1.1028 |
1.1101 |
|
| S3 |
1.0941 |
1.0986 |
1.1093 |
|
| S4 |
1.0854 |
1.0899 |
1.1069 |
|
|
| 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% |
0.0114 |
1.0% |
28% |
False |
False |
112,122 |
| 10 |
1.1346 |
1.1027 |
0.0319 |
2.9% |
0.0112 |
1.0% |
28% |
False |
False |
112,447 |
| 20 |
1.1346 |
1.0852 |
0.0494 |
4.4% |
0.0111 |
1.0% |
54% |
False |
False |
112,719 |
| 40 |
1.1346 |
1.0795 |
0.0551 |
5.0% |
0.0120 |
1.1% |
58% |
False |
False |
122,529 |
| 60 |
1.1453 |
1.0679 |
0.0774 |
7.0% |
0.0123 |
1.1% |
57% |
False |
False |
105,272 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0125 |
1.1% |
39% |
False |
False |
79,507 |
| 100 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0115 |
1.0% |
39% |
False |
False |
63,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1528 |
|
2.618 |
1.1386 |
|
1.618 |
1.1299 |
|
1.000 |
1.1245 |
|
0.618 |
1.1212 |
|
HIGH |
1.1158 |
|
0.618 |
1.1125 |
|
0.500 |
1.1115 |
|
0.382 |
1.1104 |
|
LOW |
1.1071 |
|
0.618 |
1.1017 |
|
1.000 |
1.0984 |
|
1.618 |
1.0930 |
|
2.618 |
1.0843 |
|
4.250 |
1.0701 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1116 |
1.1126 |
| PP |
1.1115 |
1.1123 |
| S1 |
1.1115 |
1.1120 |
|