CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1073 |
1.1120 |
0.0047 |
0.4% |
1.1245 |
| High |
1.1158 |
1.1124 |
-0.0034 |
-0.3% |
1.1346 |
| Low |
1.1071 |
1.1009 |
-0.0062 |
-0.6% |
1.1038 |
| Close |
1.1117 |
1.1047 |
-0.0070 |
-0.6% |
1.1068 |
| Range |
0.0087 |
0.0115 |
0.0028 |
32.2% |
0.0308 |
| ATR |
0.0118 |
0.0117 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
85,566 |
121,165 |
35,599 |
41.6% |
502,350 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1405 |
1.1341 |
1.1110 |
|
| R3 |
1.1290 |
1.1226 |
1.1079 |
|
| R2 |
1.1175 |
1.1175 |
1.1068 |
|
| R1 |
1.1111 |
1.1111 |
1.1058 |
1.1086 |
| PP |
1.1060 |
1.1060 |
1.1060 |
1.1047 |
| S1 |
1.0996 |
1.0996 |
1.1036 |
1.0971 |
| S2 |
1.0945 |
1.0945 |
1.1026 |
|
| S3 |
1.0830 |
1.0881 |
1.1015 |
|
| S4 |
1.0715 |
1.0766 |
1.0984 |
|
|
| 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 |
1.1009 |
0.0337 |
3.1% |
0.0119 |
1.1% |
11% |
False |
True |
116,810 |
| 10 |
1.1346 |
1.1009 |
0.0337 |
3.1% |
0.0116 |
1.0% |
11% |
False |
True |
110,255 |
| 20 |
1.1346 |
1.0852 |
0.0494 |
4.5% |
0.0113 |
1.0% |
39% |
False |
False |
115,123 |
| 40 |
1.1346 |
1.0821 |
0.0525 |
4.8% |
0.0121 |
1.1% |
43% |
False |
False |
122,116 |
| 60 |
1.1405 |
1.0679 |
0.0726 |
6.6% |
0.0122 |
1.1% |
51% |
False |
False |
106,880 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0126 |
1.1% |
33% |
False |
False |
81,021 |
| 100 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0116 |
1.0% |
33% |
False |
False |
64,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1613 |
|
2.618 |
1.1425 |
|
1.618 |
1.1310 |
|
1.000 |
1.1239 |
|
0.618 |
1.1195 |
|
HIGH |
1.1124 |
|
0.618 |
1.1080 |
|
0.500 |
1.1067 |
|
0.382 |
1.1053 |
|
LOW |
1.1009 |
|
0.618 |
1.0938 |
|
1.000 |
1.0894 |
|
1.618 |
1.0823 |
|
2.618 |
1.0708 |
|
4.250 |
1.0520 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1067 |
1.1084 |
| PP |
1.1060 |
1.1071 |
| S1 |
1.1054 |
1.1059 |
|