CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1120 |
1.1047 |
-0.0073 |
-0.7% |
1.1245 |
| High |
1.1124 |
1.1085 |
-0.0039 |
-0.4% |
1.1346 |
| Low |
1.1009 |
1.1024 |
0.0015 |
0.1% |
1.1038 |
| Close |
1.1047 |
1.1038 |
-0.0009 |
-0.1% |
1.1068 |
| Range |
0.0115 |
0.0061 |
-0.0054 |
-47.0% |
0.0308 |
| ATR |
0.0117 |
0.0113 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
121,165 |
117,156 |
-4,009 |
-3.3% |
502,350 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1232 |
1.1196 |
1.1072 |
|
| R3 |
1.1171 |
1.1135 |
1.1055 |
|
| R2 |
1.1110 |
1.1110 |
1.1049 |
|
| R1 |
1.1074 |
1.1074 |
1.1044 |
1.1062 |
| PP |
1.1049 |
1.1049 |
1.1049 |
1.1043 |
| S1 |
1.1013 |
1.1013 |
1.1032 |
1.1001 |
| S2 |
1.0988 |
1.0988 |
1.1027 |
|
| S3 |
1.0927 |
1.0952 |
1.1021 |
|
| S4 |
1.0866 |
1.0891 |
1.1004 |
|
|
| 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 |
1.1224 |
1.1009 |
0.0215 |
1.9% |
0.0103 |
0.9% |
13% |
False |
False |
118,189 |
| 10 |
1.1346 |
1.1009 |
0.0337 |
3.1% |
0.0103 |
0.9% |
9% |
False |
False |
112,726 |
| 20 |
1.1346 |
1.0852 |
0.0494 |
4.5% |
0.0111 |
1.0% |
38% |
False |
False |
114,818 |
| 40 |
1.1346 |
1.0852 |
0.0494 |
4.5% |
0.0117 |
1.1% |
38% |
False |
False |
123,312 |
| 60 |
1.1346 |
1.0679 |
0.0667 |
6.0% |
0.0121 |
1.1% |
54% |
False |
False |
107,882 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0126 |
1.1% |
32% |
False |
False |
82,483 |
| 100 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0115 |
1.0% |
32% |
False |
False |
66,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1344 |
|
2.618 |
1.1245 |
|
1.618 |
1.1184 |
|
1.000 |
1.1146 |
|
0.618 |
1.1123 |
|
HIGH |
1.1085 |
|
0.618 |
1.1062 |
|
0.500 |
1.1055 |
|
0.382 |
1.1047 |
|
LOW |
1.1024 |
|
0.618 |
1.0986 |
|
1.000 |
1.0963 |
|
1.618 |
1.0925 |
|
2.618 |
1.0864 |
|
4.250 |
1.0765 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1055 |
1.1084 |
| PP |
1.1049 |
1.1068 |
| S1 |
1.1044 |
1.1053 |
|