CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1034 |
1.1037 |
0.0003 |
0.0% |
1.1063 |
| High |
1.1090 |
1.1047 |
-0.0043 |
-0.4% |
1.1158 |
| Low |
1.0978 |
1.1014 |
0.0036 |
0.3% |
1.0978 |
| Close |
1.1047 |
1.1026 |
-0.0021 |
-0.2% |
1.1047 |
| Range |
0.0112 |
0.0033 |
-0.0079 |
-70.5% |
0.0180 |
| ATR |
0.0113 |
0.0108 |
-0.0006 |
-5.1% |
0.0000 |
| Volume |
67,388 |
21,110 |
-46,278 |
-68.7% |
538,486 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1128 |
1.1110 |
1.1044 |
|
| R3 |
1.1095 |
1.1077 |
1.1035 |
|
| R2 |
1.1062 |
1.1062 |
1.1032 |
|
| R1 |
1.1044 |
1.1044 |
1.1029 |
1.1037 |
| PP |
1.1029 |
1.1029 |
1.1029 |
1.1025 |
| S1 |
1.1011 |
1.1011 |
1.1023 |
1.1004 |
| S2 |
1.0996 |
1.0996 |
1.1020 |
|
| S3 |
1.0963 |
1.0978 |
1.1017 |
|
| S4 |
1.0930 |
1.0945 |
1.1008 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1601 |
1.1504 |
1.1146 |
|
| R3 |
1.1421 |
1.1324 |
1.1097 |
|
| R2 |
1.1241 |
1.1241 |
1.1080 |
|
| R1 |
1.1144 |
1.1144 |
1.1064 |
1.1103 |
| PP |
1.1061 |
1.1061 |
1.1061 |
1.1040 |
| S1 |
1.0964 |
1.0964 |
1.1031 |
1.0923 |
| S2 |
1.0881 |
1.0881 |
1.1014 |
|
| S3 |
1.0701 |
1.0784 |
1.0998 |
|
| S4 |
1.0521 |
1.0604 |
1.0948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1158 |
1.0978 |
0.0180 |
1.6% |
0.0082 |
0.7% |
27% |
False |
False |
82,477 |
| 10 |
1.1346 |
1.0978 |
0.0368 |
3.3% |
0.0100 |
0.9% |
13% |
False |
False |
96,626 |
| 20 |
1.1346 |
1.0852 |
0.0494 |
4.5% |
0.0110 |
1.0% |
35% |
False |
False |
108,805 |
| 40 |
1.1346 |
1.0852 |
0.0494 |
4.5% |
0.0115 |
1.0% |
35% |
False |
False |
119,441 |
| 60 |
1.1346 |
1.0679 |
0.0667 |
6.0% |
0.0118 |
1.1% |
52% |
False |
False |
106,299 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0125 |
1.1% |
31% |
False |
False |
83,560 |
| 100 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0115 |
1.0% |
31% |
False |
False |
66,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1187 |
|
2.618 |
1.1133 |
|
1.618 |
1.1100 |
|
1.000 |
1.1080 |
|
0.618 |
1.1067 |
|
HIGH |
1.1047 |
|
0.618 |
1.1034 |
|
0.500 |
1.1031 |
|
0.382 |
1.1027 |
|
LOW |
1.1014 |
|
0.618 |
1.0994 |
|
1.000 |
1.0981 |
|
1.618 |
1.0961 |
|
2.618 |
1.0928 |
|
4.250 |
1.0874 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1031 |
1.1034 |
| PP |
1.1029 |
1.1031 |
| S1 |
1.1028 |
1.1029 |
|