CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 01-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1149 |
1.1088 |
-0.0061 |
-0.5% |
1.1121 |
| High |
1.1166 |
1.1105 |
-0.0061 |
-0.5% |
1.1221 |
| Low |
1.1012 |
1.1004 |
-0.0008 |
-0.1% |
1.1012 |
| Close |
1.1084 |
1.1040 |
-0.0044 |
-0.4% |
1.1084 |
| Range |
0.0154 |
0.0101 |
-0.0053 |
-34.4% |
0.0209 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
187 |
93 |
-94 |
-50.3% |
962 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1353 |
1.1297 |
1.1096 |
|
| R3 |
1.1252 |
1.1196 |
1.1068 |
|
| R2 |
1.1151 |
1.1151 |
1.1059 |
|
| R1 |
1.1095 |
1.1095 |
1.1049 |
1.1073 |
| PP |
1.1050 |
1.1050 |
1.1050 |
1.1038 |
| S1 |
1.0994 |
1.0994 |
1.1031 |
1.0972 |
| S2 |
1.0949 |
1.0949 |
1.1021 |
|
| S3 |
1.0848 |
1.0893 |
1.1012 |
|
| S4 |
1.0747 |
1.0792 |
1.0984 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1733 |
1.1617 |
1.1199 |
|
| R3 |
1.1524 |
1.1408 |
1.1141 |
|
| R2 |
1.1315 |
1.1315 |
1.1122 |
|
| R1 |
1.1199 |
1.1199 |
1.1103 |
1.1153 |
| PP |
1.1106 |
1.1106 |
1.1106 |
1.1082 |
| S1 |
1.0990 |
1.0990 |
1.1065 |
1.0944 |
| S2 |
1.0897 |
1.0897 |
1.1046 |
|
| S3 |
1.0688 |
1.0781 |
1.1027 |
|
| S4 |
1.0479 |
1.0572 |
1.0969 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1534 |
|
2.618 |
1.1369 |
|
1.618 |
1.1268 |
|
1.000 |
1.1206 |
|
0.618 |
1.1167 |
|
HIGH |
1.1105 |
|
0.618 |
1.1066 |
|
0.500 |
1.1055 |
|
0.382 |
1.1043 |
|
LOW |
1.1004 |
|
0.618 |
1.0942 |
|
1.000 |
1.0903 |
|
1.618 |
1.0841 |
|
2.618 |
1.0740 |
|
4.250 |
1.0575 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1055 |
1.1085 |
| PP |
1.1050 |
1.1070 |
| S1 |
1.1045 |
1.1055 |
|