CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1088 |
1.1018 |
-0.0070 |
-0.6% |
1.1121 |
| High |
1.1105 |
1.1075 |
-0.0030 |
-0.3% |
1.1221 |
| Low |
1.1004 |
1.1014 |
0.0010 |
0.1% |
1.1012 |
| Close |
1.1040 |
1.1074 |
0.0034 |
0.3% |
1.1084 |
| Range |
0.0101 |
0.0061 |
-0.0040 |
-39.6% |
0.0209 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
93 |
100 |
7 |
7.5% |
962 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1237 |
1.1217 |
1.1108 |
|
| R3 |
1.1176 |
1.1156 |
1.1091 |
|
| R2 |
1.1115 |
1.1115 |
1.1085 |
|
| R1 |
1.1095 |
1.1095 |
1.1080 |
1.1105 |
| PP |
1.1054 |
1.1054 |
1.1054 |
1.1060 |
| S1 |
1.1034 |
1.1034 |
1.1068 |
1.1044 |
| S2 |
1.0993 |
1.0993 |
1.1063 |
|
| S3 |
1.0932 |
1.0973 |
1.1057 |
|
| S4 |
1.0871 |
1.0912 |
1.1040 |
|
|
| 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 |
1.1334 |
|
2.618 |
1.1235 |
|
1.618 |
1.1174 |
|
1.000 |
1.1136 |
|
0.618 |
1.1113 |
|
HIGH |
1.1075 |
|
0.618 |
1.1052 |
|
0.500 |
1.1045 |
|
0.382 |
1.1037 |
|
LOW |
1.1014 |
|
0.618 |
1.0976 |
|
1.000 |
1.0953 |
|
1.618 |
1.0915 |
|
2.618 |
1.0854 |
|
4.250 |
1.0755 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1064 |
1.1085 |
| PP |
1.1054 |
1.1081 |
| S1 |
1.1045 |
1.1078 |
|