CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 03-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1018 |
1.1067 |
0.0049 |
0.4% |
1.1121 |
| High |
1.1075 |
1.1109 |
0.0034 |
0.3% |
1.1221 |
| Low |
1.1014 |
1.0968 |
-0.0046 |
-0.4% |
1.1012 |
| Close |
1.1074 |
1.1000 |
-0.0074 |
-0.7% |
1.1084 |
| Range |
0.0061 |
0.0141 |
0.0080 |
131.1% |
0.0209 |
| ATR |
0.0102 |
0.0105 |
0.0003 |
2.8% |
0.0000 |
| Volume |
100 |
31 |
-69 |
-69.0% |
962 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1449 |
1.1365 |
1.1078 |
|
| R3 |
1.1308 |
1.1224 |
1.1039 |
|
| R2 |
1.1167 |
1.1167 |
1.1026 |
|
| R1 |
1.1083 |
1.1083 |
1.1013 |
1.1055 |
| PP |
1.1026 |
1.1026 |
1.1026 |
1.1011 |
| S1 |
1.0942 |
1.0942 |
1.0987 |
1.0914 |
| S2 |
1.0885 |
1.0885 |
1.0974 |
|
| S3 |
1.0744 |
1.0801 |
1.0961 |
|
| S4 |
1.0603 |
1.0660 |
1.0922 |
|
|
| 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 |
1.1708 |
|
2.618 |
1.1478 |
|
1.618 |
1.1337 |
|
1.000 |
1.1250 |
|
0.618 |
1.1196 |
|
HIGH |
1.1109 |
|
0.618 |
1.1055 |
|
0.500 |
1.1039 |
|
0.382 |
1.1022 |
|
LOW |
1.0968 |
|
0.618 |
1.0881 |
|
1.000 |
1.0827 |
|
1.618 |
1.0740 |
|
2.618 |
1.0599 |
|
4.250 |
1.0369 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1039 |
1.1039 |
| PP |
1.1026 |
1.1026 |
| S1 |
1.1013 |
1.1013 |
|