CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 09-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1198 |
1.1195 |
-0.0003 |
0.0% |
1.1088 |
| High |
1.1215 |
1.1196 |
-0.0019 |
-0.2% |
1.1288 |
| Low |
1.1179 |
1.1150 |
-0.0029 |
-0.3% |
1.0968 |
| Close |
1.1199 |
1.1163 |
-0.0036 |
-0.3% |
1.1222 |
| Range |
0.0036 |
0.0046 |
0.0010 |
27.8% |
0.0320 |
| ATR |
0.0112 |
0.0108 |
-0.0005 |
-4.0% |
0.0000 |
| Volume |
248 |
147 |
-101 |
-40.7% |
601 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1308 |
1.1281 |
1.1188 |
|
| R3 |
1.1262 |
1.1235 |
1.1176 |
|
| R2 |
1.1216 |
1.1216 |
1.1171 |
|
| R1 |
1.1189 |
1.1189 |
1.1167 |
1.1180 |
| PP |
1.1170 |
1.1170 |
1.1170 |
1.1165 |
| S1 |
1.1143 |
1.1143 |
1.1159 |
1.1134 |
| S2 |
1.1124 |
1.1124 |
1.1155 |
|
| S3 |
1.1078 |
1.1097 |
1.1150 |
|
| S4 |
1.1032 |
1.1051 |
1.1138 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2119 |
1.1991 |
1.1398 |
|
| R3 |
1.1799 |
1.1671 |
1.1310 |
|
| R2 |
1.1479 |
1.1479 |
1.1281 |
|
| R1 |
1.1351 |
1.1351 |
1.1251 |
1.1415 |
| PP |
1.1159 |
1.1159 |
1.1159 |
1.1192 |
| S1 |
1.1031 |
1.1031 |
1.1193 |
1.1095 |
| S2 |
1.0839 |
1.0839 |
1.1163 |
|
| S3 |
1.0519 |
1.0711 |
1.1134 |
|
| S4 |
1.0199 |
1.0391 |
1.1046 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1392 |
|
2.618 |
1.1316 |
|
1.618 |
1.1270 |
|
1.000 |
1.1242 |
|
0.618 |
1.1224 |
|
HIGH |
1.1196 |
|
0.618 |
1.1178 |
|
0.500 |
1.1173 |
|
0.382 |
1.1168 |
|
LOW |
1.1150 |
|
0.618 |
1.1122 |
|
1.000 |
1.1104 |
|
1.618 |
1.1076 |
|
2.618 |
1.1030 |
|
4.250 |
1.0955 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1173 |
1.1201 |
| PP |
1.1170 |
1.1188 |
| S1 |
1.1166 |
1.1176 |
|