CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 10-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1195 |
1.1137 |
-0.0058 |
-0.5% |
1.1088 |
| High |
1.1196 |
1.1207 |
0.0011 |
0.1% |
1.1288 |
| Low |
1.1150 |
1.1112 |
-0.0038 |
-0.3% |
1.0968 |
| Close |
1.1163 |
1.1131 |
-0.0032 |
-0.3% |
1.1222 |
| Range |
0.0046 |
0.0095 |
0.0049 |
106.5% |
0.0320 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
147 |
143 |
-4 |
-2.7% |
601 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1435 |
1.1378 |
1.1183 |
|
| R3 |
1.1340 |
1.1283 |
1.1157 |
|
| R2 |
1.1245 |
1.1245 |
1.1148 |
|
| R1 |
1.1188 |
1.1188 |
1.1140 |
1.1169 |
| PP |
1.1150 |
1.1150 |
1.1150 |
1.1141 |
| S1 |
1.1093 |
1.1093 |
1.1122 |
1.1074 |
| S2 |
1.1055 |
1.1055 |
1.1114 |
|
| S3 |
1.0960 |
1.0998 |
1.1105 |
|
| S4 |
1.0865 |
1.0903 |
1.1079 |
|
|
| 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 |
1.1611 |
|
2.618 |
1.1456 |
|
1.618 |
1.1361 |
|
1.000 |
1.1302 |
|
0.618 |
1.1266 |
|
HIGH |
1.1207 |
|
0.618 |
1.1171 |
|
0.500 |
1.1160 |
|
0.382 |
1.1148 |
|
LOW |
1.1112 |
|
0.618 |
1.1053 |
|
1.000 |
1.1017 |
|
1.618 |
1.0958 |
|
2.618 |
1.0863 |
|
4.250 |
1.0708 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1160 |
1.1164 |
| PP |
1.1150 |
1.1153 |
| S1 |
1.1141 |
1.1142 |
|