CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0972 |
1.0871 |
-0.0101 |
-0.9% |
1.1120 |
| High |
1.1043 |
1.0924 |
-0.0119 |
-1.1% |
1.1151 |
| Low |
1.0896 |
1.0860 |
-0.0036 |
-0.3% |
1.0860 |
| Close |
1.0957 |
1.0907 |
-0.0050 |
-0.5% |
1.0907 |
| Range |
0.0147 |
0.0064 |
-0.0083 |
-56.5% |
0.0291 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
263 |
676 |
413 |
157.0% |
1,742 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1089 |
1.1062 |
1.0942 |
|
| R3 |
1.1025 |
1.0998 |
1.0925 |
|
| R2 |
1.0961 |
1.0961 |
1.0919 |
|
| R1 |
1.0934 |
1.0934 |
1.0913 |
1.0948 |
| PP |
1.0897 |
1.0897 |
1.0897 |
1.0904 |
| S1 |
1.0870 |
1.0870 |
1.0901 |
1.0884 |
| S2 |
1.0833 |
1.0833 |
1.0895 |
|
| S3 |
1.0769 |
1.0806 |
1.0889 |
|
| S4 |
1.0705 |
1.0742 |
1.0872 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1846 |
1.1667 |
1.1067 |
|
| R3 |
1.1555 |
1.1376 |
1.0987 |
|
| R2 |
1.1264 |
1.1264 |
1.0960 |
|
| R1 |
1.1085 |
1.1085 |
1.0934 |
1.1029 |
| PP |
1.0973 |
1.0973 |
1.0973 |
1.0945 |
| S1 |
1.0794 |
1.0794 |
1.0880 |
1.0738 |
| S2 |
1.0682 |
1.0682 |
1.0854 |
|
| S3 |
1.0391 |
1.0503 |
1.0827 |
|
| S4 |
1.0100 |
1.0212 |
1.0747 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1196 |
|
2.618 |
1.1092 |
|
1.618 |
1.1028 |
|
1.000 |
1.0988 |
|
0.618 |
1.0964 |
|
HIGH |
1.0924 |
|
0.618 |
1.0900 |
|
0.500 |
1.0892 |
|
0.382 |
1.0884 |
|
LOW |
1.0860 |
|
0.618 |
1.0820 |
|
1.000 |
1.0796 |
|
1.618 |
1.0756 |
|
2.618 |
1.0692 |
|
4.250 |
1.0588 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0902 |
1.0974 |
| PP |
1.0897 |
1.0952 |
| S1 |
1.0892 |
1.0929 |
|