CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0871 |
1.0913 |
0.0042 |
0.4% |
1.1120 |
| High |
1.0924 |
1.0993 |
0.0069 |
0.6% |
1.1151 |
| Low |
1.0860 |
1.0900 |
0.0040 |
0.4% |
1.0860 |
| Close |
1.0907 |
1.0973 |
0.0066 |
0.6% |
1.0907 |
| Range |
0.0064 |
0.0093 |
0.0029 |
45.3% |
0.0291 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
676 |
315 |
-361 |
-53.4% |
1,742 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1234 |
1.1197 |
1.1024 |
|
| R3 |
1.1141 |
1.1104 |
1.0999 |
|
| R2 |
1.1048 |
1.1048 |
1.0990 |
|
| R1 |
1.1011 |
1.1011 |
1.0982 |
1.1030 |
| PP |
1.0955 |
1.0955 |
1.0955 |
1.0965 |
| S1 |
1.0918 |
1.0918 |
1.0964 |
1.0937 |
| S2 |
1.0862 |
1.0862 |
1.0956 |
|
| S3 |
1.0769 |
1.0825 |
1.0947 |
|
| S4 |
1.0676 |
1.0732 |
1.0922 |
|
|
| 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 |
1.1388 |
|
2.618 |
1.1236 |
|
1.618 |
1.1143 |
|
1.000 |
1.1086 |
|
0.618 |
1.1050 |
|
HIGH |
1.0993 |
|
0.618 |
1.0957 |
|
0.500 |
1.0947 |
|
0.382 |
1.0936 |
|
LOW |
1.0900 |
|
0.618 |
1.0843 |
|
1.000 |
1.0807 |
|
1.618 |
1.0750 |
|
2.618 |
1.0657 |
|
4.250 |
1.0505 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0964 |
1.0966 |
| PP |
1.0955 |
1.0959 |
| S1 |
1.0947 |
1.0952 |
|