CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0913 |
1.0964 |
0.0051 |
0.5% |
1.1120 |
| High |
1.0993 |
1.1126 |
0.0133 |
1.2% |
1.1151 |
| Low |
1.0900 |
1.0964 |
0.0064 |
0.6% |
1.0860 |
| Close |
1.0973 |
1.1095 |
0.0122 |
1.1% |
1.0907 |
| Range |
0.0093 |
0.0162 |
0.0069 |
74.2% |
0.0291 |
| ATR |
0.0106 |
0.0110 |
0.0004 |
3.7% |
0.0000 |
| Volume |
315 |
276 |
-39 |
-12.4% |
1,742 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1548 |
1.1483 |
1.1184 |
|
| R3 |
1.1386 |
1.1321 |
1.1140 |
|
| R2 |
1.1224 |
1.1224 |
1.1125 |
|
| R1 |
1.1159 |
1.1159 |
1.1110 |
1.1192 |
| PP |
1.1062 |
1.1062 |
1.1062 |
1.1078 |
| S1 |
1.0997 |
1.0997 |
1.1080 |
1.1030 |
| S2 |
1.0900 |
1.0900 |
1.1065 |
|
| S3 |
1.0738 |
1.0835 |
1.1050 |
|
| S4 |
1.0576 |
1.0673 |
1.1006 |
|
|
| 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 |
1.1815 |
|
2.618 |
1.1550 |
|
1.618 |
1.1388 |
|
1.000 |
1.1288 |
|
0.618 |
1.1226 |
|
HIGH |
1.1126 |
|
0.618 |
1.1064 |
|
0.500 |
1.1045 |
|
0.382 |
1.1026 |
|
LOW |
1.0964 |
|
0.618 |
1.0864 |
|
1.000 |
1.0802 |
|
1.618 |
1.0702 |
|
2.618 |
1.0540 |
|
4.250 |
1.0276 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1078 |
1.1061 |
| PP |
1.1062 |
1.1027 |
| S1 |
1.1045 |
1.0993 |
|