CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1064 |
1.1080 |
0.0016 |
0.1% |
1.1257 |
| High |
1.1098 |
1.1164 |
0.0066 |
0.6% |
1.1350 |
| Low |
1.1033 |
1.1077 |
0.0044 |
0.4% |
1.1046 |
| Close |
1.1077 |
1.1123 |
0.0046 |
0.4% |
1.1074 |
| Range |
0.0065 |
0.0087 |
0.0022 |
33.8% |
0.0304 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
13,884 |
21,355 |
7,471 |
53.8% |
16,321 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1382 |
1.1340 |
1.1171 |
|
| R3 |
1.1295 |
1.1253 |
1.1147 |
|
| R2 |
1.1208 |
1.1208 |
1.1139 |
|
| R1 |
1.1166 |
1.1166 |
1.1131 |
1.1187 |
| PP |
1.1121 |
1.1121 |
1.1121 |
1.1132 |
| S1 |
1.1079 |
1.1079 |
1.1115 |
1.1100 |
| S2 |
1.1034 |
1.1034 |
1.1107 |
|
| S3 |
1.0947 |
1.0992 |
1.1099 |
|
| S4 |
1.0860 |
1.0905 |
1.1075 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2069 |
1.1875 |
1.1241 |
|
| R3 |
1.1765 |
1.1571 |
1.1158 |
|
| R2 |
1.1461 |
1.1461 |
1.1130 |
|
| R1 |
1.1267 |
1.1267 |
1.1102 |
1.1212 |
| PP |
1.1157 |
1.1157 |
1.1157 |
1.1129 |
| S1 |
1.0963 |
1.0963 |
1.1046 |
1.0908 |
| S2 |
1.0853 |
1.0853 |
1.1018 |
|
| S3 |
1.0549 |
1.0659 |
1.0990 |
|
| S4 |
1.0245 |
1.0355 |
1.0907 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1534 |
|
2.618 |
1.1392 |
|
1.618 |
1.1305 |
|
1.000 |
1.1251 |
|
0.618 |
1.1218 |
|
HIGH |
1.1164 |
|
0.618 |
1.1131 |
|
0.500 |
1.1121 |
|
0.382 |
1.1110 |
|
LOW |
1.1077 |
|
0.618 |
1.1023 |
|
1.000 |
1.0990 |
|
1.618 |
1.0936 |
|
2.618 |
1.0849 |
|
4.250 |
1.0707 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1122 |
1.1129 |
| PP |
1.1121 |
1.1127 |
| S1 |
1.1121 |
1.1125 |
|