CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1080 |
1.1127 |
0.0047 |
0.4% |
1.1257 |
| High |
1.1164 |
1.1127 |
-0.0037 |
-0.3% |
1.1350 |
| Low |
1.1077 |
1.1016 |
-0.0061 |
-0.6% |
1.1046 |
| Close |
1.1123 |
1.1053 |
-0.0070 |
-0.6% |
1.1074 |
| Range |
0.0087 |
0.0111 |
0.0024 |
27.6% |
0.0304 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
0.1% |
0.0000 |
| Volume |
21,355 |
38,634 |
17,279 |
80.9% |
16,321 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1398 |
1.1337 |
1.1114 |
|
| R3 |
1.1287 |
1.1226 |
1.1084 |
|
| R2 |
1.1176 |
1.1176 |
1.1073 |
|
| R1 |
1.1115 |
1.1115 |
1.1063 |
1.1090 |
| PP |
1.1065 |
1.1065 |
1.1065 |
1.1053 |
| S1 |
1.1004 |
1.1004 |
1.1043 |
1.0979 |
| S2 |
1.0954 |
1.0954 |
1.1033 |
|
| S3 |
1.0843 |
1.0893 |
1.1022 |
|
| S4 |
1.0732 |
1.0782 |
1.0992 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1350 |
1.1016 |
0.0334 |
3.0% |
0.0117 |
1.1% |
11% |
False |
True |
16,996 |
| 10 |
1.1350 |
1.1016 |
0.0334 |
3.0% |
0.0112 |
1.0% |
11% |
False |
True |
9,346 |
| 20 |
1.1350 |
1.0860 |
0.0490 |
4.4% |
0.0107 |
1.0% |
39% |
False |
False |
4,916 |
| 40 |
1.1350 |
1.0839 |
0.0511 |
4.6% |
0.0107 |
1.0% |
42% |
False |
False |
2,529 |
| 60 |
1.1350 |
1.0693 |
0.0657 |
5.9% |
0.0099 |
0.9% |
55% |
False |
False |
1,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1599 |
|
2.618 |
1.1418 |
|
1.618 |
1.1307 |
|
1.000 |
1.1238 |
|
0.618 |
1.1196 |
|
HIGH |
1.1127 |
|
0.618 |
1.1085 |
|
0.500 |
1.1072 |
|
0.382 |
1.1058 |
|
LOW |
1.1016 |
|
0.618 |
1.0947 |
|
1.000 |
1.0905 |
|
1.618 |
1.0836 |
|
2.618 |
1.0725 |
|
4.250 |
1.0544 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1072 |
1.1090 |
| PP |
1.1065 |
1.1078 |
| S1 |
1.1059 |
1.1065 |
|