CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1127 |
1.1050 |
-0.0077 |
-0.7% |
1.1257 |
| High |
1.1127 |
1.1091 |
-0.0036 |
-0.3% |
1.1350 |
| Low |
1.1016 |
1.1029 |
0.0013 |
0.1% |
1.1046 |
| Close |
1.1053 |
1.1044 |
-0.0009 |
-0.1% |
1.1074 |
| Range |
0.0111 |
0.0062 |
-0.0049 |
-44.1% |
0.0304 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
38,634 |
49,384 |
10,750 |
27.8% |
16,321 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1241 |
1.1204 |
1.1078 |
|
| R3 |
1.1179 |
1.1142 |
1.1061 |
|
| R2 |
1.1117 |
1.1117 |
1.1055 |
|
| R1 |
1.1080 |
1.1080 |
1.1050 |
1.1068 |
| PP |
1.1055 |
1.1055 |
1.1055 |
1.1048 |
| S1 |
1.1018 |
1.1018 |
1.1038 |
1.1006 |
| S2 |
1.0993 |
1.0993 |
1.1033 |
|
| S3 |
1.0931 |
1.0956 |
1.1027 |
|
| S4 |
1.0869 |
1.0894 |
1.1010 |
|
|
| 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 |
1.1225 |
1.1016 |
0.0209 |
1.9% |
0.0101 |
0.9% |
13% |
False |
False |
26,061 |
| 10 |
1.1350 |
1.1016 |
0.0334 |
3.0% |
0.0101 |
0.9% |
8% |
False |
False |
14,138 |
| 20 |
1.1350 |
1.0860 |
0.0490 |
4.4% |
0.0105 |
0.9% |
38% |
False |
False |
7,378 |
| 40 |
1.1350 |
1.0860 |
0.0490 |
4.4% |
0.0104 |
0.9% |
38% |
False |
False |
3,760 |
| 60 |
1.1350 |
1.0693 |
0.0657 |
5.9% |
0.0097 |
0.9% |
53% |
False |
False |
2,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1355 |
|
2.618 |
1.1253 |
|
1.618 |
1.1191 |
|
1.000 |
1.1153 |
|
0.618 |
1.1129 |
|
HIGH |
1.1091 |
|
0.618 |
1.1067 |
|
0.500 |
1.1060 |
|
0.382 |
1.1053 |
|
LOW |
1.1029 |
|
0.618 |
1.0991 |
|
1.000 |
1.0967 |
|
1.618 |
1.0929 |
|
2.618 |
1.0867 |
|
4.250 |
1.0766 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1060 |
1.1090 |
| PP |
1.1055 |
1.1075 |
| S1 |
1.1049 |
1.1059 |
|