CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1038 |
1.1056 |
0.0018 |
0.2% |
1.1064 |
| High |
1.1074 |
1.1121 |
0.0047 |
0.4% |
1.1164 |
| Low |
1.1018 |
1.1027 |
0.0009 |
0.1% |
1.0984 |
| Close |
1.1060 |
1.1085 |
0.0025 |
0.2% |
1.1053 |
| Range |
0.0056 |
0.0094 |
0.0038 |
67.9% |
0.0180 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
115,729 |
71,154 |
-44,575 |
-38.5% |
187,774 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1360 |
1.1316 |
1.1137 |
|
| R3 |
1.1266 |
1.1222 |
1.1111 |
|
| R2 |
1.1172 |
1.1172 |
1.1102 |
|
| R1 |
1.1128 |
1.1128 |
1.1094 |
1.1150 |
| PP |
1.1078 |
1.1078 |
1.1078 |
1.1089 |
| S1 |
1.1034 |
1.1034 |
1.1076 |
1.1056 |
| S2 |
1.0984 |
1.0984 |
1.1068 |
|
| S3 |
1.0890 |
1.0940 |
1.1059 |
|
| S4 |
1.0796 |
1.0846 |
1.1033 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1607 |
1.1510 |
1.1152 |
|
| R3 |
1.1427 |
1.1330 |
1.1103 |
|
| R2 |
1.1247 |
1.1247 |
1.1086 |
|
| R1 |
1.1150 |
1.1150 |
1.1070 |
1.1109 |
| PP |
1.1067 |
1.1067 |
1.1067 |
1.1046 |
| S1 |
1.0970 |
1.0970 |
1.1037 |
1.0929 |
| S2 |
1.0887 |
1.0887 |
1.1020 |
|
| S3 |
1.0707 |
1.0790 |
1.1004 |
|
| S4 |
1.0527 |
1.0610 |
1.0954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1127 |
1.0984 |
0.0143 |
1.3% |
0.0087 |
0.8% |
71% |
False |
False |
67,883 |
| 10 |
1.1350 |
1.0984 |
0.0366 |
3.3% |
0.0100 |
0.9% |
28% |
False |
False |
38,845 |
| 20 |
1.1350 |
1.0860 |
0.0490 |
4.4% |
0.0106 |
1.0% |
46% |
False |
False |
19,889 |
| 40 |
1.1350 |
1.0860 |
0.0490 |
4.4% |
0.0105 |
0.9% |
46% |
False |
False |
10,036 |
| 60 |
1.1350 |
1.0693 |
0.0657 |
5.9% |
0.0099 |
0.9% |
60% |
False |
False |
6,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1521 |
|
2.618 |
1.1367 |
|
1.618 |
1.1273 |
|
1.000 |
1.1215 |
|
0.618 |
1.1179 |
|
HIGH |
1.1121 |
|
0.618 |
1.1085 |
|
0.500 |
1.1074 |
|
0.382 |
1.1063 |
|
LOW |
1.1027 |
|
0.618 |
1.0969 |
|
1.000 |
1.0933 |
|
1.618 |
1.0875 |
|
2.618 |
1.0781 |
|
4.250 |
1.0628 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1081 |
1.1074 |
| PP |
1.1078 |
1.1063 |
| S1 |
1.1074 |
1.1053 |
|