CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1085 |
1.1076 |
-0.0009 |
-0.1% |
1.1064 |
| High |
1.1114 |
1.1148 |
0.0034 |
0.3% |
1.1164 |
| Low |
1.1028 |
1.1017 |
-0.0011 |
-0.1% |
1.0984 |
| Close |
1.1094 |
1.1080 |
-0.0014 |
-0.1% |
1.1053 |
| Range |
0.0086 |
0.0131 |
0.0045 |
52.3% |
0.0180 |
| ATR |
0.0101 |
0.0103 |
0.0002 |
2.1% |
0.0000 |
| Volume |
125,051 |
95,061 |
-29,990 |
-24.0% |
187,774 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1475 |
1.1408 |
1.1152 |
|
| R3 |
1.1344 |
1.1277 |
1.1116 |
|
| R2 |
1.1213 |
1.1213 |
1.1104 |
|
| R1 |
1.1146 |
1.1146 |
1.1092 |
1.1180 |
| PP |
1.1082 |
1.1082 |
1.1082 |
1.1098 |
| S1 |
1.1015 |
1.1015 |
1.1068 |
1.1049 |
| S2 |
1.0951 |
1.0951 |
1.1056 |
|
| S3 |
1.0820 |
1.0884 |
1.1044 |
|
| S4 |
1.0689 |
1.0753 |
1.1008 |
|
|
| 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 |
1.1148 |
1.0984 |
0.0164 |
1.5% |
0.0096 |
0.9% |
59% |
True |
False |
94,302 |
| 10 |
1.1225 |
1.0984 |
0.0241 |
2.2% |
0.0098 |
0.9% |
40% |
False |
False |
60,181 |
| 20 |
1.1350 |
1.0860 |
0.0490 |
4.4% |
0.0103 |
0.9% |
45% |
False |
False |
30,875 |
| 40 |
1.1350 |
1.0860 |
0.0490 |
4.4% |
0.0107 |
1.0% |
45% |
False |
False |
15,535 |
| 60 |
1.1350 |
1.0693 |
0.0657 |
5.9% |
0.0098 |
0.9% |
59% |
False |
False |
10,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1705 |
|
2.618 |
1.1491 |
|
1.618 |
1.1360 |
|
1.000 |
1.1279 |
|
0.618 |
1.1229 |
|
HIGH |
1.1148 |
|
0.618 |
1.1098 |
|
0.500 |
1.1083 |
|
0.382 |
1.1067 |
|
LOW |
1.1017 |
|
0.618 |
1.0936 |
|
1.000 |
1.0886 |
|
1.618 |
1.0805 |
|
2.618 |
1.0674 |
|
4.250 |
1.0460 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1083 |
1.1083 |
| PP |
1.1082 |
1.1082 |
| S1 |
1.1081 |
1.1081 |
|