CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 22-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1071 |
1.1057 |
-0.0014 |
-0.1% |
1.1038 |
| High |
1.1080 |
1.1139 |
0.0059 |
0.5% |
1.1148 |
| Low |
1.1028 |
1.1022 |
-0.0006 |
-0.1% |
1.1017 |
| Close |
1.1057 |
1.1101 |
0.0044 |
0.4% |
1.1057 |
| Range |
0.0052 |
0.0117 |
0.0065 |
125.0% |
0.0131 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
1.3% |
0.0000 |
| Volume |
125,964 |
76,693 |
-49,271 |
-39.1% |
532,959 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1438 |
1.1387 |
1.1165 |
|
| R3 |
1.1321 |
1.1270 |
1.1133 |
|
| R2 |
1.1204 |
1.1204 |
1.1122 |
|
| R1 |
1.1153 |
1.1153 |
1.1112 |
1.1179 |
| PP |
1.1087 |
1.1087 |
1.1087 |
1.1100 |
| S1 |
1.1036 |
1.1036 |
1.1090 |
1.1062 |
| S2 |
1.0970 |
1.0970 |
1.1080 |
|
| S3 |
1.0853 |
1.0919 |
1.1069 |
|
| S4 |
1.0736 |
1.0802 |
1.1037 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1467 |
1.1393 |
1.1129 |
|
| R3 |
1.1336 |
1.1262 |
1.1093 |
|
| R2 |
1.1205 |
1.1205 |
1.1081 |
|
| R1 |
1.1131 |
1.1131 |
1.1069 |
1.1168 |
| PP |
1.1074 |
1.1074 |
1.1074 |
1.1093 |
| S1 |
1.1000 |
1.1000 |
1.1045 |
1.1037 |
| S2 |
1.0943 |
1.0943 |
1.1033 |
|
| S3 |
1.0812 |
1.0869 |
1.1021 |
|
| S4 |
1.0681 |
1.0738 |
1.0985 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1148 |
1.1017 |
0.0131 |
1.2% |
0.0096 |
0.9% |
64% |
False |
False |
98,784 |
| 10 |
1.1164 |
1.0984 |
0.0180 |
1.6% |
0.0091 |
0.8% |
65% |
False |
False |
78,354 |
| 20 |
1.1350 |
1.0964 |
0.0386 |
3.5% |
0.0103 |
0.9% |
35% |
False |
False |
40,958 |
| 40 |
1.1350 |
1.0860 |
0.0490 |
4.4% |
0.0104 |
0.9% |
49% |
False |
False |
20,595 |
| 60 |
1.1350 |
1.0693 |
0.0657 |
5.9% |
0.0099 |
0.9% |
62% |
False |
False |
13,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1636 |
|
2.618 |
1.1445 |
|
1.618 |
1.1328 |
|
1.000 |
1.1256 |
|
0.618 |
1.1211 |
|
HIGH |
1.1139 |
|
0.618 |
1.1094 |
|
0.500 |
1.1081 |
|
0.382 |
1.1067 |
|
LOW |
1.1022 |
|
0.618 |
1.0950 |
|
1.000 |
1.0905 |
|
1.618 |
1.0833 |
|
2.618 |
1.0716 |
|
4.250 |
1.0525 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1094 |
1.1095 |
| PP |
1.1087 |
1.1089 |
| S1 |
1.1081 |
1.1083 |
|