CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 25-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1061 |
1.0856 |
-0.0205 |
-1.9% |
1.1038 |
| High |
1.1074 |
1.0904 |
-0.0170 |
-1.5% |
1.1148 |
| Low |
1.0827 |
1.0762 |
-0.0065 |
-0.6% |
1.1017 |
| Close |
1.0863 |
1.0782 |
-0.0081 |
-0.7% |
1.1057 |
| Range |
0.0247 |
0.0142 |
-0.0105 |
-42.5% |
0.0131 |
| ATR |
0.0108 |
0.0110 |
0.0002 |
2.3% |
0.0000 |
| Volume |
69,763 |
182,041 |
112,278 |
160.9% |
532,959 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1242 |
1.1154 |
1.0860 |
|
| R3 |
1.1100 |
1.1012 |
1.0821 |
|
| R2 |
1.0958 |
1.0958 |
1.0808 |
|
| R1 |
1.0870 |
1.0870 |
1.0795 |
1.0843 |
| PP |
1.0816 |
1.0816 |
1.0816 |
1.0803 |
| S1 |
1.0728 |
1.0728 |
1.0769 |
1.0701 |
| S2 |
1.0674 |
1.0674 |
1.0756 |
|
| S3 |
1.0532 |
1.0586 |
1.0743 |
|
| S4 |
1.0390 |
1.0444 |
1.0704 |
|
|
| 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 |
1.1139 |
1.0762 |
0.0377 |
3.5% |
0.0122 |
1.1% |
5% |
False |
True |
108,966 |
| 10 |
1.1148 |
1.0762 |
0.0386 |
3.6% |
0.0109 |
1.0% |
5% |
False |
True |
101,634 |
| 20 |
1.1350 |
1.0762 |
0.0588 |
5.5% |
0.0105 |
1.0% |
3% |
False |
True |
57,886 |
| 40 |
1.1350 |
1.0762 |
0.0588 |
5.5% |
0.0108 |
1.0% |
3% |
False |
True |
29,139 |
| 60 |
1.1350 |
1.0693 |
0.0657 |
6.1% |
0.0105 |
1.0% |
14% |
False |
False |
19,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1508 |
|
2.618 |
1.1276 |
|
1.618 |
1.1134 |
|
1.000 |
1.1046 |
|
0.618 |
1.0992 |
|
HIGH |
1.0904 |
|
0.618 |
1.0850 |
|
0.500 |
1.0833 |
|
0.382 |
1.0816 |
|
LOW |
1.0762 |
|
0.618 |
1.0674 |
|
1.000 |
1.0620 |
|
1.618 |
1.0532 |
|
2.618 |
1.0390 |
|
4.250 |
1.0159 |
|
|
| Fisher Pivots for day following 25-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0833 |
1.0935 |
| PP |
1.0816 |
1.0884 |
| S1 |
1.0799 |
1.0833 |
|