CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1141 |
1.1156 |
0.0015 |
0.1% |
1.1049 |
| High |
1.1141 |
1.1156 |
0.0015 |
0.1% |
1.1262 |
| Low |
1.1141 |
1.1156 |
0.0015 |
0.1% |
1.1009 |
| Close |
1.1141 |
1.1160 |
0.0019 |
0.2% |
1.1229 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
10 |
10 |
0 |
0.0% |
37 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1157 |
1.1159 |
1.1160 |
|
| R3 |
1.1157 |
1.1159 |
1.1160 |
|
| R2 |
1.1157 |
1.1157 |
1.1160 |
|
| R1 |
1.1159 |
1.1159 |
1.1160 |
1.1158 |
| PP |
1.1157 |
1.1157 |
1.1157 |
1.1157 |
| S1 |
1.1159 |
1.1159 |
1.1160 |
1.1158 |
| S2 |
1.1157 |
1.1157 |
1.1160 |
|
| S3 |
1.1157 |
1.1159 |
1.1160 |
|
| S4 |
1.1157 |
1.1159 |
1.1160 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1926 |
1.1830 |
1.1368 |
|
| R3 |
1.1673 |
1.1577 |
1.1299 |
|
| R2 |
1.1420 |
1.1420 |
1.1275 |
|
| R1 |
1.1324 |
1.1324 |
1.1252 |
1.1372 |
| PP |
1.1167 |
1.1167 |
1.1167 |
1.1191 |
| S1 |
1.1071 |
1.1071 |
1.1206 |
1.1119 |
| S2 |
1.0914 |
1.0914 |
1.1183 |
|
| S3 |
1.0661 |
1.0818 |
1.1159 |
|
| S4 |
1.0408 |
1.0565 |
1.1090 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1156 |
|
2.618 |
1.1156 |
|
1.618 |
1.1156 |
|
1.000 |
1.1156 |
|
0.618 |
1.1156 |
|
HIGH |
1.1156 |
|
0.618 |
1.1156 |
|
0.500 |
1.1156 |
|
0.382 |
1.1156 |
|
LOW |
1.1156 |
|
0.618 |
1.1156 |
|
1.000 |
1.1156 |
|
1.618 |
1.1156 |
|
2.618 |
1.1156 |
|
4.250 |
1.1156 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1159 |
1.1159 |
| PP |
1.1157 |
1.1158 |
| S1 |
1.1156 |
1.1157 |
|