CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 26-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1185 |
1.1211 |
0.0026 |
0.2% |
1.0982 |
| High |
1.1242 |
1.1211 |
-0.0031 |
-0.3% |
1.1242 |
| Low |
1.1185 |
1.1211 |
0.0026 |
0.2% |
1.0982 |
| Close |
1.1233 |
1.1267 |
0.0034 |
0.3% |
1.1267 |
| Range |
0.0057 |
0.0000 |
-0.0057 |
-100.0% |
0.0260 |
| ATR |
0.0058 |
0.0055 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
38 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1230 |
1.1248 |
1.1267 |
|
| R3 |
1.1230 |
1.1248 |
1.1267 |
|
| R2 |
1.1230 |
1.1230 |
1.1267 |
|
| R1 |
1.1248 |
1.1248 |
1.1267 |
1.1239 |
| PP |
1.1230 |
1.1230 |
1.1230 |
1.1225 |
| S1 |
1.1248 |
1.1248 |
1.1267 |
1.1239 |
| S2 |
1.1230 |
1.1230 |
1.1267 |
|
| S3 |
1.1230 |
1.1248 |
1.1267 |
|
| S4 |
1.1230 |
1.1248 |
1.1267 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1944 |
1.1865 |
1.1410 |
|
| R3 |
1.1684 |
1.1605 |
1.1339 |
|
| R2 |
1.1424 |
1.1424 |
1.1315 |
|
| R1 |
1.1345 |
1.1345 |
1.1291 |
1.1385 |
| PP |
1.1164 |
1.1164 |
1.1164 |
1.1183 |
| S1 |
1.1085 |
1.1085 |
1.1243 |
1.1125 |
| S2 |
1.0904 |
1.0904 |
1.1219 |
|
| S3 |
1.0644 |
1.0825 |
1.1196 |
|
| S4 |
1.0384 |
1.0565 |
1.1124 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1211 |
|
2.618 |
1.1211 |
|
1.618 |
1.1211 |
|
1.000 |
1.1211 |
|
0.618 |
1.1211 |
|
HIGH |
1.1211 |
|
0.618 |
1.1211 |
|
0.500 |
1.1211 |
|
0.382 |
1.1211 |
|
LOW |
1.1211 |
|
0.618 |
1.1211 |
|
1.000 |
1.1211 |
|
1.618 |
1.1211 |
|
2.618 |
1.1211 |
|
4.250 |
1.1211 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1248 |
1.1236 |
| PP |
1.1230 |
1.1206 |
| S1 |
1.1211 |
1.1175 |
|