CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1088 |
1.1028 |
-0.0060 |
-0.5% |
1.1121 |
| High |
1.1114 |
1.1080 |
-0.0034 |
-0.3% |
1.1221 |
| Low |
1.0996 |
1.1001 |
0.0005 |
0.0% |
1.0999 |
| Close |
1.1034 |
1.1068 |
0.0034 |
0.3% |
1.1078 |
| Range |
0.0118 |
0.0079 |
-0.0039 |
-33.1% |
0.0222 |
| ATR |
0.0128 |
0.0124 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
155,952 |
98,662 |
-57,290 |
-36.7% |
654,191 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1287 |
1.1256 |
1.1111 |
|
| R3 |
1.1208 |
1.1177 |
1.1090 |
|
| R2 |
1.1129 |
1.1129 |
1.1082 |
|
| R1 |
1.1098 |
1.1098 |
1.1075 |
1.1114 |
| PP |
1.1050 |
1.1050 |
1.1050 |
1.1057 |
| S1 |
1.1019 |
1.1019 |
1.1061 |
1.1035 |
| S2 |
1.0971 |
1.0971 |
1.1054 |
|
| S3 |
1.0892 |
1.0940 |
1.1046 |
|
| S4 |
1.0813 |
1.0861 |
1.1025 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1765 |
1.1644 |
1.1200 |
|
| R3 |
1.1543 |
1.1422 |
1.1139 |
|
| R2 |
1.1321 |
1.1321 |
1.1119 |
|
| R1 |
1.1200 |
1.1200 |
1.1098 |
1.1150 |
| PP |
1.1099 |
1.1099 |
1.1099 |
1.1074 |
| S1 |
1.0978 |
1.0978 |
1.1058 |
1.0928 |
| S2 |
1.0877 |
1.0877 |
1.1037 |
|
| S3 |
1.0655 |
1.0756 |
1.1017 |
|
| S4 |
1.0433 |
1.0534 |
1.0956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1221 |
1.0996 |
0.0225 |
2.0% |
0.0119 |
1.1% |
32% |
False |
False |
137,001 |
| 10 |
1.1221 |
1.0886 |
0.0335 |
3.0% |
0.0121 |
1.1% |
54% |
False |
False |
132,595 |
| 20 |
1.1221 |
1.0679 |
0.0542 |
4.9% |
0.0128 |
1.2% |
72% |
False |
False |
120,829 |
| 40 |
1.1453 |
1.0679 |
0.0774 |
7.0% |
0.0133 |
1.2% |
50% |
False |
False |
85,790 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0123 |
1.1% |
35% |
False |
False |
57,473 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0113 |
1.0% |
35% |
False |
False |
43,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1416 |
|
2.618 |
1.1287 |
|
1.618 |
1.1208 |
|
1.000 |
1.1159 |
|
0.618 |
1.1129 |
|
HIGH |
1.1080 |
|
0.618 |
1.1050 |
|
0.500 |
1.1041 |
|
0.382 |
1.1031 |
|
LOW |
1.1001 |
|
0.618 |
1.0952 |
|
1.000 |
1.0922 |
|
1.618 |
1.0873 |
|
2.618 |
1.0794 |
|
4.250 |
1.0665 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1059 |
1.1080 |
| PP |
1.1050 |
1.1076 |
| S1 |
1.1041 |
1.1072 |
|