CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0992 |
1.1218 |
0.0226 |
2.1% |
1.1088 |
| High |
1.1290 |
1.1261 |
-0.0029 |
-0.3% |
1.1290 |
| Low |
1.0981 |
1.1126 |
0.0145 |
1.3% |
1.0957 |
| Close |
1.1215 |
1.1216 |
0.0001 |
0.0% |
1.1216 |
| Range |
0.0309 |
0.0135 |
-0.0174 |
-56.3% |
0.0333 |
| ATR |
0.0139 |
0.0138 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
150,164 |
218,018 |
67,854 |
45.2% |
723,738 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1606 |
1.1546 |
1.1290 |
|
| R3 |
1.1471 |
1.1411 |
1.1253 |
|
| R2 |
1.1336 |
1.1336 |
1.1241 |
|
| R1 |
1.1276 |
1.1276 |
1.1228 |
1.1239 |
| PP |
1.1201 |
1.1201 |
1.1201 |
1.1182 |
| S1 |
1.1141 |
1.1141 |
1.1204 |
1.1104 |
| S2 |
1.1066 |
1.1066 |
1.1191 |
|
| S3 |
1.0931 |
1.1006 |
1.1179 |
|
| S4 |
1.0796 |
1.0871 |
1.1142 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2153 |
1.2018 |
1.1399 |
|
| R3 |
1.1820 |
1.1685 |
1.1308 |
|
| R2 |
1.1487 |
1.1487 |
1.1277 |
|
| R1 |
1.1352 |
1.1352 |
1.1247 |
1.1420 |
| PP |
1.1154 |
1.1154 |
1.1154 |
1.1188 |
| S1 |
1.1019 |
1.1019 |
1.1185 |
1.1087 |
| S2 |
1.0821 |
1.0821 |
1.1155 |
|
| S3 |
1.0488 |
1.0686 |
1.1124 |
|
| S4 |
1.0155 |
1.0353 |
1.1033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1290 |
1.0957 |
0.0333 |
3.0% |
0.0157 |
1.4% |
78% |
False |
False |
144,747 |
| 10 |
1.1290 |
1.0957 |
0.0333 |
3.0% |
0.0140 |
1.3% |
78% |
False |
False |
137,792 |
| 20 |
1.1290 |
1.0679 |
0.0611 |
5.4% |
0.0135 |
1.2% |
88% |
False |
False |
128,460 |
| 40 |
1.1453 |
1.0679 |
0.0774 |
6.9% |
0.0131 |
1.2% |
69% |
False |
False |
97,174 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
9.9% |
0.0129 |
1.1% |
48% |
False |
False |
65,285 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
9.9% |
0.0116 |
1.0% |
48% |
False |
False |
48,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1835 |
|
2.618 |
1.1614 |
|
1.618 |
1.1479 |
|
1.000 |
1.1396 |
|
0.618 |
1.1344 |
|
HIGH |
1.1261 |
|
0.618 |
1.1209 |
|
0.500 |
1.1194 |
|
0.382 |
1.1178 |
|
LOW |
1.1126 |
|
0.618 |
1.1043 |
|
1.000 |
1.0991 |
|
1.618 |
1.0908 |
|
2.618 |
1.0773 |
|
4.250 |
1.0552 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1209 |
1.1185 |
| PP |
1.1201 |
1.1154 |
| S1 |
1.1194 |
1.1124 |
|