CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 18-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1089 |
1.0969 |
-0.0120 |
-1.1% |
1.1213 |
| High |
1.1094 |
1.1043 |
-0.0051 |
-0.5% |
1.1220 |
| Low |
1.0939 |
1.0893 |
-0.0046 |
-0.4% |
1.1060 |
| Close |
1.0974 |
1.0951 |
-0.0023 |
-0.2% |
1.1119 |
| Range |
0.0155 |
0.0150 |
-0.0005 |
-3.2% |
0.0160 |
| ATR |
0.0122 |
0.0124 |
0.0002 |
1.6% |
0.0000 |
| Volume |
118,181 |
138,931 |
20,750 |
17.6% |
594,241 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1412 |
1.1332 |
1.1034 |
|
| R3 |
1.1262 |
1.1182 |
1.0992 |
|
| R2 |
1.1112 |
1.1112 |
1.0979 |
|
| R1 |
1.1032 |
1.1032 |
1.0965 |
1.0997 |
| PP |
1.0962 |
1.0962 |
1.0962 |
1.0945 |
| S1 |
1.0882 |
1.0882 |
1.0937 |
1.0847 |
| S2 |
1.0812 |
1.0812 |
1.0924 |
|
| S3 |
1.0662 |
1.0732 |
1.0910 |
|
| S4 |
1.0512 |
1.0582 |
1.0869 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1613 |
1.1526 |
1.1207 |
|
| R3 |
1.1453 |
1.1366 |
1.1163 |
|
| R2 |
1.1293 |
1.1293 |
1.1148 |
|
| R1 |
1.1206 |
1.1206 |
1.1134 |
1.1170 |
| PP |
1.1133 |
1.1133 |
1.1133 |
1.1115 |
| S1 |
1.1046 |
1.1046 |
1.1104 |
1.1010 |
| S2 |
1.0973 |
1.0973 |
1.1090 |
|
| S3 |
1.0813 |
1.0886 |
1.1075 |
|
| S4 |
1.0653 |
1.0726 |
1.1031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1166 |
1.0893 |
0.0273 |
2.5% |
0.0116 |
1.1% |
21% |
False |
True |
121,004 |
| 10 |
1.1290 |
1.0893 |
0.0397 |
3.6% |
0.0126 |
1.1% |
15% |
False |
True |
135,868 |
| 20 |
1.1290 |
1.0886 |
0.0404 |
3.7% |
0.0126 |
1.2% |
16% |
False |
False |
132,673 |
| 40 |
1.1290 |
1.0679 |
0.0611 |
5.6% |
0.0124 |
1.1% |
45% |
False |
False |
109,217 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0133 |
1.2% |
25% |
False |
False |
81,735 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0119 |
1.1% |
25% |
False |
False |
61,355 |
| 100 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0112 |
1.0% |
25% |
False |
False |
49,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1681 |
|
2.618 |
1.1436 |
|
1.618 |
1.1286 |
|
1.000 |
1.1193 |
|
0.618 |
1.1136 |
|
HIGH |
1.1043 |
|
0.618 |
1.0986 |
|
0.500 |
1.0968 |
|
0.382 |
1.0950 |
|
LOW |
1.0893 |
|
0.618 |
1.0800 |
|
1.000 |
1.0743 |
|
1.618 |
1.0650 |
|
2.618 |
1.0500 |
|
4.250 |
1.0256 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0968 |
1.1021 |
| PP |
1.0962 |
1.0998 |
| S1 |
1.0957 |
1.0974 |
|