CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0969 |
1.0871 |
-0.0098 |
-0.9% |
1.1108 |
| High |
1.1043 |
1.0930 |
-0.0113 |
-1.0% |
1.1149 |
| Low |
1.0893 |
1.0852 |
-0.0041 |
-0.4% |
1.0852 |
| Close |
1.0951 |
1.0901 |
-0.0050 |
-0.5% |
1.0901 |
| Range |
0.0150 |
0.0078 |
-0.0072 |
-48.0% |
0.0297 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
138,931 |
139,643 |
712 |
0.5% |
535,906 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1128 |
1.1093 |
1.0944 |
|
| R3 |
1.1050 |
1.1015 |
1.0922 |
|
| R2 |
1.0972 |
1.0972 |
1.0915 |
|
| R1 |
1.0937 |
1.0937 |
1.0908 |
1.0955 |
| PP |
1.0894 |
1.0894 |
1.0894 |
1.0903 |
| S1 |
1.0859 |
1.0859 |
1.0894 |
1.0877 |
| S2 |
1.0816 |
1.0816 |
1.0887 |
|
| S3 |
1.0738 |
1.0781 |
1.0880 |
|
| S4 |
1.0660 |
1.0703 |
1.0858 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1858 |
1.1677 |
1.1064 |
|
| R3 |
1.1561 |
1.1380 |
1.0983 |
|
| R2 |
1.1264 |
1.1264 |
1.0955 |
|
| R1 |
1.1083 |
1.1083 |
1.0928 |
1.1025 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0939 |
| S1 |
1.0786 |
1.0786 |
1.0874 |
1.0728 |
| S2 |
1.0670 |
1.0670 |
1.0847 |
|
| S3 |
1.0373 |
1.0489 |
1.0819 |
|
| S4 |
1.0076 |
1.0192 |
1.0738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1164 |
1.0852 |
0.0312 |
2.9% |
0.0117 |
1.1% |
16% |
False |
True |
124,541 |
| 10 |
1.1261 |
1.0852 |
0.0409 |
3.8% |
0.0103 |
0.9% |
12% |
False |
True |
134,816 |
| 20 |
1.1290 |
1.0852 |
0.0438 |
4.0% |
0.0119 |
1.1% |
11% |
False |
True |
134,530 |
| 40 |
1.1290 |
1.0679 |
0.0611 |
5.6% |
0.0119 |
1.1% |
36% |
False |
False |
110,213 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.2% |
0.0133 |
1.2% |
20% |
False |
False |
84,060 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.2% |
0.0119 |
1.1% |
20% |
False |
False |
63,100 |
| 100 |
1.1789 |
1.0679 |
0.1110 |
10.2% |
0.0112 |
1.0% |
20% |
False |
False |
50,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1262 |
|
2.618 |
1.1134 |
|
1.618 |
1.1056 |
|
1.000 |
1.1008 |
|
0.618 |
1.0978 |
|
HIGH |
1.0930 |
|
0.618 |
1.0900 |
|
0.500 |
1.0891 |
|
0.382 |
1.0882 |
|
LOW |
1.0852 |
|
0.618 |
1.0804 |
|
1.000 |
1.0774 |
|
1.618 |
1.0726 |
|
2.618 |
1.0648 |
|
4.250 |
1.0521 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0898 |
1.0973 |
| PP |
1.0894 |
1.0949 |
| S1 |
1.0891 |
1.0925 |
|