CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0914 |
1.0967 |
0.0053 |
0.5% |
1.1108 |
| High |
1.0988 |
1.1124 |
0.0136 |
1.2% |
1.1149 |
| Low |
1.0881 |
1.0954 |
0.0073 |
0.7% |
1.0852 |
| Close |
1.0967 |
1.1089 |
0.0122 |
1.1% |
1.0901 |
| Range |
0.0107 |
0.0170 |
0.0063 |
58.9% |
0.0297 |
| ATR |
0.0121 |
0.0125 |
0.0003 |
2.9% |
0.0000 |
| Volume |
107,280 |
81,624 |
-25,656 |
-23.9% |
535,906 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1566 |
1.1497 |
1.1183 |
|
| R3 |
1.1396 |
1.1327 |
1.1136 |
|
| R2 |
1.1226 |
1.1226 |
1.1120 |
|
| R1 |
1.1157 |
1.1157 |
1.1105 |
1.1192 |
| PP |
1.1056 |
1.1056 |
1.1056 |
1.1073 |
| S1 |
1.0987 |
1.0987 |
1.1073 |
1.1022 |
| S2 |
1.0886 |
1.0886 |
1.1058 |
|
| S3 |
1.0716 |
1.0817 |
1.1042 |
|
| S4 |
1.0546 |
1.0647 |
1.0996 |
|
|
| 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 |
1.1124 |
1.0852 |
0.0272 |
2.5% |
0.0132 |
1.2% |
87% |
True |
False |
117,131 |
| 10 |
1.1212 |
1.0852 |
0.0360 |
3.2% |
0.0111 |
1.0% |
66% |
False |
False |
112,990 |
| 20 |
1.1290 |
1.0852 |
0.0438 |
3.9% |
0.0125 |
1.1% |
54% |
False |
False |
127,329 |
| 40 |
1.1290 |
1.0679 |
0.0611 |
5.5% |
0.0122 |
1.1% |
67% |
False |
False |
111,953 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0135 |
1.2% |
37% |
False |
False |
87,202 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0122 |
1.1% |
37% |
False |
False |
65,461 |
| 100 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0112 |
1.0% |
37% |
False |
False |
52,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1847 |
|
2.618 |
1.1569 |
|
1.618 |
1.1399 |
|
1.000 |
1.1294 |
|
0.618 |
1.1229 |
|
HIGH |
1.1124 |
|
0.618 |
1.1059 |
|
0.500 |
1.1039 |
|
0.382 |
1.1019 |
|
LOW |
1.0954 |
|
0.618 |
1.0849 |
|
1.000 |
1.0784 |
|
1.618 |
1.0679 |
|
2.618 |
1.0509 |
|
4.250 |
1.0232 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1072 |
1.1055 |
| PP |
1.1056 |
1.1022 |
| S1 |
1.1039 |
1.0988 |
|