CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0967 |
1.1084 |
0.0117 |
1.1% |
1.1108 |
| High |
1.1124 |
1.1141 |
0.0017 |
0.2% |
1.1149 |
| Low |
1.0954 |
1.1068 |
0.0114 |
1.0% |
1.0852 |
| Close |
1.1089 |
1.1094 |
0.0005 |
0.0% |
1.0901 |
| Range |
0.0170 |
0.0073 |
-0.0097 |
-57.1% |
0.0297 |
| ATR |
0.0125 |
0.0121 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
81,624 |
143,091 |
61,467 |
75.3% |
535,906 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1320 |
1.1280 |
1.1134 |
|
| R3 |
1.1247 |
1.1207 |
1.1114 |
|
| R2 |
1.1174 |
1.1174 |
1.1107 |
|
| R1 |
1.1134 |
1.1134 |
1.1101 |
1.1154 |
| PP |
1.1101 |
1.1101 |
1.1101 |
1.1111 |
| S1 |
1.1061 |
1.1061 |
1.1087 |
1.1081 |
| S2 |
1.1028 |
1.1028 |
1.1081 |
|
| S3 |
1.0955 |
1.0988 |
1.1074 |
|
| S4 |
1.0882 |
1.0915 |
1.1054 |
|
|
| 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 |
1.1141 |
1.0852 |
0.0289 |
2.6% |
0.0116 |
1.0% |
84% |
True |
False |
122,113 |
| 10 |
1.1207 |
1.0852 |
0.0355 |
3.2% |
0.0111 |
1.0% |
68% |
False |
False |
119,992 |
| 20 |
1.1290 |
1.0852 |
0.0438 |
3.9% |
0.0121 |
1.1% |
55% |
False |
False |
130,813 |
| 40 |
1.1290 |
1.0679 |
0.0611 |
5.5% |
0.0122 |
1.1% |
68% |
False |
False |
114,485 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0135 |
1.2% |
37% |
False |
False |
89,582 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0122 |
1.1% |
37% |
False |
False |
67,249 |
| 100 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0112 |
1.0% |
37% |
False |
False |
53,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1451 |
|
2.618 |
1.1332 |
|
1.618 |
1.1259 |
|
1.000 |
1.1214 |
|
0.618 |
1.1186 |
|
HIGH |
1.1141 |
|
0.618 |
1.1113 |
|
0.500 |
1.1105 |
|
0.382 |
1.1096 |
|
LOW |
1.1068 |
|
0.618 |
1.1023 |
|
1.000 |
1.0995 |
|
1.618 |
1.0950 |
|
2.618 |
1.0877 |
|
4.250 |
1.0758 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1105 |
1.1066 |
| PP |
1.1101 |
1.1039 |
| S1 |
1.1098 |
1.1011 |
|