CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1084 |
1.1090 |
0.0006 |
0.1% |
1.1108 |
| High |
1.1141 |
1.1262 |
0.0121 |
1.1% |
1.1149 |
| Low |
1.1068 |
1.1073 |
0.0005 |
0.0% |
1.0852 |
| Close |
1.1094 |
1.1219 |
0.0125 |
1.1% |
1.0901 |
| Range |
0.0073 |
0.0189 |
0.0116 |
158.9% |
0.0297 |
| ATR |
0.0121 |
0.0126 |
0.0005 |
4.0% |
0.0000 |
| Volume |
143,091 |
92,445 |
-50,646 |
-35.4% |
535,906 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1752 |
1.1674 |
1.1323 |
|
| R3 |
1.1563 |
1.1485 |
1.1271 |
|
| R2 |
1.1374 |
1.1374 |
1.1254 |
|
| R1 |
1.1296 |
1.1296 |
1.1236 |
1.1335 |
| PP |
1.1185 |
1.1185 |
1.1185 |
1.1204 |
| S1 |
1.1107 |
1.1107 |
1.1202 |
1.1146 |
| S2 |
1.0996 |
1.0996 |
1.1184 |
|
| S3 |
1.0807 |
1.0918 |
1.1167 |
|
| S4 |
1.0618 |
1.0729 |
1.1115 |
|
|
| 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 |
1.1262 |
1.0852 |
0.0410 |
3.7% |
0.0123 |
1.1% |
90% |
True |
False |
112,816 |
| 10 |
1.1262 |
1.0852 |
0.0410 |
3.7% |
0.0120 |
1.1% |
90% |
True |
False |
116,910 |
| 20 |
1.1290 |
1.0852 |
0.0438 |
3.9% |
0.0125 |
1.1% |
84% |
False |
False |
127,613 |
| 40 |
1.1290 |
1.0679 |
0.0611 |
5.4% |
0.0125 |
1.1% |
88% |
False |
False |
116,110 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
9.9% |
0.0135 |
1.2% |
49% |
False |
False |
91,116 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
9.9% |
0.0124 |
1.1% |
49% |
False |
False |
68,404 |
| 100 |
1.1789 |
1.0679 |
0.1110 |
9.9% |
0.0114 |
1.0% |
49% |
False |
False |
54,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2065 |
|
2.618 |
1.1757 |
|
1.618 |
1.1568 |
|
1.000 |
1.1451 |
|
0.618 |
1.1379 |
|
HIGH |
1.1262 |
|
0.618 |
1.1190 |
|
0.500 |
1.1168 |
|
0.382 |
1.1145 |
|
LOW |
1.1073 |
|
0.618 |
1.0956 |
|
1.000 |
1.0884 |
|
1.618 |
1.0767 |
|
2.618 |
1.0578 |
|
4.250 |
1.0270 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1202 |
1.1182 |
| PP |
1.1185 |
1.1145 |
| S1 |
1.1168 |
1.1108 |
|