CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1216 |
1.1245 |
0.0029 |
0.3% |
1.0914 |
| High |
1.1269 |
1.1260 |
-0.0009 |
-0.1% |
1.1269 |
| Low |
1.1174 |
1.1176 |
0.0002 |
0.0% |
1.0881 |
| Close |
1.1253 |
1.1230 |
-0.0023 |
-0.2% |
1.1253 |
| Range |
0.0095 |
0.0084 |
-0.0011 |
-11.6% |
0.0388 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
153,814 |
95,681 |
-58,133 |
-37.8% |
578,254 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1436 |
1.1276 |
|
| R3 |
1.1390 |
1.1352 |
1.1253 |
|
| R2 |
1.1306 |
1.1306 |
1.1245 |
|
| R1 |
1.1268 |
1.1268 |
1.1238 |
1.1245 |
| PP |
1.1222 |
1.1222 |
1.1222 |
1.1211 |
| S1 |
1.1184 |
1.1184 |
1.1222 |
1.1161 |
| S2 |
1.1138 |
1.1138 |
1.1215 |
|
| S3 |
1.1054 |
1.1100 |
1.1207 |
|
| S4 |
1.0970 |
1.1016 |
1.1184 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2298 |
1.2164 |
1.1466 |
|
| R3 |
1.1910 |
1.1776 |
1.1360 |
|
| R2 |
1.1522 |
1.1522 |
1.1324 |
|
| R1 |
1.1388 |
1.1388 |
1.1289 |
1.1455 |
| PP |
1.1134 |
1.1134 |
1.1134 |
1.1168 |
| S1 |
1.1000 |
1.1000 |
1.1217 |
1.1067 |
| S2 |
1.0746 |
1.0746 |
1.1182 |
|
| S3 |
1.0358 |
1.0612 |
1.1146 |
|
| S4 |
0.9970 |
1.0224 |
1.1040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1269 |
1.0954 |
0.0315 |
2.8% |
0.0122 |
1.1% |
88% |
False |
False |
113,331 |
| 10 |
1.1269 |
1.0852 |
0.0417 |
3.7% |
0.0120 |
1.1% |
91% |
False |
False |
120,984 |
| 20 |
1.1290 |
1.0852 |
0.0438 |
3.9% |
0.0120 |
1.1% |
86% |
False |
False |
126,391 |
| 40 |
1.1290 |
1.0679 |
0.0611 |
5.4% |
0.0126 |
1.1% |
90% |
False |
False |
120,071 |
| 60 |
1.1611 |
1.0679 |
0.0932 |
8.3% |
0.0130 |
1.2% |
59% |
False |
False |
95,198 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
9.9% |
0.0122 |
1.1% |
50% |
False |
False |
71,521 |
| 100 |
1.1789 |
1.0679 |
0.1110 |
9.9% |
0.0114 |
1.0% |
50% |
False |
False |
57,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1617 |
|
2.618 |
1.1480 |
|
1.618 |
1.1396 |
|
1.000 |
1.1344 |
|
0.618 |
1.1312 |
|
HIGH |
1.1260 |
|
0.618 |
1.1228 |
|
0.500 |
1.1218 |
|
0.382 |
1.1208 |
|
LOW |
1.1176 |
|
0.618 |
1.1124 |
|
1.000 |
1.1092 |
|
1.618 |
1.1040 |
|
2.618 |
1.0956 |
|
4.250 |
1.0819 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1226 |
1.1210 |
| PP |
1.1222 |
1.1191 |
| S1 |
1.1218 |
1.1171 |
|