CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1245 |
1.1216 |
-0.0029 |
-0.3% |
1.0914 |
| High |
1.1260 |
1.1294 |
0.0034 |
0.3% |
1.1269 |
| Low |
1.1176 |
1.1188 |
0.0012 |
0.1% |
1.0881 |
| Close |
1.1230 |
1.1280 |
0.0050 |
0.4% |
1.1253 |
| Range |
0.0084 |
0.0106 |
0.0022 |
26.2% |
0.0388 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
95,681 |
78,836 |
-16,845 |
-17.6% |
578,254 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1572 |
1.1532 |
1.1338 |
|
| R3 |
1.1466 |
1.1426 |
1.1309 |
|
| R2 |
1.1360 |
1.1360 |
1.1299 |
|
| R1 |
1.1320 |
1.1320 |
1.1290 |
1.1340 |
| PP |
1.1254 |
1.1254 |
1.1254 |
1.1264 |
| S1 |
1.1214 |
1.1214 |
1.1270 |
1.1234 |
| S2 |
1.1148 |
1.1148 |
1.1261 |
|
| S3 |
1.1042 |
1.1108 |
1.1251 |
|
| S4 |
1.0936 |
1.1002 |
1.1222 |
|
|
| 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 |
1.1294 |
1.1068 |
0.0226 |
2.0% |
0.0109 |
1.0% |
94% |
True |
False |
112,773 |
| 10 |
1.1294 |
1.0852 |
0.0442 |
3.9% |
0.0121 |
1.1% |
97% |
True |
False |
114,952 |
| 20 |
1.1294 |
1.0852 |
0.0442 |
3.9% |
0.0119 |
1.1% |
97% |
True |
False |
122,535 |
| 40 |
1.1294 |
1.0679 |
0.0615 |
5.5% |
0.0125 |
1.1% |
98% |
True |
False |
120,526 |
| 60 |
1.1548 |
1.0679 |
0.0869 |
7.7% |
0.0129 |
1.1% |
69% |
False |
False |
96,479 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
9.8% |
0.0122 |
1.1% |
54% |
False |
False |
72,506 |
| 100 |
1.1789 |
1.0679 |
0.1110 |
9.8% |
0.0114 |
1.0% |
54% |
False |
False |
58,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1745 |
|
2.618 |
1.1572 |
|
1.618 |
1.1466 |
|
1.000 |
1.1400 |
|
0.618 |
1.1360 |
|
HIGH |
1.1294 |
|
0.618 |
1.1254 |
|
0.500 |
1.1241 |
|
0.382 |
1.1228 |
|
LOW |
1.1188 |
|
0.618 |
1.1122 |
|
1.000 |
1.1082 |
|
1.618 |
1.1016 |
|
2.618 |
1.0910 |
|
4.250 |
1.0738 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1267 |
1.1265 |
| PP |
1.1254 |
1.1249 |
| S1 |
1.1241 |
1.1234 |
|