CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 03-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1216 |
1.1266 |
0.0050 |
0.4% |
1.0914 |
| High |
1.1294 |
1.1323 |
0.0029 |
0.3% |
1.1269 |
| Low |
1.1188 |
1.1236 |
0.0048 |
0.4% |
1.0881 |
| Close |
1.1280 |
1.1314 |
0.0034 |
0.3% |
1.1253 |
| Range |
0.0106 |
0.0087 |
-0.0019 |
-17.9% |
0.0388 |
| ATR |
0.0120 |
0.0118 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
78,836 |
97,724 |
18,888 |
24.0% |
578,254 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1552 |
1.1520 |
1.1362 |
|
| R3 |
1.1465 |
1.1433 |
1.1338 |
|
| R2 |
1.1378 |
1.1378 |
1.1330 |
|
| R1 |
1.1346 |
1.1346 |
1.1322 |
1.1362 |
| PP |
1.1291 |
1.1291 |
1.1291 |
1.1299 |
| S1 |
1.1259 |
1.1259 |
1.1306 |
1.1275 |
| S2 |
1.1204 |
1.1204 |
1.1298 |
|
| S3 |
1.1117 |
1.1172 |
1.1290 |
|
| S4 |
1.1030 |
1.1085 |
1.1266 |
|
|
| 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 |
1.1323 |
1.1073 |
0.0250 |
2.2% |
0.0112 |
1.0% |
96% |
True |
False |
103,700 |
| 10 |
1.1323 |
1.0852 |
0.0471 |
4.2% |
0.0114 |
1.0% |
98% |
True |
False |
112,906 |
| 20 |
1.1323 |
1.0852 |
0.0471 |
4.2% |
0.0120 |
1.1% |
98% |
True |
False |
122,488 |
| 40 |
1.1323 |
1.0679 |
0.0644 |
5.7% |
0.0124 |
1.1% |
99% |
True |
False |
121,658 |
| 60 |
1.1453 |
1.0679 |
0.0774 |
6.8% |
0.0129 |
1.1% |
82% |
False |
False |
98,022 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
9.8% |
0.0122 |
1.1% |
57% |
False |
False |
73,727 |
| 100 |
1.1789 |
1.0679 |
0.1110 |
9.8% |
0.0114 |
1.0% |
57% |
False |
False |
58,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1693 |
|
2.618 |
1.1551 |
|
1.618 |
1.1464 |
|
1.000 |
1.1410 |
|
0.618 |
1.1377 |
|
HIGH |
1.1323 |
|
0.618 |
1.1290 |
|
0.500 |
1.1280 |
|
0.382 |
1.1269 |
|
LOW |
1.1236 |
|
0.618 |
1.1182 |
|
1.000 |
1.1149 |
|
1.618 |
1.1095 |
|
2.618 |
1.1008 |
|
4.250 |
1.0866 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1303 |
1.1293 |
| PP |
1.1291 |
1.1271 |
| S1 |
1.1280 |
1.1250 |
|