CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1266 |
1.1300 |
0.0034 |
0.3% |
1.0914 |
| High |
1.1323 |
1.1346 |
0.0023 |
0.2% |
1.1269 |
| Low |
1.1236 |
1.1203 |
-0.0033 |
-0.3% |
1.0881 |
| Close |
1.1314 |
1.1224 |
-0.0090 |
-0.8% |
1.1253 |
| Range |
0.0087 |
0.0143 |
0.0056 |
64.4% |
0.0388 |
| ATR |
0.0118 |
0.0119 |
0.0002 |
1.5% |
0.0000 |
| Volume |
97,724 |
110,262 |
12,538 |
12.8% |
578,254 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1687 |
1.1598 |
1.1303 |
|
| R3 |
1.1544 |
1.1455 |
1.1263 |
|
| R2 |
1.1401 |
1.1401 |
1.1250 |
|
| R1 |
1.1312 |
1.1312 |
1.1237 |
1.1285 |
| PP |
1.1258 |
1.1258 |
1.1258 |
1.1244 |
| S1 |
1.1169 |
1.1169 |
1.1211 |
1.1142 |
| S2 |
1.1115 |
1.1115 |
1.1198 |
|
| S3 |
1.0972 |
1.1026 |
1.1185 |
|
| S4 |
1.0829 |
1.0883 |
1.1145 |
|
|
| 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 |
1.1346 |
1.1174 |
0.0172 |
1.5% |
0.0103 |
0.9% |
29% |
True |
False |
107,263 |
| 10 |
1.1346 |
1.0852 |
0.0494 |
4.4% |
0.0113 |
1.0% |
75% |
True |
False |
110,040 |
| 20 |
1.1346 |
1.0852 |
0.0494 |
4.4% |
0.0119 |
1.1% |
75% |
True |
False |
122,954 |
| 40 |
1.1346 |
1.0679 |
0.0667 |
5.9% |
0.0123 |
1.1% |
82% |
True |
False |
122,018 |
| 60 |
1.1453 |
1.0679 |
0.0774 |
6.9% |
0.0129 |
1.1% |
70% |
False |
False |
99,820 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
9.9% |
0.0123 |
1.1% |
49% |
False |
False |
75,105 |
| 100 |
1.1789 |
1.0679 |
0.1110 |
9.9% |
0.0114 |
1.0% |
49% |
False |
False |
60,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1954 |
|
2.618 |
1.1720 |
|
1.618 |
1.1577 |
|
1.000 |
1.1489 |
|
0.618 |
1.1434 |
|
HIGH |
1.1346 |
|
0.618 |
1.1291 |
|
0.500 |
1.1275 |
|
0.382 |
1.1258 |
|
LOW |
1.1203 |
|
0.618 |
1.1115 |
|
1.000 |
1.1060 |
|
1.618 |
1.0972 |
|
2.618 |
1.0829 |
|
4.250 |
1.0595 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1275 |
1.1267 |
| PP |
1.1258 |
1.1253 |
| S1 |
1.1241 |
1.1238 |
|