CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1047 |
1.1034 |
-0.0013 |
-0.1% |
1.1063 |
| High |
1.1085 |
1.1090 |
0.0005 |
0.0% |
1.1158 |
| Low |
1.1024 |
1.0978 |
-0.0046 |
-0.4% |
1.0978 |
| Close |
1.1038 |
1.1047 |
0.0009 |
0.1% |
1.1047 |
| Range |
0.0061 |
0.0112 |
0.0051 |
83.6% |
0.0180 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
117,156 |
67,388 |
-49,768 |
-42.5% |
538,486 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1374 |
1.1323 |
1.1109 |
|
| R3 |
1.1262 |
1.1211 |
1.1078 |
|
| R2 |
1.1150 |
1.1150 |
1.1068 |
|
| R1 |
1.1099 |
1.1099 |
1.1057 |
1.1125 |
| PP |
1.1038 |
1.1038 |
1.1038 |
1.1051 |
| S1 |
1.0987 |
1.0987 |
1.1037 |
1.1013 |
| S2 |
1.0926 |
1.0926 |
1.1026 |
|
| S3 |
1.0814 |
1.0875 |
1.1016 |
|
| S4 |
1.0702 |
1.0763 |
1.0985 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1601 |
1.1504 |
1.1146 |
|
| R3 |
1.1421 |
1.1324 |
1.1097 |
|
| R2 |
1.1241 |
1.1241 |
1.1080 |
|
| R1 |
1.1144 |
1.1144 |
1.1064 |
1.1103 |
| PP |
1.1061 |
1.1061 |
1.1061 |
1.1040 |
| S1 |
1.0964 |
1.0964 |
1.1031 |
1.0923 |
| S2 |
1.0881 |
1.0881 |
1.1014 |
|
| S3 |
1.0701 |
1.0784 |
1.0998 |
|
| S4 |
1.0521 |
1.0604 |
1.0948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1158 |
1.0978 |
0.0180 |
1.6% |
0.0088 |
0.8% |
38% |
False |
True |
107,697 |
| 10 |
1.1346 |
1.0978 |
0.0368 |
3.3% |
0.0105 |
0.9% |
19% |
False |
True |
104,083 |
| 20 |
1.1346 |
1.0852 |
0.0494 |
4.5% |
0.0113 |
1.0% |
39% |
False |
False |
112,089 |
| 40 |
1.1346 |
1.0852 |
0.0494 |
4.5% |
0.0118 |
1.1% |
39% |
False |
False |
121,411 |
| 60 |
1.1346 |
1.0679 |
0.0667 |
6.0% |
0.0120 |
1.1% |
55% |
False |
False |
107,744 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0126 |
1.1% |
33% |
False |
False |
83,299 |
| 100 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0114 |
1.0% |
33% |
False |
False |
66,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1566 |
|
2.618 |
1.1383 |
|
1.618 |
1.1271 |
|
1.000 |
1.1202 |
|
0.618 |
1.1159 |
|
HIGH |
1.1090 |
|
0.618 |
1.1047 |
|
0.500 |
1.1034 |
|
0.382 |
1.1021 |
|
LOW |
1.0978 |
|
0.618 |
1.0909 |
|
1.000 |
1.0866 |
|
1.618 |
1.0797 |
|
2.618 |
1.0685 |
|
4.250 |
1.0502 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1043 |
1.1051 |
| PP |
1.1038 |
1.1050 |
| S1 |
1.1034 |
1.1048 |
|