CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1067 |
1.1002 |
-0.0065 |
-0.6% |
1.1121 |
| High |
1.1109 |
1.1288 |
0.0179 |
1.6% |
1.1221 |
| Low |
1.0968 |
1.0996 |
0.0028 |
0.3% |
1.1012 |
| Close |
1.1000 |
1.1220 |
0.0220 |
2.0% |
1.1084 |
| Range |
0.0141 |
0.0292 |
0.0151 |
107.1% |
0.0209 |
| ATR |
0.0105 |
0.0118 |
0.0013 |
12.8% |
0.0000 |
| Volume |
31 |
122 |
91 |
293.5% |
962 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2044 |
1.1924 |
1.1381 |
|
| R3 |
1.1752 |
1.1632 |
1.1300 |
|
| R2 |
1.1460 |
1.1460 |
1.1274 |
|
| R1 |
1.1340 |
1.1340 |
1.1247 |
1.1400 |
| PP |
1.1168 |
1.1168 |
1.1168 |
1.1198 |
| S1 |
1.1048 |
1.1048 |
1.1193 |
1.1108 |
| S2 |
1.0876 |
1.0876 |
1.1166 |
|
| S3 |
1.0584 |
1.0756 |
1.1140 |
|
| S4 |
1.0292 |
1.0464 |
1.1059 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1733 |
1.1617 |
1.1199 |
|
| R3 |
1.1524 |
1.1408 |
1.1141 |
|
| R2 |
1.1315 |
1.1315 |
1.1122 |
|
| R1 |
1.1199 |
1.1199 |
1.1103 |
1.1153 |
| PP |
1.1106 |
1.1106 |
1.1106 |
1.1082 |
| S1 |
1.0990 |
1.0990 |
1.1065 |
1.0944 |
| S2 |
1.0897 |
1.0897 |
1.1046 |
|
| S3 |
1.0688 |
1.0781 |
1.1027 |
|
| S4 |
1.0479 |
1.0572 |
1.0969 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2529 |
|
2.618 |
1.2052 |
|
1.618 |
1.1760 |
|
1.000 |
1.1580 |
|
0.618 |
1.1468 |
|
HIGH |
1.1288 |
|
0.618 |
1.1176 |
|
0.500 |
1.1142 |
|
0.382 |
1.1108 |
|
LOW |
1.0996 |
|
0.618 |
1.0816 |
|
1.000 |
1.0704 |
|
1.618 |
1.0524 |
|
2.618 |
1.0232 |
|
4.250 |
0.9755 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1194 |
1.1189 |
| PP |
1.1168 |
1.1159 |
| S1 |
1.1142 |
1.1128 |
|