CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1002 |
1.1197 |
0.0195 |
1.8% |
1.1088 |
| High |
1.1288 |
1.1257 |
-0.0031 |
-0.3% |
1.1288 |
| Low |
1.0996 |
1.1145 |
0.0149 |
1.4% |
1.0968 |
| Close |
1.1220 |
1.1222 |
0.0002 |
0.0% |
1.1222 |
| Range |
0.0292 |
0.0112 |
-0.0180 |
-61.6% |
0.0320 |
| ATR |
0.0118 |
0.0118 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
122 |
255 |
133 |
109.0% |
601 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1544 |
1.1495 |
1.1284 |
|
| R3 |
1.1432 |
1.1383 |
1.1253 |
|
| R2 |
1.1320 |
1.1320 |
1.1243 |
|
| R1 |
1.1271 |
1.1271 |
1.1232 |
1.1296 |
| PP |
1.1208 |
1.1208 |
1.1208 |
1.1220 |
| S1 |
1.1159 |
1.1159 |
1.1212 |
1.1184 |
| S2 |
1.1096 |
1.1096 |
1.1201 |
|
| S3 |
1.0984 |
1.1047 |
1.1191 |
|
| S4 |
1.0872 |
1.0935 |
1.1160 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2119 |
1.1991 |
1.1398 |
|
| R3 |
1.1799 |
1.1671 |
1.1310 |
|
| R2 |
1.1479 |
1.1479 |
1.1281 |
|
| R1 |
1.1351 |
1.1351 |
1.1251 |
1.1415 |
| PP |
1.1159 |
1.1159 |
1.1159 |
1.1192 |
| S1 |
1.1031 |
1.1031 |
1.1193 |
1.1095 |
| S2 |
1.0839 |
1.0839 |
1.1163 |
|
| S3 |
1.0519 |
1.0711 |
1.1134 |
|
| S4 |
1.0199 |
1.0391 |
1.1046 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1733 |
|
2.618 |
1.1550 |
|
1.618 |
1.1438 |
|
1.000 |
1.1369 |
|
0.618 |
1.1326 |
|
HIGH |
1.1257 |
|
0.618 |
1.1214 |
|
0.500 |
1.1201 |
|
0.382 |
1.1188 |
|
LOW |
1.1145 |
|
0.618 |
1.1076 |
|
1.000 |
1.1033 |
|
1.618 |
1.0964 |
|
2.618 |
1.0852 |
|
4.250 |
1.0669 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1215 |
1.1191 |
| PP |
1.1208 |
1.1159 |
| S1 |
1.1201 |
1.1128 |
|