CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 12-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1123 |
1.1154 |
0.0031 |
0.3% |
1.1198 |
| High |
1.1161 |
1.1167 |
0.0006 |
0.1% |
1.1215 |
| Low |
1.1118 |
1.1067 |
-0.0051 |
-0.5% |
1.1067 |
| Close |
1.1150 |
1.1125 |
-0.0025 |
-0.2% |
1.1125 |
| Range |
0.0043 |
0.0100 |
0.0057 |
132.6% |
0.0148 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
249 |
256 |
7 |
2.8% |
1,043 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1420 |
1.1372 |
1.1180 |
|
| R3 |
1.1320 |
1.1272 |
1.1153 |
|
| R2 |
1.1220 |
1.1220 |
1.1143 |
|
| R1 |
1.1172 |
1.1172 |
1.1134 |
1.1146 |
| PP |
1.1120 |
1.1120 |
1.1120 |
1.1107 |
| S1 |
1.1072 |
1.1072 |
1.1116 |
1.1046 |
| S2 |
1.1020 |
1.1020 |
1.1107 |
|
| S3 |
1.0920 |
1.0972 |
1.1098 |
|
| S4 |
1.0820 |
1.0872 |
1.1070 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1580 |
1.1500 |
1.1206 |
|
| R3 |
1.1432 |
1.1352 |
1.1166 |
|
| R2 |
1.1284 |
1.1284 |
1.1152 |
|
| R1 |
1.1204 |
1.1204 |
1.1139 |
1.1170 |
| PP |
1.1136 |
1.1136 |
1.1136 |
1.1119 |
| S1 |
1.1056 |
1.1056 |
1.1111 |
1.1022 |
| S2 |
1.0988 |
1.0988 |
1.1098 |
|
| S3 |
1.0840 |
1.0908 |
1.1084 |
|
| S4 |
1.0692 |
1.0760 |
1.1044 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1592 |
|
2.618 |
1.1429 |
|
1.618 |
1.1329 |
|
1.000 |
1.1267 |
|
0.618 |
1.1229 |
|
HIGH |
1.1167 |
|
0.618 |
1.1129 |
|
0.500 |
1.1117 |
|
0.382 |
1.1105 |
|
LOW |
1.1067 |
|
0.618 |
1.1005 |
|
1.000 |
1.0967 |
|
1.618 |
1.0905 |
|
2.618 |
1.0805 |
|
4.250 |
1.0642 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1122 |
1.1137 |
| PP |
1.1120 |
1.1133 |
| S1 |
1.1117 |
1.1129 |
|