CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1120 |
1.1086 |
-0.0034 |
-0.3% |
1.1198 |
| High |
1.1151 |
1.1088 |
-0.0063 |
-0.6% |
1.1215 |
| Low |
1.1060 |
1.0947 |
-0.0113 |
-1.0% |
1.1067 |
| Close |
1.1101 |
1.0980 |
-0.0121 |
-1.1% |
1.1125 |
| Range |
0.0091 |
0.0141 |
0.0050 |
54.9% |
0.0148 |
| ATR |
0.0101 |
0.0105 |
0.0004 |
3.7% |
0.0000 |
| Volume |
676 |
127 |
-549 |
-81.2% |
1,043 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1428 |
1.1345 |
1.1058 |
|
| R3 |
1.1287 |
1.1204 |
1.1019 |
|
| R2 |
1.1146 |
1.1146 |
1.1006 |
|
| R1 |
1.1063 |
1.1063 |
1.0993 |
1.1034 |
| PP |
1.1005 |
1.1005 |
1.1005 |
1.0991 |
| S1 |
1.0922 |
1.0922 |
1.0967 |
1.0893 |
| S2 |
1.0864 |
1.0864 |
1.0954 |
|
| S3 |
1.0723 |
1.0781 |
1.0941 |
|
| S4 |
1.0582 |
1.0640 |
1.0902 |
|
|
| 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 |
1.1687 |
|
2.618 |
1.1457 |
|
1.618 |
1.1316 |
|
1.000 |
1.1229 |
|
0.618 |
1.1175 |
|
HIGH |
1.1088 |
|
0.618 |
1.1034 |
|
0.500 |
1.1018 |
|
0.382 |
1.1001 |
|
LOW |
1.0947 |
|
0.618 |
1.0860 |
|
1.000 |
1.0806 |
|
1.618 |
1.0719 |
|
2.618 |
1.0578 |
|
4.250 |
1.0348 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1018 |
1.1057 |
| PP |
1.1005 |
1.1031 |
| S1 |
1.0993 |
1.1006 |
|