CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 18-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1086 |
1.0972 |
-0.0114 |
-1.0% |
1.1198 |
| High |
1.1088 |
1.1043 |
-0.0045 |
-0.4% |
1.1215 |
| Low |
1.0947 |
1.0896 |
-0.0051 |
-0.5% |
1.1067 |
| Close |
1.0980 |
1.0957 |
-0.0023 |
-0.2% |
1.1125 |
| Range |
0.0141 |
0.0147 |
0.0006 |
4.3% |
0.0148 |
| ATR |
0.0105 |
0.0108 |
0.0003 |
2.9% |
0.0000 |
| Volume |
127 |
263 |
136 |
107.1% |
1,043 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1406 |
1.1329 |
1.1038 |
|
| R3 |
1.1259 |
1.1182 |
1.0997 |
|
| R2 |
1.1112 |
1.1112 |
1.0984 |
|
| R1 |
1.1035 |
1.1035 |
1.0970 |
1.1000 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0948 |
| S1 |
1.0888 |
1.0888 |
1.0944 |
1.0853 |
| S2 |
1.0818 |
1.0818 |
1.0930 |
|
| S3 |
1.0671 |
1.0741 |
1.0917 |
|
| S4 |
1.0524 |
1.0594 |
1.0876 |
|
|
| 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 |
1.1668 |
|
2.618 |
1.1428 |
|
1.618 |
1.1281 |
|
1.000 |
1.1190 |
|
0.618 |
1.1134 |
|
HIGH |
1.1043 |
|
0.618 |
1.0987 |
|
0.500 |
1.0970 |
|
0.382 |
1.0952 |
|
LOW |
1.0896 |
|
0.618 |
1.0805 |
|
1.000 |
1.0749 |
|
1.618 |
1.0658 |
|
2.618 |
1.0511 |
|
4.250 |
1.0271 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0970 |
1.1024 |
| PP |
1.0965 |
1.1001 |
| S1 |
1.0961 |
1.0979 |
|