CME Japanese Yen Future June 2010
Trading Metrics calculated at close of trading on 24-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1.0964 |
1.1090 |
0.0126 |
1.1% |
1.1120 |
High |
1.1126 |
1.1145 |
0.0019 |
0.2% |
1.1151 |
Low |
1.0964 |
1.1075 |
0.0111 |
1.0% |
1.0860 |
Close |
1.1095 |
1.1100 |
0.0005 |
0.0% |
1.0907 |
Range |
0.0162 |
0.0070 |
-0.0092 |
-56.8% |
0.0291 |
ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.6% |
0.0000 |
Volume |
276 |
1,875 |
1,599 |
579.3% |
1,742 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1317 |
1.1278 |
1.1139 |
|
R3 |
1.1247 |
1.1208 |
1.1119 |
|
R2 |
1.1177 |
1.1177 |
1.1113 |
|
R1 |
1.1138 |
1.1138 |
1.1106 |
1.1158 |
PP |
1.1107 |
1.1107 |
1.1107 |
1.1116 |
S1 |
1.1068 |
1.1068 |
1.1094 |
1.1088 |
S2 |
1.1037 |
1.1037 |
1.1087 |
|
S3 |
1.0967 |
1.0998 |
1.1081 |
|
S4 |
1.0897 |
1.0928 |
1.1062 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1846 |
1.1667 |
1.1067 |
|
R3 |
1.1555 |
1.1376 |
1.0987 |
|
R2 |
1.1264 |
1.1264 |
1.0960 |
|
R1 |
1.1085 |
1.1085 |
1.0934 |
1.1029 |
PP |
1.0973 |
1.0973 |
1.0973 |
1.0945 |
S1 |
1.0794 |
1.0794 |
1.0880 |
1.0738 |
S2 |
1.0682 |
1.0682 |
1.0854 |
|
S3 |
1.0391 |
1.0503 |
1.0827 |
|
S4 |
1.0100 |
1.0212 |
1.0747 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1443 |
2.618 |
1.1328 |
1.618 |
1.1258 |
1.000 |
1.1215 |
0.618 |
1.1188 |
HIGH |
1.1145 |
0.618 |
1.1118 |
0.500 |
1.1110 |
0.382 |
1.1102 |
LOW |
1.1075 |
0.618 |
1.1032 |
1.000 |
1.1005 |
1.618 |
1.0962 |
2.618 |
1.0892 |
4.250 |
1.0778 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1110 |
1.1074 |
PP |
1.1107 |
1.1048 |
S1 |
1.1103 |
1.1023 |
|