CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1090 |
1.1088 |
-0.0002 |
0.0% |
1.1120 |
| High |
1.1145 |
1.1267 |
0.0122 |
1.1% |
1.1151 |
| Low |
1.1075 |
1.1088 |
0.0013 |
0.1% |
1.0860 |
| Close |
1.1100 |
1.1225 |
0.0125 |
1.1% |
1.0907 |
| Range |
0.0070 |
0.0179 |
0.0109 |
155.7% |
0.0291 |
| ATR |
0.0107 |
0.0112 |
0.0005 |
4.8% |
0.0000 |
| Volume |
1,875 |
1,467 |
-408 |
-21.8% |
1,742 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1730 |
1.1657 |
1.1323 |
|
| R3 |
1.1551 |
1.1478 |
1.1274 |
|
| R2 |
1.1372 |
1.1372 |
1.1258 |
|
| R1 |
1.1299 |
1.1299 |
1.1241 |
1.1336 |
| PP |
1.1193 |
1.1193 |
1.1193 |
1.1212 |
| S1 |
1.1120 |
1.1120 |
1.1209 |
1.1157 |
| S2 |
1.1014 |
1.1014 |
1.1192 |
|
| S3 |
1.0835 |
1.0941 |
1.1176 |
|
| S4 |
1.0656 |
1.0762 |
1.1127 |
|
|
| 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 |
1.2028 |
|
2.618 |
1.1736 |
|
1.618 |
1.1557 |
|
1.000 |
1.1446 |
|
0.618 |
1.1378 |
|
HIGH |
1.1267 |
|
0.618 |
1.1199 |
|
0.500 |
1.1178 |
|
0.382 |
1.1156 |
|
LOW |
1.1088 |
|
0.618 |
1.0977 |
|
1.000 |
1.0909 |
|
1.618 |
1.0798 |
|
2.618 |
1.0619 |
|
4.250 |
1.0327 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1209 |
1.1189 |
| PP |
1.1193 |
1.1152 |
| S1 |
1.1178 |
1.1116 |
|