CME Japanese Yen Future June 2010
Trading Metrics calculated at close of trading on 26-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1.1088 |
1.1221 |
0.0133 |
1.2% |
1.0913 |
High |
1.1267 |
1.1273 |
0.0006 |
0.1% |
1.1273 |
Low |
1.1088 |
1.1180 |
0.0092 |
0.8% |
1.0900 |
Close |
1.1225 |
1.1259 |
0.0034 |
0.3% |
1.1259 |
Range |
0.0179 |
0.0093 |
-0.0086 |
-48.0% |
0.0373 |
ATR |
0.0112 |
0.0111 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
1,467 |
1,803 |
336 |
22.9% |
5,736 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1516 |
1.1481 |
1.1310 |
|
R3 |
1.1423 |
1.1388 |
1.1285 |
|
R2 |
1.1330 |
1.1330 |
1.1276 |
|
R1 |
1.1295 |
1.1295 |
1.1268 |
1.1313 |
PP |
1.1237 |
1.1237 |
1.1237 |
1.1246 |
S1 |
1.1202 |
1.1202 |
1.1250 |
1.1220 |
S2 |
1.1144 |
1.1144 |
1.1242 |
|
S3 |
1.1051 |
1.1109 |
1.1233 |
|
S4 |
1.0958 |
1.1016 |
1.1208 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2263 |
1.2134 |
1.1464 |
|
R3 |
1.1890 |
1.1761 |
1.1362 |
|
R2 |
1.1517 |
1.1517 |
1.1327 |
|
R1 |
1.1388 |
1.1388 |
1.1293 |
1.1453 |
PP |
1.1144 |
1.1144 |
1.1144 |
1.1176 |
S1 |
1.1015 |
1.1015 |
1.1225 |
1.1080 |
S2 |
1.0771 |
1.0771 |
1.1191 |
|
S3 |
1.0398 |
1.0642 |
1.1156 |
|
S4 |
1.0025 |
1.0269 |
1.1054 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1668 |
2.618 |
1.1516 |
1.618 |
1.1423 |
1.000 |
1.1366 |
0.618 |
1.1330 |
HIGH |
1.1273 |
0.618 |
1.1237 |
0.500 |
1.1227 |
0.382 |
1.1216 |
LOW |
1.1180 |
0.618 |
1.1123 |
1.000 |
1.1087 |
1.618 |
1.1030 |
2.618 |
1.0937 |
4.250 |
1.0785 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1248 |
1.1231 |
PP |
1.1237 |
1.1202 |
S1 |
1.1227 |
1.1174 |
|