CME Japanese Yen Future June 2010
Trading Metrics calculated at close of trading on 01-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1.1221 |
1.1257 |
0.0036 |
0.3% |
1.0913 |
High |
1.1273 |
1.1264 |
-0.0009 |
-0.1% |
1.1273 |
Low |
1.1180 |
1.1186 |
0.0006 |
0.1% |
1.0900 |
Close |
1.1259 |
1.1235 |
-0.0024 |
-0.2% |
1.1259 |
Range |
0.0093 |
0.0078 |
-0.0015 |
-16.1% |
0.0373 |
ATR |
0.0111 |
0.0109 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
1,803 |
1,113 |
-690 |
-38.3% |
5,736 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1462 |
1.1427 |
1.1278 |
|
R3 |
1.1384 |
1.1349 |
1.1256 |
|
R2 |
1.1306 |
1.1306 |
1.1249 |
|
R1 |
1.1271 |
1.1271 |
1.1242 |
1.1250 |
PP |
1.1228 |
1.1228 |
1.1228 |
1.1218 |
S1 |
1.1193 |
1.1193 |
1.1228 |
1.1172 |
S2 |
1.1150 |
1.1150 |
1.1221 |
|
S3 |
1.1072 |
1.1115 |
1.1214 |
|
S4 |
1.0994 |
1.1037 |
1.1192 |
|
|
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 |
1.1596 |
2.618 |
1.1468 |
1.618 |
1.1390 |
1.000 |
1.1342 |
0.618 |
1.1312 |
HIGH |
1.1264 |
0.618 |
1.1234 |
0.500 |
1.1225 |
0.382 |
1.1216 |
LOW |
1.1186 |
0.618 |
1.1138 |
1.000 |
1.1108 |
1.618 |
1.1060 |
2.618 |
1.0982 |
4.250 |
1.0855 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1232 |
1.1217 |
PP |
1.1228 |
1.1199 |
S1 |
1.1225 |
1.1181 |
|