CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1257 |
1.1222 |
-0.0035 |
-0.3% |
1.0913 |
| High |
1.1264 |
1.1298 |
0.0034 |
0.3% |
1.1273 |
| Low |
1.1186 |
1.1195 |
0.0009 |
0.1% |
1.0900 |
| Close |
1.1235 |
1.1285 |
0.0050 |
0.4% |
1.1259 |
| Range |
0.0078 |
0.0103 |
0.0025 |
32.1% |
0.0373 |
| ATR |
0.0109 |
0.0108 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1,113 |
1,410 |
297 |
26.7% |
5,736 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1568 |
1.1530 |
1.1342 |
|
| R3 |
1.1465 |
1.1427 |
1.1313 |
|
| R2 |
1.1362 |
1.1362 |
1.1304 |
|
| R1 |
1.1324 |
1.1324 |
1.1294 |
1.1343 |
| PP |
1.1259 |
1.1259 |
1.1259 |
1.1269 |
| S1 |
1.1221 |
1.1221 |
1.1276 |
1.1240 |
| S2 |
1.1156 |
1.1156 |
1.1266 |
|
| S3 |
1.1053 |
1.1118 |
1.1257 |
|
| S4 |
1.0950 |
1.1015 |
1.1228 |
|
|
| 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 |
1.1736 |
|
2.618 |
1.1568 |
|
1.618 |
1.1465 |
|
1.000 |
1.1401 |
|
0.618 |
1.1362 |
|
HIGH |
1.1298 |
|
0.618 |
1.1259 |
|
0.500 |
1.1247 |
|
0.382 |
1.1234 |
|
LOW |
1.1195 |
|
0.618 |
1.1131 |
|
1.000 |
1.1092 |
|
1.618 |
1.1028 |
|
2.618 |
1.0925 |
|
4.250 |
1.0757 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1272 |
1.1270 |
| PP |
1.1259 |
1.1254 |
| S1 |
1.1247 |
1.1239 |
|