CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1268 |
1.1304 |
0.0036 |
0.3% |
1.0913 |
| High |
1.1329 |
1.1350 |
0.0021 |
0.2% |
1.1273 |
| Low |
1.1242 |
1.1208 |
-0.0034 |
-0.3% |
1.0900 |
| Close |
1.1319 |
1.1229 |
-0.0090 |
-0.8% |
1.1259 |
| Range |
0.0087 |
0.0142 |
0.0055 |
63.2% |
0.0373 |
| ATR |
0.0107 |
0.0109 |
0.0003 |
2.4% |
0.0000 |
| Volume |
2,689 |
4,061 |
1,372 |
51.0% |
5,736 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1688 |
1.1601 |
1.1307 |
|
| R3 |
1.1546 |
1.1459 |
1.1268 |
|
| R2 |
1.1404 |
1.1404 |
1.1255 |
|
| R1 |
1.1317 |
1.1317 |
1.1242 |
1.1290 |
| PP |
1.1262 |
1.1262 |
1.1262 |
1.1249 |
| S1 |
1.1175 |
1.1175 |
1.1216 |
1.1148 |
| S2 |
1.1120 |
1.1120 |
1.1203 |
|
| S3 |
1.0978 |
1.1033 |
1.1190 |
|
| S4 |
1.0836 |
1.0891 |
1.1151 |
|
|
| 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 |
1.1954 |
|
2.618 |
1.1722 |
|
1.618 |
1.1580 |
|
1.000 |
1.1492 |
|
0.618 |
1.1438 |
|
HIGH |
1.1350 |
|
0.618 |
1.1296 |
|
0.500 |
1.1279 |
|
0.382 |
1.1262 |
|
LOW |
1.1208 |
|
0.618 |
1.1120 |
|
1.000 |
1.1066 |
|
1.618 |
1.0978 |
|
2.618 |
1.0836 |
|
4.250 |
1.0605 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1279 |
1.1273 |
| PP |
1.1262 |
1.1258 |
| S1 |
1.1246 |
1.1244 |
|