CME Japanese Yen Future June 2010
Trading Metrics calculated at close of trading on 08-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1.1221 |
1.1064 |
-0.0157 |
-1.4% |
1.1257 |
High |
1.1225 |
1.1098 |
-0.0127 |
-1.1% |
1.1350 |
Low |
1.1046 |
1.1033 |
-0.0013 |
-0.1% |
1.1046 |
Close |
1.1074 |
1.1077 |
0.0003 |
0.0% |
1.1074 |
Range |
0.0179 |
0.0065 |
-0.0114 |
-63.7% |
0.0304 |
ATR |
0.0115 |
0.0111 |
-0.0004 |
-3.1% |
0.0000 |
Volume |
7,048 |
13,884 |
6,836 |
97.0% |
16,321 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1264 |
1.1236 |
1.1113 |
|
R3 |
1.1199 |
1.1171 |
1.1095 |
|
R2 |
1.1134 |
1.1134 |
1.1089 |
|
R1 |
1.1106 |
1.1106 |
1.1083 |
1.1120 |
PP |
1.1069 |
1.1069 |
1.1069 |
1.1077 |
S1 |
1.1041 |
1.1041 |
1.1071 |
1.1055 |
S2 |
1.1004 |
1.1004 |
1.1065 |
|
S3 |
1.0939 |
1.0976 |
1.1059 |
|
S4 |
1.0874 |
1.0911 |
1.1041 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2069 |
1.1875 |
1.1241 |
|
R3 |
1.1765 |
1.1571 |
1.1158 |
|
R2 |
1.1461 |
1.1461 |
1.1130 |
|
R1 |
1.1267 |
1.1267 |
1.1102 |
1.1212 |
PP |
1.1157 |
1.1157 |
1.1157 |
1.1129 |
S1 |
1.0963 |
1.0963 |
1.1046 |
1.0908 |
S2 |
1.0853 |
1.0853 |
1.1018 |
|
S3 |
1.0549 |
1.0659 |
1.0990 |
|
S4 |
1.0245 |
1.0355 |
1.0907 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1374 |
2.618 |
1.1268 |
1.618 |
1.1203 |
1.000 |
1.1163 |
0.618 |
1.1138 |
HIGH |
1.1098 |
0.618 |
1.1073 |
0.500 |
1.1066 |
0.382 |
1.1058 |
LOW |
1.1033 |
0.618 |
1.0993 |
1.000 |
1.0968 |
1.618 |
1.0928 |
2.618 |
1.0863 |
4.250 |
1.0757 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1073 |
1.1192 |
PP |
1.1069 |
1.1153 |
S1 |
1.1066 |
1.1115 |
|