CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1050 |
1.1041 |
-0.0009 |
-0.1% |
1.1064 |
| High |
1.1091 |
1.1096 |
0.0005 |
0.0% |
1.1164 |
| Low |
1.1029 |
1.0984 |
-0.0045 |
-0.4% |
1.0984 |
| Close |
1.1044 |
1.1053 |
0.0009 |
0.1% |
1.1053 |
| Range |
0.0062 |
0.0112 |
0.0050 |
80.6% |
0.0180 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
0.4% |
0.0000 |
| Volume |
49,384 |
64,517 |
15,133 |
30.6% |
187,774 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1380 |
1.1329 |
1.1115 |
|
| R3 |
1.1268 |
1.1217 |
1.1084 |
|
| R2 |
1.1156 |
1.1156 |
1.1074 |
|
| R1 |
1.1105 |
1.1105 |
1.1063 |
1.1131 |
| PP |
1.1044 |
1.1044 |
1.1044 |
1.1057 |
| S1 |
1.0993 |
1.0993 |
1.1043 |
1.1019 |
| S2 |
1.0932 |
1.0932 |
1.1032 |
|
| S3 |
1.0820 |
1.0881 |
1.1022 |
|
| S4 |
1.0708 |
1.0769 |
1.0991 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1607 |
1.1510 |
1.1152 |
|
| R3 |
1.1427 |
1.1330 |
1.1103 |
|
| R2 |
1.1247 |
1.1247 |
1.1086 |
|
| R1 |
1.1150 |
1.1150 |
1.1070 |
1.1109 |
| PP |
1.1067 |
1.1067 |
1.1067 |
1.1046 |
| S1 |
1.0970 |
1.0970 |
1.1037 |
1.0929 |
| S2 |
1.0887 |
1.0887 |
1.1020 |
|
| S3 |
1.0707 |
1.0790 |
1.1004 |
|
| S4 |
1.0527 |
1.0610 |
1.0954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1164 |
1.0984 |
0.0180 |
1.6% |
0.0087 |
0.8% |
38% |
False |
True |
37,554 |
| 10 |
1.1350 |
1.0984 |
0.0366 |
3.3% |
0.0103 |
0.9% |
19% |
False |
True |
20,409 |
| 20 |
1.1350 |
1.0860 |
0.0490 |
4.4% |
0.0108 |
1.0% |
39% |
False |
False |
10,591 |
| 40 |
1.1350 |
1.0860 |
0.0490 |
4.4% |
0.0106 |
1.0% |
39% |
False |
False |
5,368 |
| 60 |
1.1350 |
1.0693 |
0.0657 |
5.9% |
0.0099 |
0.9% |
55% |
False |
False |
3,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1572 |
|
2.618 |
1.1389 |
|
1.618 |
1.1277 |
|
1.000 |
1.1208 |
|
0.618 |
1.1165 |
|
HIGH |
1.1096 |
|
0.618 |
1.1053 |
|
0.500 |
1.1040 |
|
0.382 |
1.1027 |
|
LOW |
1.0984 |
|
0.618 |
1.0915 |
|
1.000 |
1.0872 |
|
1.618 |
1.0803 |
|
2.618 |
1.0691 |
|
4.250 |
1.0508 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1049 |
1.1056 |
| PP |
1.1044 |
1.1055 |
| S1 |
1.1040 |
1.1054 |
|