CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1041 |
1.1038 |
-0.0003 |
0.0% |
1.1064 |
| High |
1.1096 |
1.1074 |
-0.0022 |
-0.2% |
1.1164 |
| Low |
1.0984 |
1.1018 |
0.0034 |
0.3% |
1.0984 |
| Close |
1.1053 |
1.1060 |
0.0007 |
0.1% |
1.1053 |
| Range |
0.0112 |
0.0056 |
-0.0056 |
-50.0% |
0.0180 |
| ATR |
0.0106 |
0.0103 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
64,517 |
115,729 |
51,212 |
79.4% |
187,774 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1219 |
1.1195 |
1.1091 |
|
| R3 |
1.1163 |
1.1139 |
1.1075 |
|
| R2 |
1.1107 |
1.1107 |
1.1070 |
|
| R1 |
1.1083 |
1.1083 |
1.1065 |
1.1095 |
| PP |
1.1051 |
1.1051 |
1.1051 |
1.1057 |
| S1 |
1.1027 |
1.1027 |
1.1055 |
1.1039 |
| S2 |
1.0995 |
1.0995 |
1.1050 |
|
| S3 |
1.0939 |
1.0971 |
1.1045 |
|
| S4 |
1.0883 |
1.0915 |
1.1029 |
|
|
| 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% |
0.0086 |
0.8% |
42% |
False |
False |
57,923 |
| 10 |
1.1350 |
1.0984 |
0.0366 |
3.3% |
0.0100 |
0.9% |
21% |
False |
False |
31,871 |
| 20 |
1.1350 |
1.0860 |
0.0490 |
4.4% |
0.0106 |
1.0% |
41% |
False |
False |
16,365 |
| 40 |
1.1350 |
1.0860 |
0.0490 |
4.4% |
0.0104 |
0.9% |
41% |
False |
False |
8,259 |
| 60 |
1.1350 |
1.0693 |
0.0657 |
5.9% |
0.0099 |
0.9% |
56% |
False |
False |
5,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1312 |
|
2.618 |
1.1221 |
|
1.618 |
1.1165 |
|
1.000 |
1.1130 |
|
0.618 |
1.1109 |
|
HIGH |
1.1074 |
|
0.618 |
1.1053 |
|
0.500 |
1.1046 |
|
0.382 |
1.1039 |
|
LOW |
1.1018 |
|
0.618 |
1.0983 |
|
1.000 |
1.0962 |
|
1.618 |
1.0927 |
|
2.618 |
1.0871 |
|
4.250 |
1.0780 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1055 |
1.1053 |
| PP |
1.1051 |
1.1047 |
| S1 |
1.1046 |
1.1040 |
|