CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1056 |
1.1085 |
0.0029 |
0.3% |
1.1064 |
| High |
1.1121 |
1.1114 |
-0.0007 |
-0.1% |
1.1164 |
| Low |
1.1027 |
1.1028 |
0.0001 |
0.0% |
1.0984 |
| Close |
1.1085 |
1.1094 |
0.0009 |
0.1% |
1.1053 |
| Range |
0.0094 |
0.0086 |
-0.0008 |
-8.5% |
0.0180 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
71,154 |
125,051 |
53,897 |
75.7% |
187,774 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1337 |
1.1301 |
1.1141 |
|
| R3 |
1.1251 |
1.1215 |
1.1118 |
|
| R2 |
1.1165 |
1.1165 |
1.1110 |
|
| R1 |
1.1129 |
1.1129 |
1.1102 |
1.1147 |
| PP |
1.1079 |
1.1079 |
1.1079 |
1.1088 |
| S1 |
1.1043 |
1.1043 |
1.1086 |
1.1061 |
| S2 |
1.0993 |
1.0993 |
1.1078 |
|
| S3 |
1.0907 |
1.0957 |
1.1070 |
|
| S4 |
1.0821 |
1.0871 |
1.1047 |
|
|
| 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 |
1.1121 |
1.0984 |
0.0137 |
1.2% |
0.0082 |
0.7% |
80% |
False |
False |
85,167 |
| 10 |
1.1350 |
1.0984 |
0.0366 |
3.3% |
0.0099 |
0.9% |
30% |
False |
False |
51,081 |
| 20 |
1.1350 |
1.0860 |
0.0490 |
4.4% |
0.0104 |
0.9% |
48% |
False |
False |
26,135 |
| 40 |
1.1350 |
1.0860 |
0.0490 |
4.4% |
0.0105 |
0.9% |
48% |
False |
False |
13,161 |
| 60 |
1.1350 |
1.0693 |
0.0657 |
5.9% |
0.0099 |
0.9% |
61% |
False |
False |
8,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1480 |
|
2.618 |
1.1339 |
|
1.618 |
1.1253 |
|
1.000 |
1.1200 |
|
0.618 |
1.1167 |
|
HIGH |
1.1114 |
|
0.618 |
1.1081 |
|
0.500 |
1.1071 |
|
0.382 |
1.1061 |
|
LOW |
1.1028 |
|
0.618 |
1.0975 |
|
1.000 |
1.0942 |
|
1.618 |
1.0889 |
|
2.618 |
1.0803 |
|
4.250 |
1.0663 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1086 |
1.1086 |
| PP |
1.1079 |
1.1078 |
| S1 |
1.1071 |
1.1070 |
|