CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 19-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1076 |
1.1071 |
-0.0005 |
0.0% |
1.1038 |
| High |
1.1148 |
1.1080 |
-0.0068 |
-0.6% |
1.1148 |
| Low |
1.1017 |
1.1028 |
0.0011 |
0.1% |
1.1017 |
| Close |
1.1080 |
1.1057 |
-0.0023 |
-0.2% |
1.1057 |
| Range |
0.0131 |
0.0052 |
-0.0079 |
-60.3% |
0.0131 |
| ATR |
0.0103 |
0.0100 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
95,061 |
125,964 |
30,903 |
32.5% |
532,959 |
|
| Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1211 |
1.1186 |
1.1086 |
|
| R3 |
1.1159 |
1.1134 |
1.1071 |
|
| R2 |
1.1107 |
1.1107 |
1.1067 |
|
| R1 |
1.1082 |
1.1082 |
1.1062 |
1.1069 |
| PP |
1.1055 |
1.1055 |
1.1055 |
1.1048 |
| S1 |
1.1030 |
1.1030 |
1.1052 |
1.1017 |
| S2 |
1.1003 |
1.1003 |
1.1047 |
|
| S3 |
1.0951 |
1.0978 |
1.1043 |
|
| S4 |
1.0899 |
1.0926 |
1.1028 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1467 |
1.1393 |
1.1129 |
|
| R3 |
1.1336 |
1.1262 |
1.1093 |
|
| R2 |
1.1205 |
1.1205 |
1.1081 |
|
| R1 |
1.1131 |
1.1131 |
1.1069 |
1.1168 |
| PP |
1.1074 |
1.1074 |
1.1074 |
1.1093 |
| S1 |
1.1000 |
1.1000 |
1.1045 |
1.1037 |
| S2 |
1.0943 |
1.0943 |
1.1033 |
|
| S3 |
1.0812 |
1.0869 |
1.1021 |
|
| S4 |
1.0681 |
1.0738 |
1.0985 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1148 |
1.1017 |
0.0131 |
1.2% |
0.0084 |
0.8% |
31% |
False |
False |
106,591 |
| 10 |
1.1164 |
1.0984 |
0.0180 |
1.6% |
0.0086 |
0.8% |
41% |
False |
False |
72,073 |
| 20 |
1.1350 |
1.0900 |
0.0450 |
4.1% |
0.0102 |
0.9% |
35% |
False |
False |
37,139 |
| 40 |
1.1350 |
1.0860 |
0.0490 |
4.4% |
0.0103 |
0.9% |
40% |
False |
False |
18,681 |
| 60 |
1.1350 |
1.0693 |
0.0657 |
5.9% |
0.0098 |
0.9% |
55% |
False |
False |
12,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1301 |
|
2.618 |
1.1216 |
|
1.618 |
1.1164 |
|
1.000 |
1.1132 |
|
0.618 |
1.1112 |
|
HIGH |
1.1080 |
|
0.618 |
1.1060 |
|
0.500 |
1.1054 |
|
0.382 |
1.1048 |
|
LOW |
1.1028 |
|
0.618 |
1.0996 |
|
1.000 |
1.0976 |
|
1.618 |
1.0944 |
|
2.618 |
1.0892 |
|
4.250 |
1.0807 |
|
|
| Fisher Pivots for day following 19-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1056 |
1.1083 |
| PP |
1.1055 |
1.1074 |
| S1 |
1.1054 |
1.1066 |
|