CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 23-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1057 |
1.1106 |
0.0049 |
0.4% |
1.1038 |
| High |
1.1139 |
1.1108 |
-0.0031 |
-0.3% |
1.1148 |
| Low |
1.1022 |
1.1057 |
0.0035 |
0.3% |
1.1017 |
| Close |
1.1101 |
1.1065 |
-0.0036 |
-0.3% |
1.1057 |
| Range |
0.0117 |
0.0051 |
-0.0066 |
-56.4% |
0.0131 |
| ATR |
0.0101 |
0.0097 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
76,693 |
90,370 |
13,677 |
17.8% |
532,959 |
|
| Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1230 |
1.1198 |
1.1093 |
|
| R3 |
1.1179 |
1.1147 |
1.1079 |
|
| R2 |
1.1128 |
1.1128 |
1.1074 |
|
| R1 |
1.1096 |
1.1096 |
1.1070 |
1.1087 |
| PP |
1.1077 |
1.1077 |
1.1077 |
1.1072 |
| S1 |
1.1045 |
1.1045 |
1.1060 |
1.1036 |
| S2 |
1.1026 |
1.1026 |
1.1056 |
|
| S3 |
1.0975 |
1.0994 |
1.1051 |
|
| S4 |
1.0924 |
1.0943 |
1.1037 |
|
|
| 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% |
0.0087 |
0.8% |
37% |
False |
False |
102,627 |
| 10 |
1.1148 |
1.0984 |
0.0164 |
1.5% |
0.0087 |
0.8% |
49% |
False |
False |
85,255 |
| 20 |
1.1350 |
1.0984 |
0.0366 |
3.3% |
0.0098 |
0.9% |
22% |
False |
False |
45,463 |
| 40 |
1.1350 |
1.0860 |
0.0490 |
4.4% |
0.0104 |
0.9% |
42% |
False |
False |
22,849 |
| 60 |
1.1350 |
1.0693 |
0.0657 |
5.9% |
0.0100 |
0.9% |
57% |
False |
False |
15,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1325 |
|
2.618 |
1.1242 |
|
1.618 |
1.1191 |
|
1.000 |
1.1159 |
|
0.618 |
1.1140 |
|
HIGH |
1.1108 |
|
0.618 |
1.1089 |
|
0.500 |
1.1083 |
|
0.382 |
1.1076 |
|
LOW |
1.1057 |
|
0.618 |
1.1025 |
|
1.000 |
1.1006 |
|
1.618 |
1.0974 |
|
2.618 |
1.0923 |
|
4.250 |
1.0840 |
|
|
| Fisher Pivots for day following 23-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1083 |
1.1081 |
| PP |
1.1077 |
1.1075 |
| S1 |
1.1071 |
1.1070 |
|