CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1106 |
1.1061 |
-0.0045 |
-0.4% |
1.1038 |
| High |
1.1108 |
1.1074 |
-0.0034 |
-0.3% |
1.1148 |
| Low |
1.1057 |
1.0827 |
-0.0230 |
-2.1% |
1.1017 |
| Close |
1.1065 |
1.0863 |
-0.0202 |
-1.8% |
1.1057 |
| Range |
0.0051 |
0.0247 |
0.0196 |
384.3% |
0.0131 |
| ATR |
0.0097 |
0.0108 |
0.0011 |
11.0% |
0.0000 |
| Volume |
90,370 |
69,763 |
-20,607 |
-22.8% |
532,959 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1662 |
1.1510 |
1.0999 |
|
| R3 |
1.1415 |
1.1263 |
1.0931 |
|
| R2 |
1.1168 |
1.1168 |
1.0908 |
|
| R1 |
1.1016 |
1.1016 |
1.0886 |
1.0969 |
| PP |
1.0921 |
1.0921 |
1.0921 |
1.0898 |
| S1 |
1.0769 |
1.0769 |
1.0840 |
1.0722 |
| S2 |
1.0674 |
1.0674 |
1.0818 |
|
| S3 |
1.0427 |
1.0522 |
1.0795 |
|
| S4 |
1.0180 |
1.0275 |
1.0727 |
|
|
| 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 |
1.0827 |
0.0321 |
3.0% |
0.0120 |
1.1% |
11% |
False |
True |
91,570 |
| 10 |
1.1148 |
1.0827 |
0.0321 |
3.0% |
0.0101 |
0.9% |
11% |
False |
True |
88,368 |
| 20 |
1.1350 |
1.0827 |
0.0523 |
4.8% |
0.0107 |
1.0% |
7% |
False |
True |
48,857 |
| 40 |
1.1350 |
1.0827 |
0.0523 |
4.8% |
0.0107 |
1.0% |
7% |
False |
True |
24,592 |
| 60 |
1.1350 |
1.0693 |
0.0657 |
6.0% |
0.0103 |
1.0% |
26% |
False |
False |
16,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2124 |
|
2.618 |
1.1721 |
|
1.618 |
1.1474 |
|
1.000 |
1.1321 |
|
0.618 |
1.1227 |
|
HIGH |
1.1074 |
|
0.618 |
1.0980 |
|
0.500 |
1.0951 |
|
0.382 |
1.0921 |
|
LOW |
1.0827 |
|
0.618 |
1.0674 |
|
1.000 |
1.0580 |
|
1.618 |
1.0427 |
|
2.618 |
1.0180 |
|
4.250 |
0.9777 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0951 |
1.0983 |
| PP |
1.0921 |
1.0943 |
| S1 |
1.0892 |
1.0903 |
|