CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0925 |
1.0916 |
-0.0009 |
-0.1% |
1.0973 |
| High |
1.0944 |
1.0932 |
-0.0012 |
-0.1% |
1.0994 |
| Low |
1.0896 |
1.0861 |
-0.0035 |
-0.3% |
1.0888 |
| Close |
1.0921 |
1.0880 |
-0.0041 |
-0.4% |
1.0915 |
| Range |
0.0048 |
0.0071 |
0.0023 |
47.9% |
0.0106 |
| ATR |
0.0131 |
0.0127 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
27,479 |
27,871 |
392 |
1.4% |
161,091 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1104 |
1.1063 |
1.0919 |
|
| R3 |
1.1033 |
1.0992 |
1.0900 |
|
| R2 |
1.0962 |
1.0962 |
1.0893 |
|
| R1 |
1.0921 |
1.0921 |
1.0887 |
1.0906 |
| PP |
1.0891 |
1.0891 |
1.0891 |
1.0884 |
| S1 |
1.0850 |
1.0850 |
1.0873 |
1.0835 |
| S2 |
1.0820 |
1.0820 |
1.0867 |
|
| S3 |
1.0749 |
1.0779 |
1.0860 |
|
| S4 |
1.0678 |
1.0708 |
1.0841 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1250 |
1.1189 |
1.0973 |
|
| R3 |
1.1144 |
1.1083 |
1.0944 |
|
| R2 |
1.1038 |
1.1038 |
1.0934 |
|
| R1 |
1.0977 |
1.0977 |
1.0925 |
1.0955 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0921 |
| S1 |
1.0871 |
1.0871 |
1.0905 |
1.0849 |
| S2 |
1.0826 |
1.0826 |
1.0896 |
|
| S3 |
1.0720 |
1.0765 |
1.0886 |
|
| S4 |
1.0614 |
1.0659 |
1.0857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0994 |
1.0861 |
0.0133 |
1.2% |
0.0074 |
0.7% |
14% |
False |
True |
43,288 |
| 10 |
1.1330 |
1.0861 |
0.0469 |
4.3% |
0.0110 |
1.0% |
4% |
False |
True |
65,349 |
| 20 |
1.1653 |
1.0861 |
0.0792 |
7.3% |
0.0142 |
1.3% |
2% |
False |
True |
42,431 |
| 40 |
1.1789 |
1.0861 |
0.0928 |
8.5% |
0.0121 |
1.1% |
2% |
False |
True |
21,393 |
| 60 |
1.1789 |
1.0847 |
0.0942 |
8.7% |
0.0106 |
1.0% |
4% |
False |
False |
14,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1234 |
|
2.618 |
1.1118 |
|
1.618 |
1.1047 |
|
1.000 |
1.1003 |
|
0.618 |
1.0976 |
|
HIGH |
1.0932 |
|
0.618 |
1.0905 |
|
0.500 |
1.0897 |
|
0.382 |
1.0888 |
|
LOW |
1.0861 |
|
0.618 |
1.0817 |
|
1.000 |
1.0790 |
|
1.618 |
1.0746 |
|
2.618 |
1.0675 |
|
4.250 |
1.0559 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0897 |
1.0920 |
| PP |
1.0891 |
1.0906 |
| S1 |
1.0886 |
1.0893 |
|