CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0916 |
1.0874 |
-0.0042 |
-0.4% |
1.0973 |
| High |
1.0932 |
1.0884 |
-0.0048 |
-0.4% |
1.0994 |
| Low |
1.0861 |
1.0782 |
-0.0079 |
-0.7% |
1.0888 |
| Close |
1.0880 |
1.0818 |
-0.0062 |
-0.6% |
1.0915 |
| Range |
0.0071 |
0.0102 |
0.0031 |
43.7% |
0.0106 |
| ATR |
0.0127 |
0.0125 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
27,871 |
63,164 |
35,293 |
126.6% |
161,091 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1134 |
1.1078 |
1.0874 |
|
| R3 |
1.1032 |
1.0976 |
1.0846 |
|
| R2 |
1.0930 |
1.0930 |
1.0837 |
|
| R1 |
1.0874 |
1.0874 |
1.0827 |
1.0851 |
| PP |
1.0828 |
1.0828 |
1.0828 |
1.0817 |
| S1 |
1.0772 |
1.0772 |
1.0809 |
1.0749 |
| S2 |
1.0726 |
1.0726 |
1.0799 |
|
| S3 |
1.0624 |
1.0670 |
1.0790 |
|
| S4 |
1.0522 |
1.0568 |
1.0762 |
|
|
| 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 |
1.0978 |
1.0782 |
0.0196 |
1.8% |
0.0073 |
0.7% |
18% |
False |
True |
45,468 |
| 10 |
1.1292 |
1.0782 |
0.0510 |
4.7% |
0.0108 |
1.0% |
7% |
False |
True |
60,884 |
| 20 |
1.1611 |
1.0782 |
0.0829 |
7.7% |
0.0140 |
1.3% |
4% |
False |
True |
45,451 |
| 40 |
1.1789 |
1.0782 |
0.1007 |
9.3% |
0.0119 |
1.1% |
4% |
False |
True |
22,970 |
| 60 |
1.1789 |
1.0782 |
0.1007 |
9.3% |
0.0106 |
1.0% |
4% |
False |
True |
15,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1318 |
|
2.618 |
1.1151 |
|
1.618 |
1.1049 |
|
1.000 |
1.0986 |
|
0.618 |
1.0947 |
|
HIGH |
1.0884 |
|
0.618 |
1.0845 |
|
0.500 |
1.0833 |
|
0.382 |
1.0821 |
|
LOW |
1.0782 |
|
0.618 |
1.0719 |
|
1.000 |
1.0680 |
|
1.618 |
1.0617 |
|
2.618 |
1.0515 |
|
4.250 |
1.0349 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0833 |
1.0863 |
| PP |
1.0828 |
1.0848 |
| S1 |
1.0823 |
1.0833 |
|