CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 31-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0874 |
1.0826 |
-0.0048 |
-0.4% |
1.0973 |
| High |
1.0884 |
1.0886 |
0.0002 |
0.0% |
1.0994 |
| Low |
1.0782 |
1.0738 |
-0.0044 |
-0.4% |
1.0888 |
| Close |
1.0818 |
1.0740 |
-0.0078 |
-0.7% |
1.0915 |
| Range |
0.0102 |
0.0148 |
0.0046 |
45.1% |
0.0106 |
| ATR |
0.0125 |
0.0127 |
0.0002 |
1.3% |
0.0000 |
| Volume |
63,164 |
60,619 |
-2,545 |
-4.0% |
161,091 |
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1232 |
1.1134 |
1.0821 |
|
| R3 |
1.1084 |
1.0986 |
1.0781 |
|
| R2 |
1.0936 |
1.0936 |
1.0767 |
|
| R1 |
1.0838 |
1.0838 |
1.0754 |
1.0813 |
| PP |
1.0788 |
1.0788 |
1.0788 |
1.0776 |
| S1 |
1.0690 |
1.0690 |
1.0726 |
1.0665 |
| S2 |
1.0640 |
1.0640 |
1.0713 |
|
| S3 |
1.0492 |
1.0542 |
1.0699 |
|
| S4 |
1.0344 |
1.0394 |
1.0659 |
|
|
| 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 |
1.0738 |
0.0240 |
2.2% |
0.0089 |
0.8% |
1% |
False |
True |
44,189 |
| 10 |
1.1260 |
1.0738 |
0.0522 |
4.9% |
0.0105 |
1.0% |
0% |
False |
True |
59,821 |
| 20 |
1.1548 |
1.0738 |
0.0810 |
7.5% |
0.0139 |
1.3% |
0% |
False |
True |
48,384 |
| 40 |
1.1789 |
1.0738 |
0.1051 |
9.8% |
0.0120 |
1.1% |
0% |
False |
True |
24,485 |
| 60 |
1.1789 |
1.0738 |
0.1051 |
9.8% |
0.0107 |
1.0% |
0% |
False |
True |
16,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1515 |
|
2.618 |
1.1273 |
|
1.618 |
1.1125 |
|
1.000 |
1.1034 |
|
0.618 |
1.0977 |
|
HIGH |
1.0886 |
|
0.618 |
1.0829 |
|
0.500 |
1.0812 |
|
0.382 |
1.0795 |
|
LOW |
1.0738 |
|
0.618 |
1.0647 |
|
1.000 |
1.0590 |
|
1.618 |
1.0499 |
|
2.618 |
1.0351 |
|
4.250 |
1.0109 |
|
|
| Fisher Pivots for day following 31-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0812 |
1.0835 |
| PP |
1.0788 |
1.0803 |
| S1 |
1.0764 |
1.0772 |
|