CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0763 |
1.0822 |
0.0059 |
0.5% |
1.0925 |
| High |
1.0852 |
1.0964 |
0.0112 |
1.0% |
1.0944 |
| Low |
1.0731 |
1.0804 |
0.0073 |
0.7% |
1.0738 |
| Close |
1.0804 |
1.0903 |
0.0099 |
0.9% |
1.0740 |
| Range |
0.0121 |
0.0160 |
0.0039 |
32.2% |
0.0206 |
| ATR |
0.0126 |
0.0129 |
0.0002 |
1.9% |
0.0000 |
| Volume |
52,456 |
95,881 |
43,425 |
82.8% |
179,133 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1370 |
1.1297 |
1.0991 |
|
| R3 |
1.1210 |
1.1137 |
1.0947 |
|
| R2 |
1.1050 |
1.1050 |
1.0932 |
|
| R1 |
1.0977 |
1.0977 |
1.0918 |
1.1014 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0909 |
| S1 |
1.0817 |
1.0817 |
1.0888 |
1.0854 |
| S2 |
1.0730 |
1.0730 |
1.0874 |
|
| S3 |
1.0570 |
1.0657 |
1.0859 |
|
| S4 |
1.0410 |
1.0497 |
1.0815 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1425 |
1.1289 |
1.0853 |
|
| R3 |
1.1219 |
1.1083 |
1.0797 |
|
| R2 |
1.1013 |
1.1013 |
1.0778 |
|
| R1 |
1.0877 |
1.0877 |
1.0759 |
1.0842 |
| PP |
1.0807 |
1.0807 |
1.0807 |
1.0790 |
| S1 |
1.0671 |
1.0671 |
1.0721 |
1.0636 |
| S2 |
1.0601 |
1.0601 |
1.0702 |
|
| S3 |
1.0395 |
1.0465 |
1.0683 |
|
| S4 |
1.0189 |
1.0259 |
1.0627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0964 |
1.0731 |
0.0233 |
2.1% |
0.0120 |
1.1% |
74% |
True |
False |
59,998 |
| 10 |
1.1260 |
1.0731 |
0.0529 |
4.9% |
0.0116 |
1.1% |
33% |
False |
False |
58,836 |
| 20 |
1.1453 |
1.0731 |
0.0722 |
6.6% |
0.0141 |
1.3% |
24% |
False |
False |
55,426 |
| 40 |
1.1789 |
1.0731 |
0.1058 |
9.7% |
0.0123 |
1.1% |
16% |
False |
False |
28,193 |
| 60 |
1.1789 |
1.0731 |
0.1058 |
9.7% |
0.0108 |
1.0% |
16% |
False |
False |
18,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1644 |
|
2.618 |
1.1383 |
|
1.618 |
1.1223 |
|
1.000 |
1.1124 |
|
0.618 |
1.1063 |
|
HIGH |
1.0964 |
|
0.618 |
1.0903 |
|
0.500 |
1.0884 |
|
0.382 |
1.0865 |
|
LOW |
1.0804 |
|
0.618 |
1.0705 |
|
1.000 |
1.0644 |
|
1.618 |
1.0545 |
|
2.618 |
1.0385 |
|
4.250 |
1.0124 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0897 |
1.0885 |
| PP |
1.0890 |
1.0866 |
| S1 |
1.0884 |
1.0848 |
|