CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0822 |
1.0906 |
0.0084 |
0.8% |
1.0925 |
| High |
1.0964 |
1.0930 |
-0.0034 |
-0.3% |
1.0944 |
| Low |
1.0804 |
1.0785 |
-0.0019 |
-0.2% |
1.0738 |
| Close |
1.0903 |
1.0825 |
-0.0078 |
-0.7% |
1.0740 |
| Range |
0.0160 |
0.0145 |
-0.0015 |
-9.4% |
0.0206 |
| ATR |
0.0129 |
0.0130 |
0.0001 |
0.9% |
0.0000 |
| Volume |
95,881 |
109,962 |
14,081 |
14.7% |
179,133 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1198 |
1.0905 |
|
| R3 |
1.1137 |
1.1053 |
1.0865 |
|
| R2 |
1.0992 |
1.0992 |
1.0852 |
|
| R1 |
1.0908 |
1.0908 |
1.0838 |
1.0878 |
| PP |
1.0847 |
1.0847 |
1.0847 |
1.0831 |
| S1 |
1.0763 |
1.0763 |
1.0812 |
1.0733 |
| S2 |
1.0702 |
1.0702 |
1.0798 |
|
| S3 |
1.0557 |
1.0618 |
1.0785 |
|
| S4 |
1.0412 |
1.0473 |
1.0745 |
|
|
| 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 |
2.2% |
0.0135 |
1.2% |
40% |
False |
False |
76,416 |
| 10 |
1.0994 |
1.0731 |
0.0263 |
2.4% |
0.0105 |
1.0% |
36% |
False |
False |
59,852 |
| 20 |
1.1453 |
1.0731 |
0.0722 |
6.7% |
0.0131 |
1.2% |
13% |
False |
False |
60,814 |
| 40 |
1.1789 |
1.0731 |
0.1058 |
9.8% |
0.0125 |
1.2% |
9% |
False |
False |
30,932 |
| 60 |
1.1789 |
1.0731 |
0.1058 |
9.8% |
0.0110 |
1.0% |
9% |
False |
False |
20,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1546 |
|
2.618 |
1.1310 |
|
1.618 |
1.1165 |
|
1.000 |
1.1075 |
|
0.618 |
1.1020 |
|
HIGH |
1.0930 |
|
0.618 |
1.0875 |
|
0.500 |
1.0858 |
|
0.382 |
1.0840 |
|
LOW |
1.0785 |
|
0.618 |
1.0695 |
|
1.000 |
1.0640 |
|
1.618 |
1.0550 |
|
2.618 |
1.0405 |
|
4.250 |
1.0169 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0858 |
1.0848 |
| PP |
1.0847 |
1.0840 |
| S1 |
1.0836 |
1.0833 |
|