CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0906 |
1.0833 |
-0.0073 |
-0.7% |
1.0925 |
| High |
1.0930 |
1.0859 |
-0.0071 |
-0.6% |
1.0944 |
| Low |
1.0785 |
1.0710 |
-0.0075 |
-0.7% |
1.0738 |
| Close |
1.0825 |
1.0740 |
-0.0085 |
-0.8% |
1.0740 |
| Range |
0.0145 |
0.0149 |
0.0004 |
2.8% |
0.0206 |
| ATR |
0.0130 |
0.0131 |
0.0001 |
1.0% |
0.0000 |
| Volume |
109,962 |
110,659 |
697 |
0.6% |
179,133 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1217 |
1.1127 |
1.0822 |
|
| R3 |
1.1068 |
1.0978 |
1.0781 |
|
| R2 |
1.0919 |
1.0919 |
1.0767 |
|
| R1 |
1.0829 |
1.0829 |
1.0754 |
1.0800 |
| PP |
1.0770 |
1.0770 |
1.0770 |
1.0755 |
| S1 |
1.0680 |
1.0680 |
1.0726 |
1.0651 |
| S2 |
1.0621 |
1.0621 |
1.0713 |
|
| S3 |
1.0472 |
1.0531 |
1.0699 |
|
| S4 |
1.0323 |
1.0382 |
1.0658 |
|
|
| 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 |
1.0710 |
0.0254 |
2.4% |
0.0145 |
1.3% |
12% |
False |
True |
85,915 |
| 10 |
1.0978 |
1.0710 |
0.0268 |
2.5% |
0.0109 |
1.0% |
11% |
False |
True |
65,692 |
| 20 |
1.1453 |
1.0710 |
0.0743 |
6.9% |
0.0128 |
1.2% |
4% |
False |
True |
65,888 |
| 40 |
1.1789 |
1.0710 |
0.1079 |
10.0% |
0.0126 |
1.2% |
3% |
False |
True |
33,697 |
| 60 |
1.1789 |
1.0710 |
0.1079 |
10.0% |
0.0110 |
1.0% |
3% |
False |
True |
22,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1492 |
|
2.618 |
1.1249 |
|
1.618 |
1.1100 |
|
1.000 |
1.1008 |
|
0.618 |
1.0951 |
|
HIGH |
1.0859 |
|
0.618 |
1.0802 |
|
0.500 |
1.0785 |
|
0.382 |
1.0767 |
|
LOW |
1.0710 |
|
0.618 |
1.0618 |
|
1.000 |
1.0561 |
|
1.618 |
1.0469 |
|
2.618 |
1.0320 |
|
4.250 |
1.0077 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0785 |
1.0837 |
| PP |
1.0770 |
1.0805 |
| S1 |
1.0755 |
1.0772 |
|