CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 08-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0833 |
1.0690 |
-0.0143 |
-1.3% |
1.0763 |
| High |
1.0859 |
1.0843 |
-0.0016 |
-0.1% |
1.0964 |
| Low |
1.0710 |
1.0679 |
-0.0031 |
-0.3% |
1.0679 |
| Close |
1.0740 |
1.0801 |
0.0061 |
0.6% |
1.0801 |
| Range |
0.0149 |
0.0164 |
0.0015 |
10.1% |
0.0285 |
| ATR |
0.0131 |
0.0134 |
0.0002 |
1.8% |
0.0000 |
| Volume |
110,659 |
111,567 |
908 |
0.8% |
480,525 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1266 |
1.1198 |
1.0891 |
|
| R3 |
1.1102 |
1.1034 |
1.0846 |
|
| R2 |
1.0938 |
1.0938 |
1.0831 |
|
| R1 |
1.0870 |
1.0870 |
1.0816 |
1.0904 |
| PP |
1.0774 |
1.0774 |
1.0774 |
1.0792 |
| S1 |
1.0706 |
1.0706 |
1.0786 |
1.0740 |
| S2 |
1.0610 |
1.0610 |
1.0771 |
|
| S3 |
1.0446 |
1.0542 |
1.0756 |
|
| S4 |
1.0282 |
1.0378 |
1.0711 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1670 |
1.1520 |
1.0958 |
|
| R3 |
1.1385 |
1.1235 |
1.0879 |
|
| R2 |
1.1100 |
1.1100 |
1.0853 |
|
| R1 |
1.0950 |
1.0950 |
1.0827 |
1.1025 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0852 |
| S1 |
1.0665 |
1.0665 |
1.0775 |
1.0740 |
| S2 |
1.0530 |
1.0530 |
1.0749 |
|
| S3 |
1.0245 |
1.0380 |
1.0723 |
|
| S4 |
0.9960 |
1.0095 |
1.0644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0964 |
1.0679 |
0.0285 |
2.6% |
0.0148 |
1.4% |
43% |
False |
True |
96,105 |
| 10 |
1.0978 |
1.0679 |
0.0299 |
2.8% |
0.0119 |
1.1% |
41% |
False |
True |
70,147 |
| 20 |
1.1453 |
1.0679 |
0.0774 |
7.2% |
0.0128 |
1.2% |
16% |
False |
True |
70,759 |
| 40 |
1.1789 |
1.0679 |
0.1110 |
10.3% |
0.0130 |
1.2% |
11% |
False |
True |
36,485 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.3% |
0.0111 |
1.0% |
11% |
False |
True |
24,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1540 |
|
2.618 |
1.1272 |
|
1.618 |
1.1108 |
|
1.000 |
1.1007 |
|
0.618 |
1.0944 |
|
HIGH |
1.0843 |
|
0.618 |
1.0780 |
|
0.500 |
1.0761 |
|
0.382 |
1.0742 |
|
LOW |
1.0679 |
|
0.618 |
1.0578 |
|
1.000 |
1.0515 |
|
1.618 |
1.0414 |
|
2.618 |
1.0250 |
|
4.250 |
0.9982 |
|
|
| Fisher Pivots for day following 08-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0788 |
1.0805 |
| PP |
1.0774 |
1.0803 |
| S1 |
1.0761 |
1.0802 |
|