CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1002 |
1.0975 |
-0.0027 |
-0.2% |
1.0807 |
| High |
1.1076 |
1.1018 |
-0.0058 |
-0.5% |
1.1041 |
| Low |
1.0959 |
1.0935 |
-0.0024 |
-0.2% |
1.0795 |
| Close |
1.0980 |
1.0967 |
-0.0013 |
-0.1% |
1.1004 |
| Range |
0.0117 |
0.0083 |
-0.0034 |
-29.1% |
0.0246 |
| ATR |
0.0129 |
0.0126 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
92,158 |
132,113 |
39,955 |
43.4% |
570,401 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1178 |
1.1013 |
|
| R3 |
1.1139 |
1.1095 |
1.0990 |
|
| R2 |
1.1056 |
1.1056 |
1.0982 |
|
| R1 |
1.1012 |
1.1012 |
1.0975 |
1.0993 |
| PP |
1.0973 |
1.0973 |
1.0973 |
1.0964 |
| S1 |
1.0929 |
1.0929 |
1.0959 |
1.0910 |
| S2 |
1.0890 |
1.0890 |
1.0952 |
|
| S3 |
1.0807 |
1.0846 |
1.0944 |
|
| S4 |
1.0724 |
1.0763 |
1.0921 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1685 |
1.1590 |
1.1139 |
|
| R3 |
1.1439 |
1.1344 |
1.1072 |
|
| R2 |
1.1193 |
1.1193 |
1.1049 |
|
| R1 |
1.1098 |
1.1098 |
1.1027 |
1.1146 |
| PP |
1.0947 |
1.0947 |
1.0947 |
1.0970 |
| S1 |
1.0852 |
1.0852 |
1.0981 |
1.0900 |
| S2 |
1.0701 |
1.0701 |
1.0959 |
|
| S3 |
1.0455 |
1.0606 |
1.0936 |
|
| S4 |
1.0209 |
1.0360 |
1.0869 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1076 |
1.0867 |
0.0209 |
1.9% |
0.0102 |
0.9% |
48% |
False |
False |
117,538 |
| 10 |
1.1076 |
1.0679 |
0.0397 |
3.6% |
0.0128 |
1.2% |
73% |
False |
False |
112,686 |
| 20 |
1.1260 |
1.0679 |
0.0581 |
5.3% |
0.0122 |
1.1% |
50% |
False |
False |
85,761 |
| 40 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0136 |
1.2% |
26% |
False |
False |
56,266 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0117 |
1.1% |
26% |
False |
False |
37,582 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0109 |
1.0% |
26% |
False |
False |
28,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1371 |
|
2.618 |
1.1235 |
|
1.618 |
1.1152 |
|
1.000 |
1.1101 |
|
0.618 |
1.1069 |
|
HIGH |
1.1018 |
|
0.618 |
1.0986 |
|
0.500 |
1.0977 |
|
0.382 |
1.0967 |
|
LOW |
1.0935 |
|
0.618 |
1.0884 |
|
1.000 |
1.0852 |
|
1.618 |
1.0801 |
|
2.618 |
1.0718 |
|
4.250 |
1.0582 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0977 |
1.1006 |
| PP |
1.0973 |
1.0993 |
| S1 |
1.0970 |
1.0980 |
|