CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0975 |
1.0962 |
-0.0013 |
-0.1% |
1.0807 |
| High |
1.1018 |
1.1100 |
0.0082 |
0.7% |
1.1041 |
| Low |
1.0935 |
1.0886 |
-0.0049 |
-0.4% |
1.0795 |
| Close |
1.0967 |
1.1065 |
0.0098 |
0.9% |
1.1004 |
| Range |
0.0083 |
0.0214 |
0.0131 |
157.8% |
0.0246 |
| ATR |
0.0126 |
0.0132 |
0.0006 |
5.0% |
0.0000 |
| Volume |
132,113 |
102,493 |
-29,620 |
-22.4% |
570,401 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1659 |
1.1576 |
1.1183 |
|
| R3 |
1.1445 |
1.1362 |
1.1124 |
|
| R2 |
1.1231 |
1.1231 |
1.1104 |
|
| R1 |
1.1148 |
1.1148 |
1.1085 |
1.1190 |
| PP |
1.1017 |
1.1017 |
1.1017 |
1.1038 |
| S1 |
1.0934 |
1.0934 |
1.1045 |
1.0976 |
| S2 |
1.0803 |
1.0803 |
1.1026 |
|
| S3 |
1.0589 |
1.0720 |
1.1006 |
|
| S4 |
1.0375 |
1.0506 |
1.0947 |
|
|
| 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 |
1.1100 |
1.0867 |
0.0233 |
2.1% |
0.0129 |
1.2% |
85% |
True |
False |
109,347 |
| 10 |
1.1100 |
1.0679 |
0.0421 |
3.8% |
0.0134 |
1.2% |
92% |
True |
False |
111,939 |
| 20 |
1.1100 |
1.0679 |
0.0421 |
3.8% |
0.0120 |
1.1% |
92% |
True |
False |
85,895 |
| 40 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0139 |
1.3% |
35% |
False |
False |
58,825 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0119 |
1.1% |
35% |
False |
False |
39,290 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0110 |
1.0% |
35% |
False |
False |
29,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2010 |
|
2.618 |
1.1660 |
|
1.618 |
1.1446 |
|
1.000 |
1.1314 |
|
0.618 |
1.1232 |
|
HIGH |
1.1100 |
|
0.618 |
1.1018 |
|
0.500 |
1.0993 |
|
0.382 |
1.0968 |
|
LOW |
1.0886 |
|
0.618 |
1.0754 |
|
1.000 |
1.0672 |
|
1.618 |
1.0540 |
|
2.618 |
1.0326 |
|
4.250 |
0.9977 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1041 |
1.1041 |
| PP |
1.1017 |
1.1017 |
| S1 |
1.0993 |
1.0993 |
|