CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0962 |
1.1062 |
0.0100 |
0.9% |
1.1002 |
| High |
1.1100 |
1.1141 |
0.0041 |
0.4% |
1.1141 |
| Low |
1.0886 |
1.1044 |
0.0158 |
1.5% |
1.0886 |
| Close |
1.1065 |
1.1132 |
0.0067 |
0.6% |
1.1132 |
| Range |
0.0214 |
0.0097 |
-0.0117 |
-54.7% |
0.0255 |
| ATR |
0.0132 |
0.0130 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
102,493 |
182,542 |
80,049 |
78.1% |
509,306 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1397 |
1.1361 |
1.1185 |
|
| R3 |
1.1300 |
1.1264 |
1.1159 |
|
| R2 |
1.1203 |
1.1203 |
1.1150 |
|
| R1 |
1.1167 |
1.1167 |
1.1141 |
1.1185 |
| PP |
1.1106 |
1.1106 |
1.1106 |
1.1115 |
| S1 |
1.1070 |
1.1070 |
1.1123 |
1.1088 |
| S2 |
1.1009 |
1.1009 |
1.1114 |
|
| S3 |
1.0912 |
1.0973 |
1.1105 |
|
| S4 |
1.0815 |
1.0876 |
1.1079 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1818 |
1.1730 |
1.1272 |
|
| R3 |
1.1563 |
1.1475 |
1.1202 |
|
| R2 |
1.1308 |
1.1308 |
1.1179 |
|
| R1 |
1.1220 |
1.1220 |
1.1155 |
1.1264 |
| PP |
1.1053 |
1.1053 |
1.1053 |
1.1075 |
| S1 |
1.0965 |
1.0965 |
1.1109 |
1.1009 |
| S2 |
1.0798 |
1.0798 |
1.1085 |
|
| S3 |
1.0543 |
1.0710 |
1.1062 |
|
| S4 |
1.0288 |
1.0455 |
1.0992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1141 |
1.0886 |
0.0255 |
2.3% |
0.0120 |
1.1% |
96% |
True |
False |
125,876 |
| 10 |
1.1141 |
1.0679 |
0.0462 |
4.2% |
0.0129 |
1.2% |
98% |
True |
False |
119,127 |
| 20 |
1.1141 |
1.0679 |
0.0462 |
4.2% |
0.0119 |
1.1% |
98% |
True |
False |
92,409 |
| 40 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0140 |
1.3% |
41% |
False |
False |
63,382 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0120 |
1.1% |
41% |
False |
False |
42,332 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0110 |
1.0% |
41% |
False |
False |
31,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1553 |
|
2.618 |
1.1395 |
|
1.618 |
1.1298 |
|
1.000 |
1.1238 |
|
0.618 |
1.1201 |
|
HIGH |
1.1141 |
|
0.618 |
1.1104 |
|
0.500 |
1.1093 |
|
0.382 |
1.1081 |
|
LOW |
1.1044 |
|
0.618 |
1.0984 |
|
1.000 |
1.0947 |
|
1.618 |
1.0887 |
|
2.618 |
1.0790 |
|
4.250 |
1.0632 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1119 |
1.1093 |
| PP |
1.1106 |
1.1053 |
| S1 |
1.1093 |
1.1014 |
|