CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 25-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1062 |
1.1121 |
0.0059 |
0.5% |
1.1002 |
| High |
1.1141 |
1.1137 |
-0.0004 |
0.0% |
1.1141 |
| Low |
1.1044 |
1.1071 |
0.0027 |
0.2% |
1.0886 |
| Close |
1.1132 |
1.1081 |
-0.0051 |
-0.5% |
1.1132 |
| Range |
0.0097 |
0.0066 |
-0.0031 |
-32.0% |
0.0255 |
| ATR |
0.0130 |
0.0125 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
182,542 |
150,399 |
-32,143 |
-17.6% |
509,306 |
|
| Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1294 |
1.1254 |
1.1117 |
|
| R3 |
1.1228 |
1.1188 |
1.1099 |
|
| R2 |
1.1162 |
1.1162 |
1.1093 |
|
| R1 |
1.1122 |
1.1122 |
1.1087 |
1.1109 |
| PP |
1.1096 |
1.1096 |
1.1096 |
1.1090 |
| S1 |
1.1056 |
1.1056 |
1.1075 |
1.1043 |
| S2 |
1.1030 |
1.1030 |
1.1069 |
|
| S3 |
1.0964 |
1.0990 |
1.1063 |
|
| S4 |
1.0898 |
1.0924 |
1.1045 |
|
|
| 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% |
0.0115 |
1.0% |
76% |
False |
False |
131,941 |
| 10 |
1.1141 |
1.0795 |
0.0346 |
3.1% |
0.0119 |
1.1% |
83% |
False |
False |
123,010 |
| 20 |
1.1141 |
1.0679 |
0.0462 |
4.2% |
0.0119 |
1.1% |
87% |
False |
False |
96,578 |
| 40 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0140 |
1.3% |
36% |
False |
False |
67,139 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0120 |
1.1% |
36% |
False |
False |
44,838 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0109 |
1.0% |
36% |
False |
False |
33,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1418 |
|
2.618 |
1.1310 |
|
1.618 |
1.1244 |
|
1.000 |
1.1203 |
|
0.618 |
1.1178 |
|
HIGH |
1.1137 |
|
0.618 |
1.1112 |
|
0.500 |
1.1104 |
|
0.382 |
1.1096 |
|
LOW |
1.1071 |
|
0.618 |
1.1030 |
|
1.000 |
1.1005 |
|
1.618 |
1.0964 |
|
2.618 |
1.0898 |
|
4.250 |
1.0791 |
|
|
| Fisher Pivots for day following 25-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1104 |
1.1059 |
| PP |
1.1096 |
1.1036 |
| S1 |
1.1089 |
1.1014 |
|