CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1121 |
1.1083 |
-0.0038 |
-0.3% |
1.1002 |
| High |
1.1137 |
1.1196 |
0.0059 |
0.5% |
1.1141 |
| Low |
1.1071 |
1.1044 |
-0.0027 |
-0.2% |
1.0886 |
| Close |
1.1081 |
1.1150 |
0.0069 |
0.6% |
1.1132 |
| Range |
0.0066 |
0.0152 |
0.0086 |
130.3% |
0.0255 |
| ATR |
0.0125 |
0.0127 |
0.0002 |
1.5% |
0.0000 |
| Volume |
150,399 |
73,399 |
-77,000 |
-51.2% |
509,306 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1586 |
1.1520 |
1.1234 |
|
| R3 |
1.1434 |
1.1368 |
1.1192 |
|
| R2 |
1.1282 |
1.1282 |
1.1178 |
|
| R1 |
1.1216 |
1.1216 |
1.1164 |
1.1249 |
| PP |
1.1130 |
1.1130 |
1.1130 |
1.1147 |
| S1 |
1.1064 |
1.1064 |
1.1136 |
1.1097 |
| S2 |
1.0978 |
1.0978 |
1.1122 |
|
| S3 |
1.0826 |
1.0912 |
1.1108 |
|
| S4 |
1.0674 |
1.0760 |
1.1066 |
|
|
| 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 |
1.1196 |
1.0886 |
0.0310 |
2.8% |
0.0122 |
1.1% |
85% |
True |
False |
128,189 |
| 10 |
1.1196 |
1.0821 |
0.0375 |
3.4% |
0.0125 |
1.1% |
88% |
True |
False |
116,583 |
| 20 |
1.1196 |
1.0679 |
0.0517 |
4.6% |
0.0123 |
1.1% |
91% |
True |
False |
98,158 |
| 40 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0142 |
1.3% |
42% |
False |
False |
68,967 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0123 |
1.1% |
42% |
False |
False |
46,061 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0110 |
1.0% |
42% |
False |
False |
34,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1842 |
|
2.618 |
1.1594 |
|
1.618 |
1.1442 |
|
1.000 |
1.1348 |
|
0.618 |
1.1290 |
|
HIGH |
1.1196 |
|
0.618 |
1.1138 |
|
0.500 |
1.1120 |
|
0.382 |
1.1102 |
|
LOW |
1.1044 |
|
0.618 |
1.0950 |
|
1.000 |
1.0892 |
|
1.618 |
1.0798 |
|
2.618 |
1.0646 |
|
4.250 |
1.0398 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1140 |
1.1140 |
| PP |
1.1130 |
1.1130 |
| S1 |
1.1120 |
1.1120 |
|