CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1083 |
1.1158 |
0.0075 |
0.7% |
1.1002 |
| High |
1.1196 |
1.1221 |
0.0025 |
0.2% |
1.1141 |
| Low |
1.1044 |
1.1101 |
0.0057 |
0.5% |
1.0886 |
| Close |
1.1150 |
1.1119 |
-0.0031 |
-0.3% |
1.1132 |
| Range |
0.0152 |
0.0120 |
-0.0032 |
-21.1% |
0.0255 |
| ATR |
0.0127 |
0.0126 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
73,399 |
156,452 |
83,053 |
113.2% |
509,306 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1507 |
1.1433 |
1.1185 |
|
| R3 |
1.1387 |
1.1313 |
1.1152 |
|
| R2 |
1.1267 |
1.1267 |
1.1141 |
|
| R1 |
1.1193 |
1.1193 |
1.1130 |
1.1170 |
| PP |
1.1147 |
1.1147 |
1.1147 |
1.1136 |
| S1 |
1.1073 |
1.1073 |
1.1108 |
1.1050 |
| S2 |
1.1027 |
1.1027 |
1.1097 |
|
| S3 |
1.0907 |
1.0953 |
1.1086 |
|
| S4 |
1.0787 |
1.0833 |
1.1053 |
|
|
| 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 |
1.1221 |
1.0886 |
0.0335 |
3.0% |
0.0130 |
1.2% |
70% |
True |
False |
133,057 |
| 10 |
1.1221 |
1.0867 |
0.0354 |
3.2% |
0.0116 |
1.0% |
71% |
True |
False |
125,297 |
| 20 |
1.1221 |
1.0679 |
0.0542 |
4.9% |
0.0126 |
1.1% |
81% |
True |
False |
104,606 |
| 40 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0141 |
1.3% |
40% |
False |
False |
72,868 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0123 |
1.1% |
40% |
False |
False |
48,667 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0111 |
1.0% |
40% |
False |
False |
36,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1731 |
|
2.618 |
1.1535 |
|
1.618 |
1.1415 |
|
1.000 |
1.1341 |
|
0.618 |
1.1295 |
|
HIGH |
1.1221 |
|
0.618 |
1.1175 |
|
0.500 |
1.1161 |
|
0.382 |
1.1147 |
|
LOW |
1.1101 |
|
0.618 |
1.1027 |
|
1.000 |
1.0981 |
|
1.618 |
1.0907 |
|
2.618 |
1.0787 |
|
4.250 |
1.0591 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1161 |
1.1133 |
| PP |
1.1147 |
1.1128 |
| S1 |
1.1133 |
1.1124 |
|