CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1158 |
1.1115 |
-0.0043 |
-0.4% |
1.1002 |
| High |
1.1221 |
1.1156 |
-0.0065 |
-0.6% |
1.1141 |
| Low |
1.1101 |
1.1044 |
-0.0057 |
-0.5% |
1.0886 |
| Close |
1.1119 |
1.1123 |
0.0004 |
0.0% |
1.1132 |
| Range |
0.0120 |
0.0112 |
-0.0008 |
-6.7% |
0.0255 |
| ATR |
0.0126 |
0.0125 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
156,452 |
129,425 |
-27,027 |
-17.3% |
509,306 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1444 |
1.1395 |
1.1185 |
|
| R3 |
1.1332 |
1.1283 |
1.1154 |
|
| R2 |
1.1220 |
1.1220 |
1.1144 |
|
| R1 |
1.1171 |
1.1171 |
1.1133 |
1.1196 |
| PP |
1.1108 |
1.1108 |
1.1108 |
1.1120 |
| S1 |
1.1059 |
1.1059 |
1.1113 |
1.1084 |
| S2 |
1.0996 |
1.0996 |
1.1102 |
|
| S3 |
1.0884 |
1.0947 |
1.1092 |
|
| S4 |
1.0772 |
1.0835 |
1.1061 |
|
|
| 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 |
1.1044 |
0.0177 |
1.6% |
0.0109 |
1.0% |
45% |
False |
True |
138,443 |
| 10 |
1.1221 |
1.0867 |
0.0354 |
3.2% |
0.0119 |
1.1% |
72% |
False |
False |
123,895 |
| 20 |
1.1221 |
1.0679 |
0.0542 |
4.9% |
0.0128 |
1.2% |
82% |
False |
False |
109,684 |
| 40 |
1.1653 |
1.0679 |
0.0974 |
8.8% |
0.0135 |
1.2% |
46% |
False |
False |
76,058 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0123 |
1.1% |
40% |
False |
False |
50,823 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0111 |
1.0% |
40% |
False |
False |
38,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1632 |
|
2.618 |
1.1449 |
|
1.618 |
1.1337 |
|
1.000 |
1.1268 |
|
0.618 |
1.1225 |
|
HIGH |
1.1156 |
|
0.618 |
1.1113 |
|
0.500 |
1.1100 |
|
0.382 |
1.1087 |
|
LOW |
1.1044 |
|
0.618 |
1.0975 |
|
1.000 |
1.0932 |
|
1.618 |
1.0863 |
|
2.618 |
1.0751 |
|
4.250 |
1.0568 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1115 |
1.1133 |
| PP |
1.1108 |
1.1129 |
| S1 |
1.1100 |
1.1126 |
|