CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0854 |
1.0888 |
0.0034 |
0.3% |
1.0904 |
| High |
1.0972 |
1.0888 |
-0.0084 |
-0.8% |
1.0941 |
| Low |
1.0854 |
1.0796 |
-0.0058 |
-0.5% |
1.0755 |
| Close |
1.0910 |
1.0831 |
-0.0079 |
-0.7% |
1.0749 |
| Range |
0.0118 |
0.0092 |
-0.0026 |
-22.0% |
0.0186 |
| ATR |
0.0093 |
0.0094 |
0.0002 |
1.6% |
0.0000 |
| Volume |
67 |
208 |
141 |
210.4% |
297 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1114 |
1.1065 |
1.0882 |
|
| R3 |
1.1022 |
1.0973 |
1.0856 |
|
| R2 |
1.0930 |
1.0930 |
1.0848 |
|
| R1 |
1.0881 |
1.0881 |
1.0839 |
1.0860 |
| PP |
1.0838 |
1.0838 |
1.0838 |
1.0828 |
| S1 |
1.0789 |
1.0789 |
1.0823 |
1.0768 |
| S2 |
1.0746 |
1.0746 |
1.0814 |
|
| S3 |
1.0654 |
1.0697 |
1.0806 |
|
| S4 |
1.0562 |
1.0605 |
1.0780 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1373 |
1.1247 |
1.0851 |
|
| R3 |
1.1187 |
1.1061 |
1.0800 |
|
| R2 |
1.1001 |
1.1001 |
1.0783 |
|
| R1 |
1.0875 |
1.0875 |
1.0766 |
1.0845 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0800 |
| S1 |
1.0689 |
1.0689 |
1.0732 |
1.0659 |
| S2 |
1.0629 |
1.0629 |
1.0715 |
|
| S3 |
1.0443 |
1.0503 |
1.0698 |
|
| S4 |
1.0257 |
1.0317 |
1.0647 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1279 |
|
2.618 |
1.1129 |
|
1.618 |
1.1037 |
|
1.000 |
1.0980 |
|
0.618 |
1.0945 |
|
HIGH |
1.0888 |
|
0.618 |
1.0853 |
|
0.500 |
1.0842 |
|
0.382 |
1.0831 |
|
LOW |
1.0796 |
|
0.618 |
1.0739 |
|
1.000 |
1.0704 |
|
1.618 |
1.0647 |
|
2.618 |
1.0555 |
|
4.250 |
1.0405 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0842 |
1.0876 |
| PP |
1.0838 |
1.0861 |
| S1 |
1.0835 |
1.0846 |
|