CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 08-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0843 |
1.0693 |
-0.0150 |
-1.4% |
1.0787 |
| High |
1.0843 |
1.0842 |
-0.0001 |
0.0% |
1.0972 |
| Low |
1.0719 |
1.0693 |
-0.0026 |
-0.2% |
1.0693 |
| Close |
1.0746 |
1.0808 |
0.0062 |
0.6% |
1.0808 |
| Range |
0.0124 |
0.0149 |
0.0025 |
20.2% |
0.0279 |
| ATR |
0.0097 |
0.0100 |
0.0004 |
3.9% |
0.0000 |
| Volume |
158 |
109 |
-49 |
-31.0% |
580 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1228 |
1.1167 |
1.0890 |
|
| R3 |
1.1079 |
1.1018 |
1.0849 |
|
| R2 |
1.0930 |
1.0930 |
1.0835 |
|
| R1 |
1.0869 |
1.0869 |
1.0822 |
1.0900 |
| PP |
1.0781 |
1.0781 |
1.0781 |
1.0796 |
| S1 |
1.0720 |
1.0720 |
1.0794 |
1.0751 |
| S2 |
1.0632 |
1.0632 |
1.0781 |
|
| S3 |
1.0483 |
1.0571 |
1.0767 |
|
| S4 |
1.0334 |
1.0422 |
1.0726 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1661 |
1.1514 |
1.0961 |
|
| R3 |
1.1382 |
1.1235 |
1.0885 |
|
| R2 |
1.1103 |
1.1103 |
1.0859 |
|
| R1 |
1.0956 |
1.0956 |
1.0834 |
1.1030 |
| PP |
1.0824 |
1.0824 |
1.0824 |
1.0861 |
| S1 |
1.0677 |
1.0677 |
1.0782 |
1.0751 |
| S2 |
1.0545 |
1.0545 |
1.0757 |
|
| S3 |
1.0266 |
1.0398 |
1.0731 |
|
| S4 |
0.9987 |
1.0119 |
1.0655 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1475 |
|
2.618 |
1.1232 |
|
1.618 |
1.1083 |
|
1.000 |
1.0991 |
|
0.618 |
1.0934 |
|
HIGH |
1.0842 |
|
0.618 |
1.0785 |
|
0.500 |
1.0768 |
|
0.382 |
1.0750 |
|
LOW |
1.0693 |
|
0.618 |
1.0601 |
|
1.000 |
1.0544 |
|
1.618 |
1.0452 |
|
2.618 |
1.0303 |
|
4.250 |
1.0060 |
|
|
| Fisher Pivots for day following 08-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0795 |
1.0802 |
| PP |
1.0781 |
1.0796 |
| S1 |
1.0768 |
1.0791 |
|