CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0816 |
1.0874 |
0.0058 |
0.5% |
1.0787 |
| High |
1.0900 |
1.1024 |
0.0124 |
1.1% |
1.0972 |
| Low |
1.0801 |
1.0839 |
0.0038 |
0.4% |
1.0693 |
| Close |
1.0870 |
1.0997 |
0.0127 |
1.2% |
1.0808 |
| Range |
0.0099 |
0.0185 |
0.0086 |
86.9% |
0.0279 |
| ATR |
0.0100 |
0.0106 |
0.0006 |
6.0% |
0.0000 |
| Volume |
666 |
142 |
-524 |
-78.7% |
580 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1508 |
1.1438 |
1.1099 |
|
| R3 |
1.1323 |
1.1253 |
1.1048 |
|
| R2 |
1.1138 |
1.1138 |
1.1031 |
|
| R1 |
1.1068 |
1.1068 |
1.1014 |
1.1103 |
| PP |
1.0953 |
1.0953 |
1.0953 |
1.0971 |
| S1 |
1.0883 |
1.0883 |
1.0980 |
1.0918 |
| S2 |
1.0768 |
1.0768 |
1.0963 |
|
| S3 |
1.0583 |
1.0698 |
1.0946 |
|
| S4 |
1.0398 |
1.0513 |
1.0895 |
|
|
| 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 |
1.1810 |
|
2.618 |
1.1508 |
|
1.618 |
1.1323 |
|
1.000 |
1.1209 |
|
0.618 |
1.1138 |
|
HIGH |
1.1024 |
|
0.618 |
1.0953 |
|
0.500 |
1.0932 |
|
0.382 |
1.0910 |
|
LOW |
1.0839 |
|
0.618 |
1.0725 |
|
1.000 |
1.0654 |
|
1.618 |
1.0540 |
|
2.618 |
1.0355 |
|
4.250 |
1.0053 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0975 |
1.0951 |
| PP |
1.0953 |
1.0905 |
| S1 |
1.0932 |
1.0859 |
|