CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0874 |
1.0997 |
0.0123 |
1.1% |
1.0787 |
| High |
1.1024 |
1.1005 |
-0.0019 |
-0.2% |
1.0972 |
| Low |
1.0839 |
1.0939 |
0.0100 |
0.9% |
1.0693 |
| Close |
1.0997 |
1.0945 |
-0.0052 |
-0.5% |
1.0808 |
| Range |
0.0185 |
0.0066 |
-0.0119 |
-64.3% |
0.0279 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
142 |
187 |
45 |
31.7% |
580 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1161 |
1.1119 |
1.0981 |
|
| R3 |
1.1095 |
1.1053 |
1.0963 |
|
| R2 |
1.1029 |
1.1029 |
1.0957 |
|
| R1 |
1.0987 |
1.0987 |
1.0951 |
1.0975 |
| PP |
1.0963 |
1.0963 |
1.0963 |
1.0957 |
| S1 |
1.0921 |
1.0921 |
1.0939 |
1.0909 |
| S2 |
1.0897 |
1.0897 |
1.0933 |
|
| S3 |
1.0831 |
1.0855 |
1.0927 |
|
| S4 |
1.0765 |
1.0789 |
1.0909 |
|
|
| 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 |
1.1286 |
|
2.618 |
1.1178 |
|
1.618 |
1.1112 |
|
1.000 |
1.1071 |
|
0.618 |
1.1046 |
|
HIGH |
1.1005 |
|
0.618 |
1.0980 |
|
0.500 |
1.0972 |
|
0.382 |
1.0964 |
|
LOW |
1.0939 |
|
0.618 |
1.0898 |
|
1.000 |
1.0873 |
|
1.618 |
1.0832 |
|
2.618 |
1.0766 |
|
4.250 |
1.0659 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0972 |
1.0934 |
| PP |
1.0963 |
1.0923 |
| S1 |
1.0954 |
1.0913 |
|