CME Japanese Yen Future June 2010
Trading Metrics calculated at close of trading on 15-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1.0902 |
1.1005 |
0.0103 |
0.9% |
1.0816 |
High |
1.1017 |
1.1028 |
0.0011 |
0.1% |
1.1028 |
Low |
1.0894 |
1.0984 |
0.0090 |
0.8% |
1.0801 |
Close |
1.1000 |
1.1010 |
0.0010 |
0.1% |
1.1010 |
Range |
0.0123 |
0.0044 |
-0.0079 |
-64.2% |
0.0227 |
ATR |
0.0105 |
0.0100 |
-0.0004 |
-4.1% |
0.0000 |
Volume |
75 |
91 |
16 |
21.3% |
1,161 |
|
Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1139 |
1.1119 |
1.1034 |
|
R3 |
1.1095 |
1.1075 |
1.1022 |
|
R2 |
1.1051 |
1.1051 |
1.1018 |
|
R1 |
1.1031 |
1.1031 |
1.1014 |
1.1041 |
PP |
1.1007 |
1.1007 |
1.1007 |
1.1013 |
S1 |
1.0987 |
1.0987 |
1.1006 |
1.0997 |
S2 |
1.0963 |
1.0963 |
1.1002 |
|
S3 |
1.0919 |
1.0943 |
1.0998 |
|
S4 |
1.0875 |
1.0899 |
1.0986 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1627 |
1.1546 |
1.1135 |
|
R3 |
1.1400 |
1.1319 |
1.1072 |
|
R2 |
1.1173 |
1.1173 |
1.1052 |
|
R1 |
1.1092 |
1.1092 |
1.1031 |
1.1133 |
PP |
1.0946 |
1.0946 |
1.0946 |
1.0967 |
S1 |
1.0865 |
1.0865 |
1.0989 |
1.0906 |
S2 |
1.0719 |
1.0719 |
1.0968 |
|
S3 |
1.0492 |
1.0638 |
1.0948 |
|
S4 |
1.0265 |
1.0411 |
1.0885 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1215 |
2.618 |
1.1143 |
1.618 |
1.1099 |
1.000 |
1.1072 |
0.618 |
1.1055 |
HIGH |
1.1028 |
0.618 |
1.1011 |
0.500 |
1.1006 |
0.382 |
1.1001 |
LOW |
1.0984 |
0.618 |
1.0957 |
1.000 |
1.0940 |
1.618 |
1.0913 |
2.618 |
1.0869 |
4.250 |
1.0797 |
|
|
Fisher Pivots for day following 15-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1009 |
1.0994 |
PP |
1.1007 |
1.0977 |
S1 |
1.1006 |
1.0961 |
|