CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1005 |
1.1040 |
0.0035 |
0.3% |
1.0816 |
| High |
1.1028 |
1.1065 |
0.0037 |
0.3% |
1.1028 |
| Low |
1.0984 |
1.0978 |
-0.0006 |
-0.1% |
1.0801 |
| Close |
1.1010 |
1.0987 |
-0.0023 |
-0.2% |
1.1010 |
| Range |
0.0044 |
0.0087 |
0.0043 |
97.7% |
0.0227 |
| ATR |
0.0100 |
0.0100 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
91 |
55 |
-36 |
-39.6% |
1,161 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1271 |
1.1216 |
1.1035 |
|
| R3 |
1.1184 |
1.1129 |
1.1011 |
|
| R2 |
1.1097 |
1.1097 |
1.1003 |
|
| R1 |
1.1042 |
1.1042 |
1.0995 |
1.1026 |
| PP |
1.1010 |
1.1010 |
1.1010 |
1.1002 |
| S1 |
1.0955 |
1.0955 |
1.0979 |
1.0939 |
| S2 |
1.0923 |
1.0923 |
1.0971 |
|
| S3 |
1.0836 |
1.0868 |
1.0963 |
|
| S4 |
1.0749 |
1.0781 |
1.0939 |
|
|
| 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 |
1.1435 |
|
2.618 |
1.1293 |
|
1.618 |
1.1206 |
|
1.000 |
1.1152 |
|
0.618 |
1.1119 |
|
HIGH |
1.1065 |
|
0.618 |
1.1032 |
|
0.500 |
1.1022 |
|
0.382 |
1.1011 |
|
LOW |
1.0978 |
|
0.618 |
1.0924 |
|
1.000 |
1.0891 |
|
1.618 |
1.0837 |
|
2.618 |
1.0750 |
|
4.250 |
1.0608 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1022 |
1.0985 |
| PP |
1.1010 |
1.0982 |
| S1 |
1.0999 |
1.0980 |
|