CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1040 |
1.0975 |
-0.0065 |
-0.6% |
1.0816 |
| High |
1.1065 |
1.1011 |
-0.0054 |
-0.5% |
1.1028 |
| Low |
1.0978 |
1.0942 |
-0.0036 |
-0.3% |
1.0801 |
| Close |
1.0987 |
1.0973 |
-0.0014 |
-0.1% |
1.1010 |
| Range |
0.0087 |
0.0069 |
-0.0018 |
-20.7% |
0.0227 |
| ATR |
0.0100 |
0.0097 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
55 |
85 |
30 |
54.5% |
1,161 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1182 |
1.1147 |
1.1011 |
|
| R3 |
1.1113 |
1.1078 |
1.0992 |
|
| R2 |
1.1044 |
1.1044 |
1.0986 |
|
| R1 |
1.1009 |
1.1009 |
1.0979 |
1.0992 |
| PP |
1.0975 |
1.0975 |
1.0975 |
1.0967 |
| S1 |
1.0940 |
1.0940 |
1.0967 |
1.0923 |
| S2 |
1.0906 |
1.0906 |
1.0960 |
|
| S3 |
1.0837 |
1.0871 |
1.0954 |
|
| S4 |
1.0768 |
1.0802 |
1.0935 |
|
|
| 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 |
1.1304 |
|
2.618 |
1.1192 |
|
1.618 |
1.1123 |
|
1.000 |
1.1080 |
|
0.618 |
1.1054 |
|
HIGH |
1.1011 |
|
0.618 |
1.0985 |
|
0.500 |
1.0977 |
|
0.382 |
1.0968 |
|
LOW |
1.0942 |
|
0.618 |
1.0899 |
|
1.000 |
1.0873 |
|
1.618 |
1.0830 |
|
2.618 |
1.0761 |
|
4.250 |
1.0649 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0977 |
1.1004 |
| PP |
1.0975 |
1.0993 |
| S1 |
1.0974 |
1.0983 |
|