CME Japanese Yen Future June 2010
Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1.1071 |
1.1121 |
0.0050 |
0.5% |
1.1040 |
High |
1.1141 |
1.1124 |
-0.0017 |
-0.2% |
1.1141 |
Low |
1.1071 |
1.1085 |
0.0014 |
0.1% |
1.0896 |
Close |
1.1138 |
1.1088 |
-0.0050 |
-0.4% |
1.1138 |
Range |
0.0070 |
0.0039 |
-0.0031 |
-44.3% |
0.0245 |
ATR |
0.0102 |
0.0099 |
-0.0004 |
-3.4% |
0.0000 |
Volume |
140 |
217 |
77 |
55.0% |
390 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1216 |
1.1191 |
1.1109 |
|
R3 |
1.1177 |
1.1152 |
1.1099 |
|
R2 |
1.1138 |
1.1138 |
1.1095 |
|
R1 |
1.1113 |
1.1113 |
1.1092 |
1.1106 |
PP |
1.1099 |
1.1099 |
1.1099 |
1.1096 |
S1 |
1.1074 |
1.1074 |
1.1084 |
1.1067 |
S2 |
1.1060 |
1.1060 |
1.1081 |
|
S3 |
1.1021 |
1.1035 |
1.1077 |
|
S4 |
1.0982 |
1.0996 |
1.1067 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1793 |
1.1711 |
1.1273 |
|
R3 |
1.1548 |
1.1466 |
1.1205 |
|
R2 |
1.1303 |
1.1303 |
1.1183 |
|
R1 |
1.1221 |
1.1221 |
1.1160 |
1.1262 |
PP |
1.1058 |
1.1058 |
1.1058 |
1.1079 |
S1 |
1.0976 |
1.0976 |
1.1116 |
1.1017 |
S2 |
1.0813 |
1.0813 |
1.1093 |
|
S3 |
1.0568 |
1.0731 |
1.1071 |
|
S4 |
1.0323 |
1.0486 |
1.1003 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1290 |
2.618 |
1.1226 |
1.618 |
1.1187 |
1.000 |
1.1163 |
0.618 |
1.1148 |
HIGH |
1.1124 |
0.618 |
1.1109 |
0.500 |
1.1105 |
0.382 |
1.1100 |
LOW |
1.1085 |
0.618 |
1.1061 |
1.000 |
1.1046 |
1.618 |
1.1022 |
2.618 |
1.0983 |
4.250 |
1.0919 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1105 |
1.1065 |
PP |
1.1099 |
1.1042 |
S1 |
1.1094 |
1.1019 |
|