CME Japanese Yen Future June 2010
Trading Metrics calculated at close of trading on 27-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1.1063 |
1.1200 |
0.0137 |
1.2% |
1.1040 |
High |
1.1194 |
1.1221 |
0.0027 |
0.2% |
1.1141 |
Low |
1.1063 |
1.1114 |
0.0051 |
0.5% |
1.0896 |
Close |
1.1156 |
1.1125 |
-0.0031 |
-0.3% |
1.1138 |
Range |
0.0131 |
0.0107 |
-0.0024 |
-18.3% |
0.0245 |
ATR |
0.0101 |
0.0102 |
0.0000 |
0.4% |
0.0000 |
Volume |
48 |
173 |
125 |
260.4% |
390 |
|
Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1474 |
1.1407 |
1.1184 |
|
R3 |
1.1367 |
1.1300 |
1.1154 |
|
R2 |
1.1260 |
1.1260 |
1.1145 |
|
R1 |
1.1193 |
1.1193 |
1.1135 |
1.1173 |
PP |
1.1153 |
1.1153 |
1.1153 |
1.1144 |
S1 |
1.1086 |
1.1086 |
1.1115 |
1.1066 |
S2 |
1.1046 |
1.1046 |
1.1105 |
|
S3 |
1.0939 |
1.0979 |
1.1096 |
|
S4 |
1.0832 |
1.0872 |
1.1066 |
|
|
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 |
1.1676 |
2.618 |
1.1501 |
1.618 |
1.1394 |
1.000 |
1.1328 |
0.618 |
1.1287 |
HIGH |
1.1221 |
0.618 |
1.1180 |
0.500 |
1.1168 |
0.382 |
1.1155 |
LOW |
1.1114 |
0.618 |
1.1048 |
1.000 |
1.1007 |
1.618 |
1.0941 |
2.618 |
1.0834 |
4.250 |
1.0659 |
|
|
Fisher Pivots for day following 27-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1168 |
1.1142 |
PP |
1.1153 |
1.1136 |
S1 |
1.1139 |
1.1131 |
|