CME Japanese Yen Future June 2010
Trading Metrics calculated at close of trading on 28-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1.1200 |
1.1127 |
-0.0073 |
-0.7% |
1.1040 |
High |
1.1221 |
1.1161 |
-0.0060 |
-0.5% |
1.1141 |
Low |
1.1114 |
1.1060 |
-0.0054 |
-0.5% |
1.0896 |
Close |
1.1125 |
1.1129 |
0.0004 |
0.0% |
1.1138 |
Range |
0.0107 |
0.0101 |
-0.0006 |
-5.6% |
0.0245 |
ATR |
0.0102 |
0.0101 |
0.0000 |
0.0% |
0.0000 |
Volume |
173 |
337 |
164 |
94.8% |
390 |
|
Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1420 |
1.1375 |
1.1185 |
|
R3 |
1.1319 |
1.1274 |
1.1157 |
|
R2 |
1.1218 |
1.1218 |
1.1148 |
|
R1 |
1.1173 |
1.1173 |
1.1138 |
1.1196 |
PP |
1.1117 |
1.1117 |
1.1117 |
1.1128 |
S1 |
1.1072 |
1.1072 |
1.1120 |
1.1095 |
S2 |
1.1016 |
1.1016 |
1.1110 |
|
S3 |
1.0915 |
1.0971 |
1.1101 |
|
S4 |
1.0814 |
1.0870 |
1.1073 |
|
|
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 |
1.1590 |
2.618 |
1.1425 |
1.618 |
1.1324 |
1.000 |
1.1262 |
0.618 |
1.1223 |
HIGH |
1.1161 |
0.618 |
1.1122 |
0.500 |
1.1111 |
0.382 |
1.1099 |
LOW |
1.1060 |
0.618 |
1.0998 |
1.000 |
1.0959 |
1.618 |
1.0897 |
2.618 |
1.0796 |
4.250 |
1.0631 |
|
|
Fisher Pivots for day following 28-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1123 |
1.1141 |
PP |
1.1117 |
1.1137 |
S1 |
1.1111 |
1.1133 |
|