CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0787 |
1.0854 |
0.0067 |
0.6% |
1.0904 |
| High |
1.0833 |
1.0972 |
0.0139 |
1.3% |
1.0941 |
| Low |
1.0780 |
1.0854 |
0.0074 |
0.7% |
1.0755 |
| Close |
1.0812 |
1.0910 |
0.0098 |
0.9% |
1.0749 |
| Range |
0.0053 |
0.0118 |
0.0065 |
122.6% |
0.0186 |
| ATR |
0.0088 |
0.0093 |
0.0005 |
5.9% |
0.0000 |
| Volume |
38 |
67 |
29 |
76.3% |
297 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1266 |
1.1206 |
1.0975 |
|
| R3 |
1.1148 |
1.1088 |
1.0942 |
|
| R2 |
1.1030 |
1.1030 |
1.0932 |
|
| R1 |
1.0970 |
1.0970 |
1.0921 |
1.1000 |
| PP |
1.0912 |
1.0912 |
1.0912 |
1.0927 |
| S1 |
1.0852 |
1.0852 |
1.0899 |
1.0882 |
| S2 |
1.0794 |
1.0794 |
1.0888 |
|
| S3 |
1.0676 |
1.0734 |
1.0878 |
|
| S4 |
1.0558 |
1.0616 |
1.0845 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1373 |
1.1247 |
1.0851 |
|
| R3 |
1.1187 |
1.1061 |
1.0800 |
|
| R2 |
1.1001 |
1.1001 |
1.0783 |
|
| R1 |
1.0875 |
1.0875 |
1.0766 |
1.0845 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0800 |
| S1 |
1.0689 |
1.0689 |
1.0732 |
1.0659 |
| S2 |
1.0629 |
1.0629 |
1.0715 |
|
| S3 |
1.0443 |
1.0503 |
1.0698 |
|
| S4 |
1.0257 |
1.0317 |
1.0647 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1474 |
|
2.618 |
1.1281 |
|
1.618 |
1.1163 |
|
1.000 |
1.1090 |
|
0.618 |
1.1045 |
|
HIGH |
1.0972 |
|
0.618 |
1.0927 |
|
0.500 |
1.0913 |
|
0.382 |
1.0899 |
|
LOW |
1.0854 |
|
0.618 |
1.0781 |
|
1.000 |
1.0736 |
|
1.618 |
1.0663 |
|
2.618 |
1.0545 |
|
4.250 |
1.0353 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0913 |
1.0895 |
| PP |
1.0912 |
1.0879 |
| S1 |
1.0911 |
1.0864 |
|