CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0921 |
1.0925 |
0.0004 |
0.0% |
1.0973 |
| High |
1.0978 |
1.0944 |
-0.0034 |
-0.3% |
1.0994 |
| Low |
1.0901 |
1.0896 |
-0.0005 |
0.0% |
1.0888 |
| Close |
1.0915 |
1.0921 |
0.0006 |
0.1% |
1.0915 |
| Range |
0.0077 |
0.0048 |
-0.0029 |
-37.7% |
0.0106 |
| ATR |
0.0138 |
0.0131 |
-0.0006 |
-4.7% |
0.0000 |
| Volume |
41,813 |
27,479 |
-14,334 |
-34.3% |
161,091 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1064 |
1.1041 |
1.0947 |
|
| R3 |
1.1016 |
1.0993 |
1.0934 |
|
| R2 |
1.0968 |
1.0968 |
1.0930 |
|
| R1 |
1.0945 |
1.0945 |
1.0925 |
1.0933 |
| PP |
1.0920 |
1.0920 |
1.0920 |
1.0914 |
| S1 |
1.0897 |
1.0897 |
1.0917 |
1.0885 |
| S2 |
1.0872 |
1.0872 |
1.0912 |
|
| S3 |
1.0824 |
1.0849 |
1.0908 |
|
| S4 |
1.0776 |
1.0801 |
1.0895 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1250 |
1.1189 |
1.0973 |
|
| R3 |
1.1144 |
1.1083 |
1.0944 |
|
| R2 |
1.1038 |
1.1038 |
1.0934 |
|
| R1 |
1.0977 |
1.0977 |
1.0925 |
1.0955 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0921 |
| S1 |
1.0871 |
1.0871 |
1.0905 |
1.0849 |
| S2 |
1.0826 |
1.0826 |
1.0896 |
|
| S3 |
1.0720 |
1.0765 |
1.0886 |
|
| S4 |
1.0614 |
1.0659 |
1.0857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1260 |
1.0888 |
0.0372 |
3.4% |
0.0111 |
1.0% |
9% |
False |
False |
57,674 |
| 10 |
1.1344 |
1.0888 |
0.0456 |
4.2% |
0.0123 |
1.1% |
7% |
False |
False |
70,126 |
| 20 |
1.1789 |
1.0888 |
0.0901 |
8.3% |
0.0155 |
1.4% |
4% |
False |
False |
41,130 |
| 40 |
1.1789 |
1.0888 |
0.0901 |
8.3% |
0.0122 |
1.1% |
4% |
False |
False |
20,698 |
| 60 |
1.1789 |
1.0847 |
0.0942 |
8.6% |
0.0106 |
1.0% |
8% |
False |
False |
13,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1148 |
|
2.618 |
1.1070 |
|
1.618 |
1.1022 |
|
1.000 |
1.0992 |
|
0.618 |
1.0974 |
|
HIGH |
1.0944 |
|
0.618 |
1.0926 |
|
0.500 |
1.0920 |
|
0.382 |
1.0914 |
|
LOW |
1.0896 |
|
0.618 |
1.0866 |
|
1.000 |
1.0848 |
|
1.618 |
1.0818 |
|
2.618 |
1.0770 |
|
4.250 |
1.0692 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0921 |
1.0933 |
| PP |
1.0920 |
1.0929 |
| S1 |
1.0920 |
1.0925 |
|