CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0826 |
1.0763 |
-0.0063 |
-0.6% |
1.0925 |
| High |
1.0886 |
1.0852 |
-0.0034 |
-0.3% |
1.0944 |
| Low |
1.0738 |
1.0731 |
-0.0007 |
-0.1% |
1.0738 |
| Close |
1.0740 |
1.0804 |
0.0064 |
0.6% |
1.0740 |
| Range |
0.0148 |
0.0121 |
-0.0027 |
-18.2% |
0.0206 |
| ATR |
0.0127 |
0.0126 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
60,619 |
52,456 |
-8,163 |
-13.5% |
179,133 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1159 |
1.1102 |
1.0871 |
|
| R3 |
1.1038 |
1.0981 |
1.0837 |
|
| R2 |
1.0917 |
1.0917 |
1.0826 |
|
| R1 |
1.0860 |
1.0860 |
1.0815 |
1.0889 |
| PP |
1.0796 |
1.0796 |
1.0796 |
1.0810 |
| S1 |
1.0739 |
1.0739 |
1.0793 |
1.0768 |
| S2 |
1.0675 |
1.0675 |
1.0782 |
|
| S3 |
1.0554 |
1.0618 |
1.0771 |
|
| S4 |
1.0433 |
1.0497 |
1.0737 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1425 |
1.1289 |
1.0853 |
|
| R3 |
1.1219 |
1.1083 |
1.0797 |
|
| R2 |
1.1013 |
1.1013 |
1.0778 |
|
| R1 |
1.0877 |
1.0877 |
1.0759 |
1.0842 |
| PP |
1.0807 |
1.0807 |
1.0807 |
1.0790 |
| S1 |
1.0671 |
1.0671 |
1.0721 |
1.0636 |
| S2 |
1.0601 |
1.0601 |
1.0702 |
|
| S3 |
1.0395 |
1.0465 |
1.0683 |
|
| S4 |
1.0189 |
1.0259 |
1.0627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0944 |
1.0731 |
0.0213 |
2.0% |
0.0098 |
0.9% |
34% |
False |
True |
46,317 |
| 10 |
1.1260 |
1.0731 |
0.0529 |
4.9% |
0.0110 |
1.0% |
14% |
False |
True |
56,022 |
| 20 |
1.1453 |
1.0731 |
0.0722 |
6.7% |
0.0139 |
1.3% |
10% |
False |
True |
50,751 |
| 40 |
1.1789 |
1.0731 |
0.1058 |
9.8% |
0.0121 |
1.1% |
7% |
False |
True |
25,796 |
| 60 |
1.1789 |
1.0731 |
0.1058 |
9.8% |
0.0108 |
1.0% |
7% |
False |
True |
17,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1366 |
|
2.618 |
1.1169 |
|
1.618 |
1.1048 |
|
1.000 |
1.0973 |
|
0.618 |
1.0927 |
|
HIGH |
1.0852 |
|
0.618 |
1.0806 |
|
0.500 |
1.0792 |
|
0.382 |
1.0777 |
|
LOW |
1.0731 |
|
0.618 |
1.0656 |
|
1.000 |
1.0610 |
|
1.618 |
1.0535 |
|
2.618 |
1.0414 |
|
4.250 |
1.0217 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0800 |
1.0809 |
| PP |
1.0796 |
1.0807 |
| S1 |
1.0792 |
1.0806 |
|