CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0690 |
1.0807 |
0.0117 |
1.1% |
1.0763 |
| High |
1.0843 |
1.0896 |
0.0053 |
0.5% |
1.0964 |
| Low |
1.0679 |
1.0795 |
0.0116 |
1.1% |
1.0679 |
| Close |
1.0801 |
1.0864 |
0.0063 |
0.6% |
1.0801 |
| Range |
0.0164 |
0.0101 |
-0.0063 |
-38.4% |
0.0285 |
| ATR |
0.0134 |
0.0131 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
111,567 |
137,669 |
26,102 |
23.4% |
480,525 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1155 |
1.1110 |
1.0920 |
|
| R3 |
1.1054 |
1.1009 |
1.0892 |
|
| R2 |
1.0953 |
1.0953 |
1.0883 |
|
| R1 |
1.0908 |
1.0908 |
1.0873 |
1.0931 |
| PP |
1.0852 |
1.0852 |
1.0852 |
1.0863 |
| S1 |
1.0807 |
1.0807 |
1.0855 |
1.0830 |
| S2 |
1.0751 |
1.0751 |
1.0845 |
|
| S3 |
1.0650 |
1.0706 |
1.0836 |
|
| S4 |
1.0549 |
1.0605 |
1.0808 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1670 |
1.1520 |
1.0958 |
|
| R3 |
1.1385 |
1.1235 |
1.0879 |
|
| R2 |
1.1100 |
1.1100 |
1.0853 |
|
| R1 |
1.0950 |
1.0950 |
1.0827 |
1.1025 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0852 |
| S1 |
1.0665 |
1.0665 |
1.0775 |
1.0740 |
| S2 |
1.0530 |
1.0530 |
1.0749 |
|
| S3 |
1.0245 |
1.0380 |
1.0723 |
|
| S4 |
0.9960 |
1.0095 |
1.0644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0964 |
1.0679 |
0.0285 |
2.6% |
0.0144 |
1.3% |
65% |
False |
False |
113,147 |
| 10 |
1.0964 |
1.0679 |
0.0285 |
2.6% |
0.0121 |
1.1% |
65% |
False |
False |
79,732 |
| 20 |
1.1405 |
1.0679 |
0.0726 |
6.7% |
0.0124 |
1.1% |
25% |
False |
False |
76,407 |
| 40 |
1.1789 |
1.0679 |
0.1110 |
10.2% |
0.0131 |
1.2% |
17% |
False |
False |
39,927 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.2% |
0.0112 |
1.0% |
17% |
False |
False |
26,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1325 |
|
2.618 |
1.1160 |
|
1.618 |
1.1059 |
|
1.000 |
1.0997 |
|
0.618 |
1.0958 |
|
HIGH |
1.0896 |
|
0.618 |
1.0857 |
|
0.500 |
1.0846 |
|
0.382 |
1.0834 |
|
LOW |
1.0795 |
|
0.618 |
1.0733 |
|
1.000 |
1.0694 |
|
1.618 |
1.0632 |
|
2.618 |
1.0531 |
|
4.250 |
1.0366 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0858 |
1.0839 |
| PP |
1.0852 |
1.0813 |
| S1 |
1.0846 |
1.0788 |
|