CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0807 |
1.0864 |
0.0057 |
0.5% |
1.0763 |
| High |
1.0896 |
1.1026 |
0.0130 |
1.2% |
1.0964 |
| Low |
1.0795 |
1.0821 |
0.0026 |
0.2% |
1.0679 |
| Close |
1.0864 |
1.0991 |
0.0127 |
1.2% |
1.0801 |
| Range |
0.0101 |
0.0205 |
0.0104 |
103.0% |
0.0285 |
| ATR |
0.0131 |
0.0137 |
0.0005 |
4.0% |
0.0000 |
| Volume |
137,669 |
69,309 |
-68,360 |
-49.7% |
480,525 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1561 |
1.1481 |
1.1104 |
|
| R3 |
1.1356 |
1.1276 |
1.1047 |
|
| R2 |
1.1151 |
1.1151 |
1.1029 |
|
| R1 |
1.1071 |
1.1071 |
1.1010 |
1.1111 |
| PP |
1.0946 |
1.0946 |
1.0946 |
1.0966 |
| S1 |
1.0866 |
1.0866 |
1.0972 |
1.0906 |
| S2 |
1.0741 |
1.0741 |
1.0953 |
|
| S3 |
1.0536 |
1.0661 |
1.0935 |
|
| S4 |
1.0331 |
1.0456 |
1.0878 |
|
|
| 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 |
1.1026 |
1.0679 |
0.0347 |
3.2% |
0.0153 |
1.4% |
90% |
True |
False |
107,833 |
| 10 |
1.1026 |
1.0679 |
0.0347 |
3.2% |
0.0137 |
1.2% |
90% |
True |
False |
83,915 |
| 20 |
1.1344 |
1.0679 |
0.0665 |
6.1% |
0.0130 |
1.2% |
47% |
False |
False |
77,021 |
| 40 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0134 |
1.2% |
28% |
False |
False |
41,653 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0114 |
1.0% |
28% |
False |
False |
27,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1897 |
|
2.618 |
1.1563 |
|
1.618 |
1.1358 |
|
1.000 |
1.1231 |
|
0.618 |
1.1153 |
|
HIGH |
1.1026 |
|
0.618 |
1.0948 |
|
0.500 |
1.0924 |
|
0.382 |
1.0899 |
|
LOW |
1.0821 |
|
0.618 |
1.0694 |
|
1.000 |
1.0616 |
|
1.618 |
1.0489 |
|
2.618 |
1.0284 |
|
4.250 |
0.9950 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0969 |
1.0945 |
| PP |
1.0946 |
1.0899 |
| S1 |
1.0924 |
1.0853 |
|