CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0864 |
1.0979 |
0.0115 |
1.1% |
1.0763 |
| High |
1.1026 |
1.1005 |
-0.0021 |
-0.2% |
1.0964 |
| Low |
1.0821 |
1.0926 |
0.0105 |
1.0% |
1.0679 |
| Close |
1.0991 |
1.0939 |
-0.0052 |
-0.5% |
1.0801 |
| Range |
0.0205 |
0.0079 |
-0.0126 |
-61.5% |
0.0285 |
| ATR |
0.0137 |
0.0132 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
69,309 |
143,448 |
74,139 |
107.0% |
480,525 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1194 |
1.1145 |
1.0982 |
|
| R3 |
1.1115 |
1.1066 |
1.0961 |
|
| R2 |
1.1036 |
1.1036 |
1.0953 |
|
| R1 |
1.0987 |
1.0987 |
1.0946 |
1.0972 |
| PP |
1.0957 |
1.0957 |
1.0957 |
1.0949 |
| S1 |
1.0908 |
1.0908 |
1.0932 |
1.0893 |
| S2 |
1.0878 |
1.0878 |
1.0925 |
|
| S3 |
1.0799 |
1.0829 |
1.0917 |
|
| S4 |
1.0720 |
1.0750 |
1.0896 |
|
|
| 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% |
0.0140 |
1.3% |
75% |
False |
False |
114,530 |
| 10 |
1.1026 |
1.0679 |
0.0347 |
3.2% |
0.0137 |
1.3% |
75% |
False |
False |
95,473 |
| 20 |
1.1330 |
1.0679 |
0.0651 |
6.0% |
0.0124 |
1.1% |
40% |
False |
False |
80,411 |
| 40 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0134 |
1.2% |
23% |
False |
False |
45,187 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0112 |
1.0% |
23% |
False |
False |
30,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1341 |
|
2.618 |
1.1212 |
|
1.618 |
1.1133 |
|
1.000 |
1.1084 |
|
0.618 |
1.1054 |
|
HIGH |
1.1005 |
|
0.618 |
1.0975 |
|
0.500 |
1.0966 |
|
0.382 |
1.0956 |
|
LOW |
1.0926 |
|
0.618 |
1.0877 |
|
1.000 |
1.0847 |
|
1.618 |
1.0798 |
|
2.618 |
1.0719 |
|
4.250 |
1.0590 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0966 |
1.0930 |
| PP |
1.0957 |
1.0920 |
| S1 |
1.0948 |
1.0911 |
|