CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0979 |
1.0948 |
-0.0031 |
-0.3% |
1.0763 |
| High |
1.1005 |
1.1011 |
0.0006 |
0.1% |
1.0964 |
| Low |
1.0926 |
1.0867 |
-0.0059 |
-0.5% |
1.0679 |
| Close |
1.0939 |
1.0994 |
0.0055 |
0.5% |
1.0801 |
| Range |
0.0079 |
0.0144 |
0.0065 |
82.3% |
0.0285 |
| ATR |
0.0132 |
0.0133 |
0.0001 |
0.6% |
0.0000 |
| Volume |
143,448 |
99,897 |
-43,551 |
-30.4% |
480,525 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1389 |
1.1336 |
1.1073 |
|
| R3 |
1.1245 |
1.1192 |
1.1034 |
|
| R2 |
1.1101 |
1.1101 |
1.1020 |
|
| R1 |
1.1048 |
1.1048 |
1.1007 |
1.1075 |
| PP |
1.0957 |
1.0957 |
1.0957 |
1.0971 |
| S1 |
1.0904 |
1.0904 |
1.0981 |
1.0931 |
| S2 |
1.0813 |
1.0813 |
1.0968 |
|
| S3 |
1.0669 |
1.0760 |
1.0954 |
|
| S4 |
1.0525 |
1.0616 |
1.0915 |
|
|
| 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% |
0.0139 |
1.3% |
91% |
False |
False |
112,378 |
| 10 |
1.1026 |
1.0679 |
0.0347 |
3.2% |
0.0142 |
1.3% |
91% |
False |
False |
99,146 |
| 20 |
1.1292 |
1.0679 |
0.0613 |
5.6% |
0.0125 |
1.1% |
51% |
False |
False |
80,015 |
| 40 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0135 |
1.2% |
28% |
False |
False |
47,679 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0114 |
1.0% |
28% |
False |
False |
31,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1623 |
|
2.618 |
1.1388 |
|
1.618 |
1.1244 |
|
1.000 |
1.1155 |
|
0.618 |
1.1100 |
|
HIGH |
1.1011 |
|
0.618 |
1.0956 |
|
0.500 |
1.0939 |
|
0.382 |
1.0922 |
|
LOW |
1.0867 |
|
0.618 |
1.0778 |
|
1.000 |
1.0723 |
|
1.618 |
1.0634 |
|
2.618 |
1.0490 |
|
4.250 |
1.0255 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0976 |
1.0971 |
| PP |
1.0957 |
1.0947 |
| S1 |
1.0939 |
1.0924 |
|