CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 15-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0948 |
1.0964 |
0.0016 |
0.1% |
1.0807 |
| High |
1.1011 |
1.1041 |
0.0030 |
0.3% |
1.1041 |
| Low |
1.0867 |
1.0953 |
0.0086 |
0.8% |
1.0795 |
| Close |
1.0994 |
1.1004 |
0.0010 |
0.1% |
1.1004 |
| Range |
0.0144 |
0.0088 |
-0.0056 |
-38.9% |
0.0246 |
| ATR |
0.0133 |
0.0130 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
99,897 |
120,078 |
20,181 |
20.2% |
570,401 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1263 |
1.1222 |
1.1052 |
|
| R3 |
1.1175 |
1.1134 |
1.1028 |
|
| R2 |
1.1087 |
1.1087 |
1.1020 |
|
| R1 |
1.1046 |
1.1046 |
1.1012 |
1.1067 |
| PP |
1.0999 |
1.0999 |
1.0999 |
1.1010 |
| S1 |
1.0958 |
1.0958 |
1.0996 |
1.0979 |
| S2 |
1.0911 |
1.0911 |
1.0988 |
|
| S3 |
1.0823 |
1.0870 |
1.0980 |
|
| S4 |
1.0735 |
1.0782 |
1.0956 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1685 |
1.1590 |
1.1139 |
|
| R3 |
1.1439 |
1.1344 |
1.1072 |
|
| R2 |
1.1193 |
1.1193 |
1.1049 |
|
| R1 |
1.1098 |
1.1098 |
1.1027 |
1.1146 |
| PP |
1.0947 |
1.0947 |
1.0947 |
1.0970 |
| S1 |
1.0852 |
1.0852 |
1.0981 |
1.0900 |
| S2 |
1.0701 |
1.0701 |
1.0959 |
|
| S3 |
1.0455 |
1.0606 |
1.0936 |
|
| S4 |
1.0209 |
1.0360 |
1.0869 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1041 |
1.0795 |
0.0246 |
2.2% |
0.0123 |
1.1% |
85% |
True |
False |
114,080 |
| 10 |
1.1041 |
1.0679 |
0.0362 |
3.3% |
0.0136 |
1.2% |
90% |
True |
False |
105,092 |
| 20 |
1.1260 |
1.0679 |
0.0581 |
5.3% |
0.0121 |
1.1% |
56% |
False |
False |
82,457 |
| 40 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0134 |
1.2% |
29% |
False |
False |
50,678 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0115 |
1.0% |
29% |
False |
False |
33,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1415 |
|
2.618 |
1.1271 |
|
1.618 |
1.1183 |
|
1.000 |
1.1129 |
|
0.618 |
1.1095 |
|
HIGH |
1.1041 |
|
0.618 |
1.1007 |
|
0.500 |
1.0997 |
|
0.382 |
1.0987 |
|
LOW |
1.0953 |
|
0.618 |
1.0899 |
|
1.000 |
1.0865 |
|
1.618 |
1.0811 |
|
2.618 |
1.0723 |
|
4.250 |
1.0579 |
|
|
| Fisher Pivots for day following 15-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1002 |
1.0987 |
| PP |
1.0999 |
1.0971 |
| S1 |
1.0997 |
1.0954 |
|