CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0964 |
1.1002 |
0.0038 |
0.3% |
1.0807 |
| High |
1.1041 |
1.1076 |
0.0035 |
0.3% |
1.1041 |
| Low |
1.0953 |
1.0959 |
0.0006 |
0.1% |
1.0795 |
| Close |
1.1004 |
1.0980 |
-0.0024 |
-0.2% |
1.1004 |
| Range |
0.0088 |
0.0117 |
0.0029 |
33.0% |
0.0246 |
| ATR |
0.0130 |
0.0129 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
120,078 |
92,158 |
-27,920 |
-23.3% |
570,401 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1356 |
1.1285 |
1.1044 |
|
| R3 |
1.1239 |
1.1168 |
1.1012 |
|
| R2 |
1.1122 |
1.1122 |
1.1001 |
|
| R1 |
1.1051 |
1.1051 |
1.0991 |
1.1028 |
| PP |
1.1005 |
1.1005 |
1.1005 |
1.0994 |
| S1 |
1.0934 |
1.0934 |
1.0969 |
1.0911 |
| S2 |
1.0888 |
1.0888 |
1.0959 |
|
| S3 |
1.0771 |
1.0817 |
1.0948 |
|
| S4 |
1.0654 |
1.0700 |
1.0916 |
|
|
| 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 |
1.1076 |
1.0821 |
0.0255 |
2.3% |
0.0127 |
1.2% |
62% |
True |
False |
104,978 |
| 10 |
1.1076 |
1.0679 |
0.0397 |
3.6% |
0.0135 |
1.2% |
76% |
True |
False |
109,062 |
| 20 |
1.1260 |
1.0679 |
0.0581 |
5.3% |
0.0122 |
1.1% |
52% |
False |
False |
82,542 |
| 40 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0135 |
1.2% |
27% |
False |
False |
52,970 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0116 |
1.1% |
27% |
False |
False |
35,382 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0109 |
1.0% |
27% |
False |
False |
26,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1573 |
|
2.618 |
1.1382 |
|
1.618 |
1.1265 |
|
1.000 |
1.1193 |
|
0.618 |
1.1148 |
|
HIGH |
1.1076 |
|
0.618 |
1.1031 |
|
0.500 |
1.1018 |
|
0.382 |
1.1004 |
|
LOW |
1.0959 |
|
0.618 |
1.0887 |
|
1.000 |
1.0842 |
|
1.618 |
1.0770 |
|
2.618 |
1.0653 |
|
4.250 |
1.0462 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1018 |
1.0977 |
| PP |
1.1005 |
1.0974 |
| S1 |
1.0993 |
1.0972 |
|