CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 29-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1115 |
1.1123 |
0.0008 |
0.1% |
1.1121 |
| High |
1.1156 |
1.1164 |
0.0008 |
0.1% |
1.1221 |
| Low |
1.1044 |
1.0999 |
-0.0045 |
-0.4% |
1.0999 |
| Close |
1.1123 |
1.1078 |
-0.0045 |
-0.4% |
1.1078 |
| Range |
0.0112 |
0.0165 |
0.0053 |
47.3% |
0.0222 |
| ATR |
0.0125 |
0.0128 |
0.0003 |
2.3% |
0.0000 |
| Volume |
129,425 |
144,516 |
15,091 |
11.7% |
654,191 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1575 |
1.1492 |
1.1169 |
|
| R3 |
1.1410 |
1.1327 |
1.1123 |
|
| R2 |
1.1245 |
1.1245 |
1.1108 |
|
| R1 |
1.1162 |
1.1162 |
1.1093 |
1.1121 |
| PP |
1.1080 |
1.1080 |
1.1080 |
1.1060 |
| S1 |
1.0997 |
1.0997 |
1.1063 |
1.0956 |
| S2 |
1.0915 |
1.0915 |
1.1048 |
|
| S3 |
1.0750 |
1.0832 |
1.1033 |
|
| S4 |
1.0585 |
1.0667 |
1.0987 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1765 |
1.1644 |
1.1200 |
|
| R3 |
1.1543 |
1.1422 |
1.1139 |
|
| R2 |
1.1321 |
1.1321 |
1.1119 |
|
| R1 |
1.1200 |
1.1200 |
1.1098 |
1.1150 |
| PP |
1.1099 |
1.1099 |
1.1099 |
1.1074 |
| S1 |
1.0978 |
1.0978 |
1.1058 |
1.0928 |
| S2 |
1.0877 |
1.0877 |
1.1037 |
|
| S3 |
1.0655 |
1.0756 |
1.1017 |
|
| S4 |
1.0433 |
1.0534 |
1.0956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1221 |
1.0999 |
0.0222 |
2.0% |
0.0123 |
1.1% |
36% |
False |
True |
130,838 |
| 10 |
1.1221 |
1.0886 |
0.0335 |
3.0% |
0.0121 |
1.1% |
57% |
False |
False |
128,357 |
| 20 |
1.1221 |
1.0679 |
0.0542 |
4.9% |
0.0132 |
1.2% |
74% |
False |
False |
113,752 |
| 40 |
1.1611 |
1.0679 |
0.0932 |
8.4% |
0.0136 |
1.2% |
43% |
False |
False |
79,601 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0123 |
1.1% |
36% |
False |
False |
53,231 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.0% |
0.0112 |
1.0% |
36% |
False |
False |
39,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1865 |
|
2.618 |
1.1596 |
|
1.618 |
1.1431 |
|
1.000 |
1.1329 |
|
0.618 |
1.1266 |
|
HIGH |
1.1164 |
|
0.618 |
1.1101 |
|
0.500 |
1.1082 |
|
0.382 |
1.1062 |
|
LOW |
1.0999 |
|
0.618 |
1.0897 |
|
1.000 |
1.0834 |
|
1.618 |
1.0732 |
|
2.618 |
1.0567 |
|
4.250 |
1.0298 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1082 |
1.1110 |
| PP |
1.1080 |
1.1099 |
| S1 |
1.1079 |
1.1089 |
|