CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0833 |
1.0787 |
-0.0046 |
-0.4% |
1.0904 |
| High |
1.0870 |
1.0833 |
-0.0037 |
-0.3% |
1.0941 |
| Low |
1.0755 |
1.0780 |
0.0025 |
0.2% |
1.0755 |
| Close |
1.0749 |
1.0812 |
0.0063 |
0.6% |
1.0749 |
| Range |
0.0115 |
0.0053 |
-0.0062 |
-53.9% |
0.0186 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
80 |
38 |
-42 |
-52.5% |
297 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0967 |
1.0943 |
1.0841 |
|
| R3 |
1.0914 |
1.0890 |
1.0827 |
|
| R2 |
1.0861 |
1.0861 |
1.0822 |
|
| R1 |
1.0837 |
1.0837 |
1.0817 |
1.0849 |
| PP |
1.0808 |
1.0808 |
1.0808 |
1.0815 |
| S1 |
1.0784 |
1.0784 |
1.0807 |
1.0796 |
| S2 |
1.0755 |
1.0755 |
1.0802 |
|
| S3 |
1.0702 |
1.0731 |
1.0797 |
|
| S4 |
1.0649 |
1.0678 |
1.0783 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1373 |
1.1247 |
1.0851 |
|
| R3 |
1.1187 |
1.1061 |
1.0800 |
|
| R2 |
1.1001 |
1.1001 |
1.0783 |
|
| R1 |
1.0875 |
1.0875 |
1.0766 |
1.0845 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0800 |
| S1 |
1.0689 |
1.0689 |
1.0732 |
1.0659 |
| S2 |
1.0629 |
1.0629 |
1.0715 |
|
| S3 |
1.0443 |
1.0503 |
1.0698 |
|
| S4 |
1.0257 |
1.0317 |
1.0647 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1058 |
|
2.618 |
1.0972 |
|
1.618 |
1.0919 |
|
1.000 |
1.0886 |
|
0.618 |
1.0866 |
|
HIGH |
1.0833 |
|
0.618 |
1.0813 |
|
0.500 |
1.0807 |
|
0.382 |
1.0800 |
|
LOW |
1.0780 |
|
0.618 |
1.0747 |
|
1.000 |
1.0727 |
|
1.618 |
1.0694 |
|
2.618 |
1.0641 |
|
4.250 |
1.0555 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0810 |
1.0819 |
| PP |
1.0808 |
1.0817 |
| S1 |
1.0807 |
1.0814 |
|