CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0888 |
1.0843 |
-0.0045 |
-0.4% |
1.0904 |
| High |
1.0888 |
1.0843 |
-0.0045 |
-0.4% |
1.0941 |
| Low |
1.0796 |
1.0719 |
-0.0077 |
-0.7% |
1.0755 |
| Close |
1.0831 |
1.0746 |
-0.0085 |
-0.8% |
1.0749 |
| Range |
0.0092 |
0.0124 |
0.0032 |
34.8% |
0.0186 |
| ATR |
0.0094 |
0.0097 |
0.0002 |
2.2% |
0.0000 |
| Volume |
208 |
158 |
-50 |
-24.0% |
297 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1141 |
1.1068 |
1.0814 |
|
| R3 |
1.1017 |
1.0944 |
1.0780 |
|
| R2 |
1.0893 |
1.0893 |
1.0769 |
|
| R1 |
1.0820 |
1.0820 |
1.0757 |
1.0795 |
| PP |
1.0769 |
1.0769 |
1.0769 |
1.0757 |
| S1 |
1.0696 |
1.0696 |
1.0735 |
1.0671 |
| S2 |
1.0645 |
1.0645 |
1.0723 |
|
| S3 |
1.0521 |
1.0572 |
1.0712 |
|
| S4 |
1.0397 |
1.0448 |
1.0678 |
|
|
| 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 |
1.1370 |
|
2.618 |
1.1168 |
|
1.618 |
1.1044 |
|
1.000 |
1.0967 |
|
0.618 |
1.0920 |
|
HIGH |
1.0843 |
|
0.618 |
1.0796 |
|
0.500 |
1.0781 |
|
0.382 |
1.0766 |
|
LOW |
1.0719 |
|
0.618 |
1.0642 |
|
1.000 |
1.0595 |
|
1.618 |
1.0518 |
|
2.618 |
1.0394 |
|
4.250 |
1.0192 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0781 |
1.0846 |
| PP |
1.0769 |
1.0812 |
| S1 |
1.0758 |
1.0779 |
|