CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0997 |
1.0902 |
-0.0095 |
-0.9% |
1.0787 |
| High |
1.1005 |
1.1017 |
0.0012 |
0.1% |
1.0972 |
| Low |
1.0939 |
1.0894 |
-0.0045 |
-0.4% |
1.0693 |
| Close |
1.0945 |
1.1000 |
0.0055 |
0.5% |
1.0808 |
| Range |
0.0066 |
0.0123 |
0.0057 |
86.4% |
0.0279 |
| ATR |
0.0103 |
0.0105 |
0.0001 |
1.4% |
0.0000 |
| Volume |
187 |
75 |
-112 |
-59.9% |
580 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1339 |
1.1293 |
1.1068 |
|
| R3 |
1.1216 |
1.1170 |
1.1034 |
|
| R2 |
1.1093 |
1.1093 |
1.1023 |
|
| R1 |
1.1047 |
1.1047 |
1.1011 |
1.1070 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0982 |
| S1 |
1.0924 |
1.0924 |
1.0989 |
1.0947 |
| S2 |
1.0847 |
1.0847 |
1.0977 |
|
| S3 |
1.0724 |
1.0801 |
1.0966 |
|
| S4 |
1.0601 |
1.0678 |
1.0932 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1661 |
1.1514 |
1.0961 |
|
| R3 |
1.1382 |
1.1235 |
1.0885 |
|
| R2 |
1.1103 |
1.1103 |
1.0859 |
|
| R1 |
1.0956 |
1.0956 |
1.0834 |
1.1030 |
| PP |
1.0824 |
1.0824 |
1.0824 |
1.0861 |
| S1 |
1.0677 |
1.0677 |
1.0782 |
1.0751 |
| S2 |
1.0545 |
1.0545 |
1.0757 |
|
| S3 |
1.0266 |
1.0398 |
1.0731 |
|
| S4 |
0.9987 |
1.0119 |
1.0655 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1540 |
|
2.618 |
1.1339 |
|
1.618 |
1.1216 |
|
1.000 |
1.1140 |
|
0.618 |
1.1093 |
|
HIGH |
1.1017 |
|
0.618 |
1.0970 |
|
0.500 |
1.0956 |
|
0.382 |
1.0941 |
|
LOW |
1.0894 |
|
0.618 |
1.0818 |
|
1.000 |
1.0771 |
|
1.618 |
1.0695 |
|
2.618 |
1.0572 |
|
4.250 |
1.0371 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0985 |
1.0977 |
| PP |
1.0970 |
1.0954 |
| S1 |
1.0956 |
1.0932 |
|