CME Japanese Yen Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jan-2010 | 
                    27-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.1063 | 
                        1.1200 | 
                        0.0137 | 
                        1.2% | 
                        1.1040 | 
                     
                    
                        | High | 
                        1.1194 | 
                        1.1221 | 
                        0.0027 | 
                        0.2% | 
                        1.1141 | 
                     
                    
                        | Low | 
                        1.1063 | 
                        1.1114 | 
                        0.0051 | 
                        0.5% | 
                        1.0896 | 
                     
                    
                        | Close | 
                        1.1156 | 
                        1.1125 | 
                        -0.0031 | 
                        -0.3% | 
                        1.1138 | 
                     
                    
                        | Range | 
                        0.0131 | 
                        0.0107 | 
                        -0.0024 | 
                        -18.3% | 
                        0.0245 | 
                     
                    
                        | ATR | 
                        0.0101 | 
                        0.0102 | 
                        0.0000 | 
                        0.4% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        48 | 
                        173 | 
                        125 | 
                        260.4% | 
                        390 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1474 | 
                1.1407 | 
                1.1184 | 
                 | 
             
            
                | R3 | 
                1.1367 | 
                1.1300 | 
                1.1154 | 
                 | 
             
            
                | R2 | 
                1.1260 | 
                1.1260 | 
                1.1145 | 
                 | 
             
            
                | R1 | 
                1.1193 | 
                1.1193 | 
                1.1135 | 
                1.1173 | 
             
            
                | PP | 
                1.1153 | 
                1.1153 | 
                1.1153 | 
                1.1144 | 
             
            
                | S1 | 
                1.1086 | 
                1.1086 | 
                1.1115 | 
                1.1066 | 
             
            
                | S2 | 
                1.1046 | 
                1.1046 | 
                1.1105 | 
                 | 
             
            
                | S3 | 
                1.0939 | 
                1.0979 | 
                1.1096 | 
                 | 
             
            
                | S4 | 
                1.0832 | 
                1.0872 | 
                1.1066 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1793 | 
                1.1711 | 
                1.1273 | 
                 | 
             
            
                | R3 | 
                1.1548 | 
                1.1466 | 
                1.1205 | 
                 | 
             
            
                | R2 | 
                1.1303 | 
                1.1303 | 
                1.1183 | 
                 | 
             
            
                | R1 | 
                1.1221 | 
                1.1221 | 
                1.1160 | 
                1.1262 | 
             
            
                | PP | 
                1.1058 | 
                1.1058 | 
                1.1058 | 
                1.1079 | 
             
            
                | S1 | 
                1.0976 | 
                1.0976 | 
                1.1116 | 
                1.1017 | 
             
            
                | S2 | 
                1.0813 | 
                1.0813 | 
                1.1093 | 
                 | 
             
            
                | S3 | 
                1.0568 | 
                1.0731 | 
                1.1071 | 
                 | 
             
            
                | S4 | 
                1.0323 | 
                1.0486 | 
                1.1003 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.1676 | 
         
        
            | 
2.618             | 
            1.1501 | 
         
        
            | 
1.618             | 
            1.1394 | 
         
        
            | 
1.000             | 
            1.1328 | 
         
        
            | 
0.618             | 
            1.1287 | 
         
        
            | 
HIGH             | 
            1.1221 | 
         
        
            | 
0.618             | 
            1.1180 | 
         
        
            | 
0.500             | 
            1.1168 | 
         
        
            | 
0.382             | 
            1.1155 | 
         
        
            | 
LOW             | 
            1.1114 | 
         
        
            | 
0.618             | 
            1.1048 | 
         
        
            | 
1.000             | 
            1.1007 | 
         
        
            | 
1.618             | 
            1.0941 | 
         
        
            | 
2.618             | 
            1.0834 | 
         
        
            | 
4.250             | 
            1.0659 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.1168 | 
                                1.1142 | 
                             
                            
                                | PP | 
                                1.1153 | 
                                1.1136 | 
                             
                            
                                | S1 | 
                                1.1139 | 
                                1.1131 | 
                             
             
         |