CME Japanese Yen Future June 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 |
1.1127 |
1.1149 |
0.0022 |
0.2% |
1.1121 |
| High |
1.1161 |
1.1166 |
0.0005 |
0.0% |
1.1221 |
| Low |
1.1060 |
1.1012 |
-0.0048 |
-0.4% |
1.1012 |
| Close |
1.1129 |
1.1084 |
-0.0045 |
-0.4% |
1.1084 |
| Range |
0.0101 |
0.0154 |
0.0053 |
52.5% |
0.0209 |
| ATR |
0.0101 |
0.0105 |
0.0004 |
3.7% |
0.0000 |
| Volume |
337 |
187 |
-150 |
-44.5% |
962 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1549 |
1.1471 |
1.1169 |
|
| R3 |
1.1395 |
1.1317 |
1.1126 |
|
| R2 |
1.1241 |
1.1241 |
1.1112 |
|
| R1 |
1.1163 |
1.1163 |
1.1098 |
1.1125 |
| PP |
1.1087 |
1.1087 |
1.1087 |
1.1069 |
| S1 |
1.1009 |
1.1009 |
1.1070 |
1.0971 |
| S2 |
1.0933 |
1.0933 |
1.1056 |
|
| S3 |
1.0779 |
1.0855 |
1.1042 |
|
| S4 |
1.0625 |
1.0701 |
1.0999 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1733 |
1.1617 |
1.1199 |
|
| R3 |
1.1524 |
1.1408 |
1.1141 |
|
| R2 |
1.1315 |
1.1315 |
1.1122 |
|
| R1 |
1.1199 |
1.1199 |
1.1103 |
1.1153 |
| PP |
1.1106 |
1.1106 |
1.1106 |
1.1082 |
| S1 |
1.0990 |
1.0990 |
1.1065 |
1.0944 |
| S2 |
1.0897 |
1.0897 |
1.1046 |
|
| S3 |
1.0688 |
1.0781 |
1.1027 |
|
| S4 |
1.0479 |
1.0572 |
1.0969 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1821 |
|
2.618 |
1.1569 |
|
1.618 |
1.1415 |
|
1.000 |
1.1320 |
|
0.618 |
1.1261 |
|
HIGH |
1.1166 |
|
0.618 |
1.1107 |
|
0.500 |
1.1089 |
|
0.382 |
1.1071 |
|
LOW |
1.1012 |
|
0.618 |
1.0917 |
|
1.000 |
1.0858 |
|
1.618 |
1.0763 |
|
2.618 |
1.0609 |
|
4.250 |
1.0358 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1089 |
1.1117 |
| PP |
1.1087 |
1.1106 |
| S1 |
1.1086 |
1.1095 |
|