CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 05-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0706 |
1.0565 |
-0.0141 |
-1.3% |
1.0821 |
| High |
1.0724 |
1.0633 |
-0.0091 |
-0.8% |
1.0859 |
| Low |
1.0637 |
1.0565 |
-0.0072 |
-0.7% |
1.0637 |
| Close |
1.0662 |
1.0614 |
-0.0048 |
-0.5% |
1.0662 |
| Range |
0.0087 |
0.0068 |
-0.0019 |
-21.8% |
0.0222 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
151,553 |
29,142 |
-122,411 |
-80.8% |
400,985 |
|
| Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0808 |
1.0779 |
1.0651 |
|
| R3 |
1.0740 |
1.0711 |
1.0633 |
|
| R2 |
1.0672 |
1.0672 |
1.0626 |
|
| R1 |
1.0643 |
1.0643 |
1.0620 |
1.0658 |
| PP |
1.0604 |
1.0604 |
1.0604 |
1.0611 |
| S1 |
1.0575 |
1.0575 |
1.0608 |
1.0590 |
| S2 |
1.0536 |
1.0536 |
1.0602 |
|
| S3 |
1.0468 |
1.0507 |
1.0595 |
|
| S4 |
1.0400 |
1.0439 |
1.0577 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1385 |
1.1246 |
1.0784 |
|
| R3 |
1.1163 |
1.1024 |
1.0723 |
|
| R2 |
1.0941 |
1.0941 |
1.0703 |
|
| R1 |
1.0802 |
1.0802 |
1.0682 |
1.0761 |
| PP |
1.0719 |
1.0719 |
1.0719 |
1.0699 |
| S1 |
1.0580 |
1.0580 |
1.0642 |
1.0539 |
| S2 |
1.0497 |
1.0497 |
1.0621 |
|
| S3 |
1.0275 |
1.0358 |
1.0601 |
|
| S4 |
1.0053 |
1.0136 |
1.0540 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0859 |
1.0565 |
0.0294 |
2.8% |
0.0083 |
0.8% |
17% |
False |
True |
86,025 |
| 10 |
1.1139 |
1.0565 |
0.0574 |
5.4% |
0.0104 |
1.0% |
9% |
False |
True |
98,617 |
| 20 |
1.1164 |
1.0565 |
0.0599 |
5.6% |
0.0095 |
0.9% |
8% |
False |
True |
85,345 |
| 40 |
1.1350 |
1.0565 |
0.0785 |
7.4% |
0.0099 |
0.9% |
6% |
False |
True |
43,300 |
| 60 |
1.1350 |
1.0565 |
0.0785 |
7.4% |
0.0105 |
1.0% |
6% |
False |
True |
28,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0922 |
|
2.618 |
1.0811 |
|
1.618 |
1.0743 |
|
1.000 |
1.0701 |
|
0.618 |
1.0675 |
|
HIGH |
1.0633 |
|
0.618 |
1.0607 |
|
0.500 |
1.0599 |
|
0.382 |
1.0591 |
|
LOW |
1.0565 |
|
0.618 |
1.0523 |
|
1.000 |
1.0497 |
|
1.618 |
1.0455 |
|
2.618 |
1.0387 |
|
4.250 |
1.0276 |
|
|
| Fisher Pivots for day following 05-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0609 |
1.0676 |
| PP |
1.0604 |
1.0655 |
| S1 |
1.0599 |
1.0635 |
|