CME Japanese Yen Future June 2010
Trading Metrics calculated at close of trading on 30-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1.0627 |
1.0633 |
0.0006 |
0.1% |
1.0634 |
High |
1.0660 |
1.0670 |
0.0010 |
0.1% |
1.0779 |
Low |
1.0609 |
1.0576 |
-0.0033 |
-0.3% |
1.0576 |
Close |
1.0640 |
1.0651 |
0.0011 |
0.1% |
1.0651 |
Range |
0.0051 |
0.0094 |
0.0043 |
84.3% |
0.0203 |
ATR |
0.0100 |
0.0100 |
0.0000 |
-0.4% |
0.0000 |
Volume |
163,210 |
72,257 |
-90,953 |
-55.7% |
623,306 |
|
Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0914 |
1.0877 |
1.0703 |
|
R3 |
1.0820 |
1.0783 |
1.0677 |
|
R2 |
1.0726 |
1.0726 |
1.0668 |
|
R1 |
1.0689 |
1.0689 |
1.0660 |
1.0708 |
PP |
1.0632 |
1.0632 |
1.0632 |
1.0642 |
S1 |
1.0595 |
1.0595 |
1.0642 |
1.0614 |
S2 |
1.0538 |
1.0538 |
1.0634 |
|
S3 |
1.0444 |
1.0501 |
1.0625 |
|
S4 |
1.0350 |
1.0407 |
1.0599 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1278 |
1.1167 |
1.0763 |
|
R3 |
1.1075 |
1.0964 |
1.0707 |
|
R2 |
1.0872 |
1.0872 |
1.0688 |
|
R1 |
1.0761 |
1.0761 |
1.0670 |
1.0817 |
PP |
1.0669 |
1.0669 |
1.0669 |
1.0696 |
S1 |
1.0558 |
1.0558 |
1.0632 |
1.0614 |
S2 |
1.0466 |
1.0466 |
1.0614 |
|
S3 |
1.0263 |
1.0355 |
1.0595 |
|
S4 |
1.0060 |
1.0152 |
1.0539 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0779 |
1.0576 |
0.0203 |
1.9% |
0.0098 |
0.9% |
37% |
False |
True |
124,661 |
10 |
1.0923 |
1.0576 |
0.0347 |
3.3% |
0.0099 |
0.9% |
22% |
False |
True |
124,570 |
20 |
1.0923 |
1.0565 |
0.0358 |
3.4% |
0.0096 |
0.9% |
24% |
False |
False |
107,782 |
40 |
1.1225 |
1.0565 |
0.0660 |
6.2% |
0.0098 |
0.9% |
13% |
False |
False |
96,011 |
60 |
1.1350 |
1.0565 |
0.0785 |
7.4% |
0.0102 |
1.0% |
11% |
False |
False |
64,310 |
80 |
1.1350 |
1.0565 |
0.0785 |
7.4% |
0.0103 |
1.0% |
11% |
False |
False |
48,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1070 |
2.618 |
1.0916 |
1.618 |
1.0822 |
1.000 |
1.0764 |
0.618 |
1.0728 |
HIGH |
1.0670 |
0.618 |
1.0634 |
0.500 |
1.0623 |
0.382 |
1.0612 |
LOW |
1.0576 |
0.618 |
1.0518 |
1.000 |
1.0482 |
1.618 |
1.0424 |
2.618 |
1.0330 |
4.250 |
1.0177 |
|
|
Fisher Pivots for day following 30-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1.0642 |
1.0667 |
PP |
1.0632 |
1.0662 |
S1 |
1.0623 |
1.0656 |
|