CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 26-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0856 |
1.0792 |
-0.0064 |
-0.6% |
1.1057 |
| High |
1.0904 |
1.0838 |
-0.0066 |
-0.6% |
1.1139 |
| Low |
1.0762 |
1.0769 |
0.0007 |
0.1% |
1.0762 |
| Close |
1.0782 |
1.0813 |
0.0031 |
0.3% |
1.0813 |
| Range |
0.0142 |
0.0069 |
-0.0073 |
-51.4% |
0.0377 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
182,041 |
137,179 |
-44,862 |
-24.6% |
556,046 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1014 |
1.0982 |
1.0851 |
|
| R3 |
1.0945 |
1.0913 |
1.0832 |
|
| R2 |
1.0876 |
1.0876 |
1.0826 |
|
| R1 |
1.0844 |
1.0844 |
1.0819 |
1.0860 |
| PP |
1.0807 |
1.0807 |
1.0807 |
1.0815 |
| S1 |
1.0775 |
1.0775 |
1.0807 |
1.0791 |
| S2 |
1.0738 |
1.0738 |
1.0800 |
|
| S3 |
1.0669 |
1.0706 |
1.0794 |
|
| S4 |
1.0600 |
1.0637 |
1.0775 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2036 |
1.1801 |
1.1020 |
|
| R3 |
1.1659 |
1.1424 |
1.0917 |
|
| R2 |
1.1282 |
1.1282 |
1.0882 |
|
| R1 |
1.1047 |
1.1047 |
1.0848 |
1.0976 |
| PP |
1.0905 |
1.0905 |
1.0905 |
1.0869 |
| S1 |
1.0670 |
1.0670 |
1.0778 |
1.0599 |
| S2 |
1.0528 |
1.0528 |
1.0744 |
|
| S3 |
1.0151 |
1.0293 |
1.0709 |
|
| S4 |
0.9774 |
0.9916 |
1.0606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1139 |
1.0762 |
0.0377 |
3.5% |
0.0125 |
1.2% |
14% |
False |
False |
111,209 |
| 10 |
1.1148 |
1.0762 |
0.0386 |
3.6% |
0.0105 |
1.0% |
13% |
False |
False |
108,900 |
| 20 |
1.1350 |
1.0762 |
0.0588 |
5.4% |
0.0104 |
1.0% |
9% |
False |
False |
64,655 |
| 40 |
1.1350 |
1.0762 |
0.0588 |
5.4% |
0.0107 |
1.0% |
9% |
False |
False |
32,560 |
| 60 |
1.1350 |
1.0693 |
0.0657 |
6.1% |
0.0105 |
1.0% |
18% |
False |
False |
21,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1131 |
|
2.618 |
1.1019 |
|
1.618 |
1.0950 |
|
1.000 |
1.0907 |
|
0.618 |
1.0881 |
|
HIGH |
1.0838 |
|
0.618 |
1.0812 |
|
0.500 |
1.0804 |
|
0.382 |
1.0795 |
|
LOW |
1.0769 |
|
0.618 |
1.0726 |
|
1.000 |
1.0700 |
|
1.618 |
1.0657 |
|
2.618 |
1.0588 |
|
4.250 |
1.0476 |
|
|
| Fisher Pivots for day following 26-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0810 |
1.0918 |
| PP |
1.0807 |
1.0883 |
| S1 |
1.0804 |
1.0848 |
|