CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0792 |
1.0821 |
0.0029 |
0.3% |
1.1057 |
| High |
1.0838 |
1.0834 |
-0.0004 |
0.0% |
1.1139 |
| Low |
1.0769 |
1.0781 |
0.0012 |
0.1% |
1.0762 |
| Close |
1.0813 |
1.0809 |
-0.0004 |
0.0% |
1.0813 |
| Range |
0.0069 |
0.0053 |
-0.0016 |
-23.2% |
0.0377 |
| ATR |
0.0107 |
0.0104 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
137,179 |
89,269 |
-47,910 |
-34.9% |
556,046 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0967 |
1.0941 |
1.0838 |
|
| R3 |
1.0914 |
1.0888 |
1.0824 |
|
| R2 |
1.0861 |
1.0861 |
1.0819 |
|
| R1 |
1.0835 |
1.0835 |
1.0814 |
1.0822 |
| PP |
1.0808 |
1.0808 |
1.0808 |
1.0801 |
| S1 |
1.0782 |
1.0782 |
1.0804 |
1.0769 |
| S2 |
1.0755 |
1.0755 |
1.0799 |
|
| S3 |
1.0702 |
1.0729 |
1.0794 |
|
| S4 |
1.0649 |
1.0676 |
1.0780 |
|
|
| 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 |
1.1108 |
1.0762 |
0.0346 |
3.2% |
0.0112 |
1.0% |
14% |
False |
False |
113,724 |
| 10 |
1.1148 |
1.0762 |
0.0386 |
3.6% |
0.0104 |
1.0% |
12% |
False |
False |
106,254 |
| 20 |
1.1350 |
1.0762 |
0.0588 |
5.4% |
0.0102 |
0.9% |
8% |
False |
False |
69,062 |
| 40 |
1.1350 |
1.0762 |
0.0588 |
5.4% |
0.0105 |
1.0% |
8% |
False |
False |
34,787 |
| 60 |
1.1350 |
1.0693 |
0.0657 |
6.1% |
0.0105 |
1.0% |
18% |
False |
False |
23,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1059 |
|
2.618 |
1.0973 |
|
1.618 |
1.0920 |
|
1.000 |
1.0887 |
|
0.618 |
1.0867 |
|
HIGH |
1.0834 |
|
0.618 |
1.0814 |
|
0.500 |
1.0808 |
|
0.382 |
1.0801 |
|
LOW |
1.0781 |
|
0.618 |
1.0748 |
|
1.000 |
1.0728 |
|
1.618 |
1.0695 |
|
2.618 |
1.0642 |
|
4.250 |
1.0556 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0809 |
1.0833 |
| PP |
1.0808 |
1.0825 |
| S1 |
1.0808 |
1.0817 |
|