CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 30-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0821 |
1.0810 |
-0.0011 |
-0.1% |
1.1057 |
| High |
1.0834 |
1.0859 |
0.0025 |
0.2% |
1.1139 |
| Low |
1.0781 |
1.0754 |
-0.0027 |
-0.3% |
1.0762 |
| Close |
1.0809 |
1.0778 |
-0.0031 |
-0.3% |
1.0813 |
| Range |
0.0053 |
0.0105 |
0.0052 |
98.1% |
0.0377 |
| ATR |
0.0104 |
0.0104 |
0.0000 |
0.1% |
0.0000 |
| Volume |
89,269 |
63,976 |
-25,293 |
-28.3% |
556,046 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1112 |
1.1050 |
1.0836 |
|
| R3 |
1.1007 |
1.0945 |
1.0807 |
|
| R2 |
1.0902 |
1.0902 |
1.0797 |
|
| R1 |
1.0840 |
1.0840 |
1.0788 |
1.0819 |
| PP |
1.0797 |
1.0797 |
1.0797 |
1.0786 |
| S1 |
1.0735 |
1.0735 |
1.0768 |
1.0714 |
| S2 |
1.0692 |
1.0692 |
1.0759 |
|
| S3 |
1.0587 |
1.0630 |
1.0749 |
|
| S4 |
1.0482 |
1.0525 |
1.0720 |
|
|
| 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 |
1.1074 |
1.0754 |
0.0320 |
3.0% |
0.0123 |
1.1% |
8% |
False |
True |
108,445 |
| 10 |
1.1148 |
1.0754 |
0.0394 |
3.7% |
0.0105 |
1.0% |
6% |
False |
True |
105,536 |
| 20 |
1.1350 |
1.0754 |
0.0596 |
5.5% |
0.0102 |
1.0% |
4% |
False |
True |
72,191 |
| 40 |
1.1350 |
1.0754 |
0.0596 |
5.5% |
0.0105 |
1.0% |
4% |
False |
True |
36,384 |
| 60 |
1.1350 |
1.0693 |
0.0657 |
6.1% |
0.0105 |
1.0% |
13% |
False |
False |
24,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1305 |
|
2.618 |
1.1134 |
|
1.618 |
1.1029 |
|
1.000 |
1.0964 |
|
0.618 |
1.0924 |
|
HIGH |
1.0859 |
|
0.618 |
1.0819 |
|
0.500 |
1.0807 |
|
0.382 |
1.0794 |
|
LOW |
1.0754 |
|
0.618 |
1.0689 |
|
1.000 |
1.0649 |
|
1.618 |
1.0584 |
|
2.618 |
1.0479 |
|
4.250 |
1.0308 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0807 |
1.0807 |
| PP |
1.0797 |
1.0797 |
| S1 |
1.0788 |
1.0788 |
|