CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0810 |
1.0778 |
-0.0032 |
-0.3% |
1.1057 |
| High |
1.0859 |
1.0786 |
-0.0073 |
-0.7% |
1.1139 |
| Low |
1.0754 |
1.0683 |
-0.0071 |
-0.7% |
1.0762 |
| Close |
1.0778 |
1.0703 |
-0.0075 |
-0.7% |
1.0813 |
| Range |
0.0105 |
0.0103 |
-0.0002 |
-1.9% |
0.0377 |
| ATR |
0.0104 |
0.0104 |
0.0000 |
0.0% |
0.0000 |
| Volume |
63,976 |
96,187 |
32,211 |
50.3% |
556,046 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1033 |
1.0971 |
1.0760 |
|
| R3 |
1.0930 |
1.0868 |
1.0731 |
|
| R2 |
1.0827 |
1.0827 |
1.0722 |
|
| R1 |
1.0765 |
1.0765 |
1.0712 |
1.0745 |
| PP |
1.0724 |
1.0724 |
1.0724 |
1.0714 |
| S1 |
1.0662 |
1.0662 |
1.0694 |
1.0642 |
| S2 |
1.0621 |
1.0621 |
1.0684 |
|
| S3 |
1.0518 |
1.0559 |
1.0675 |
|
| S4 |
1.0415 |
1.0456 |
1.0646 |
|
|
| 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 |
1.0904 |
1.0683 |
0.0221 |
2.1% |
0.0094 |
0.9% |
9% |
False |
True |
113,730 |
| 10 |
1.1148 |
1.0683 |
0.0465 |
4.3% |
0.0107 |
1.0% |
4% |
False |
True |
102,650 |
| 20 |
1.1350 |
1.0683 |
0.0667 |
6.2% |
0.0103 |
1.0% |
3% |
False |
True |
76,866 |
| 40 |
1.1350 |
1.0683 |
0.0667 |
6.2% |
0.0106 |
1.0% |
3% |
False |
True |
38,786 |
| 60 |
1.1350 |
1.0683 |
0.0667 |
6.2% |
0.0106 |
1.0% |
3% |
False |
True |
25,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1224 |
|
2.618 |
1.1056 |
|
1.618 |
1.0953 |
|
1.000 |
1.0889 |
|
0.618 |
1.0850 |
|
HIGH |
1.0786 |
|
0.618 |
1.0747 |
|
0.500 |
1.0735 |
|
0.382 |
1.0722 |
|
LOW |
1.0683 |
|
0.618 |
1.0619 |
|
1.000 |
1.0580 |
|
1.618 |
1.0516 |
|
2.618 |
1.0413 |
|
4.250 |
1.0245 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0735 |
1.0771 |
| PP |
1.0724 |
1.0748 |
| S1 |
1.0714 |
1.0726 |
|