CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 01-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0778 |
1.0706 |
-0.0072 |
-0.7% |
1.1057 |
| High |
1.0786 |
1.0724 |
-0.0062 |
-0.6% |
1.1139 |
| Low |
1.0683 |
1.0637 |
-0.0046 |
-0.4% |
1.0762 |
| Close |
1.0703 |
1.0662 |
-0.0041 |
-0.4% |
1.0813 |
| Range |
0.0103 |
0.0087 |
-0.0016 |
-15.5% |
0.0377 |
| ATR |
0.0104 |
0.0102 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
96,187 |
151,553 |
55,366 |
57.6% |
556,046 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0935 |
1.0886 |
1.0710 |
|
| R3 |
1.0848 |
1.0799 |
1.0686 |
|
| R2 |
1.0761 |
1.0761 |
1.0678 |
|
| R1 |
1.0712 |
1.0712 |
1.0670 |
1.0693 |
| PP |
1.0674 |
1.0674 |
1.0674 |
1.0665 |
| S1 |
1.0625 |
1.0625 |
1.0654 |
1.0606 |
| S2 |
1.0587 |
1.0587 |
1.0646 |
|
| S3 |
1.0500 |
1.0538 |
1.0638 |
|
| S4 |
1.0413 |
1.0451 |
1.0614 |
|
|
| 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 |
1.0859 |
1.0637 |
0.0222 |
2.1% |
0.0083 |
0.8% |
11% |
False |
True |
107,632 |
| 10 |
1.1139 |
1.0637 |
0.0502 |
4.7% |
0.0103 |
1.0% |
5% |
False |
True |
108,299 |
| 20 |
1.1225 |
1.0637 |
0.0588 |
5.5% |
0.0100 |
0.9% |
4% |
False |
True |
84,240 |
| 40 |
1.1350 |
1.0637 |
0.0713 |
6.7% |
0.0105 |
1.0% |
4% |
False |
True |
42,574 |
| 60 |
1.1350 |
1.0637 |
0.0713 |
6.7% |
0.0105 |
1.0% |
4% |
False |
True |
28,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1094 |
|
2.618 |
1.0952 |
|
1.618 |
1.0865 |
|
1.000 |
1.0811 |
|
0.618 |
1.0778 |
|
HIGH |
1.0724 |
|
0.618 |
1.0691 |
|
0.500 |
1.0681 |
|
0.382 |
1.0670 |
|
LOW |
1.0637 |
|
0.618 |
1.0583 |
|
1.000 |
1.0550 |
|
1.618 |
1.0496 |
|
2.618 |
1.0409 |
|
4.250 |
1.0267 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0681 |
1.0748 |
| PP |
1.0674 |
1.0719 |
| S1 |
1.0668 |
1.0691 |
|