CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0565 |
1.0604 |
0.0039 |
0.4% |
1.0821 |
| High |
1.0633 |
1.0681 |
0.0048 |
0.5% |
1.0859 |
| Low |
1.0565 |
1.0599 |
0.0034 |
0.3% |
1.0637 |
| Close |
1.0614 |
1.0653 |
0.0039 |
0.4% |
1.0662 |
| Range |
0.0068 |
0.0082 |
0.0014 |
20.6% |
0.0222 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
29,142 |
51,813 |
22,671 |
77.8% |
400,985 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0890 |
1.0854 |
1.0698 |
|
| R3 |
1.0808 |
1.0772 |
1.0676 |
|
| R2 |
1.0726 |
1.0726 |
1.0668 |
|
| R1 |
1.0690 |
1.0690 |
1.0661 |
1.0708 |
| PP |
1.0644 |
1.0644 |
1.0644 |
1.0654 |
| S1 |
1.0608 |
1.0608 |
1.0645 |
1.0626 |
| S2 |
1.0562 |
1.0562 |
1.0638 |
|
| S3 |
1.0480 |
1.0526 |
1.0630 |
|
| S4 |
1.0398 |
1.0444 |
1.0608 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1385 |
1.1246 |
1.0784 |
|
| R3 |
1.1163 |
1.1024 |
1.0723 |
|
| R2 |
1.0941 |
1.0941 |
1.0703 |
|
| R1 |
1.0802 |
1.0802 |
1.0682 |
1.0761 |
| PP |
1.0719 |
1.0719 |
1.0719 |
1.0699 |
| S1 |
1.0580 |
1.0580 |
1.0642 |
1.0539 |
| S2 |
1.0497 |
1.0497 |
1.0621 |
|
| S3 |
1.0275 |
1.0358 |
1.0601 |
|
| S4 |
1.0053 |
1.0136 |
1.0540 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0859 |
1.0565 |
0.0294 |
2.8% |
0.0089 |
0.8% |
30% |
False |
False |
78,534 |
| 10 |
1.1108 |
1.0565 |
0.0543 |
5.1% |
0.0101 |
0.9% |
16% |
False |
False |
96,129 |
| 20 |
1.1164 |
1.0565 |
0.0599 |
5.6% |
0.0096 |
0.9% |
15% |
False |
False |
87,241 |
| 40 |
1.1350 |
1.0565 |
0.0785 |
7.4% |
0.0098 |
0.9% |
11% |
False |
False |
44,589 |
| 60 |
1.1350 |
1.0565 |
0.0785 |
7.4% |
0.0104 |
1.0% |
11% |
False |
False |
29,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1030 |
|
2.618 |
1.0896 |
|
1.618 |
1.0814 |
|
1.000 |
1.0763 |
|
0.618 |
1.0732 |
|
HIGH |
1.0681 |
|
0.618 |
1.0650 |
|
0.500 |
1.0640 |
|
0.382 |
1.0630 |
|
LOW |
1.0599 |
|
0.618 |
1.0548 |
|
1.000 |
1.0517 |
|
1.618 |
1.0466 |
|
2.618 |
1.0384 |
|
4.250 |
1.0251 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0649 |
1.0650 |
| PP |
1.0644 |
1.0647 |
| S1 |
1.0640 |
1.0645 |
|