CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 09-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0725 |
1.0710 |
-0.0015 |
-0.1% |
1.0565 |
| High |
1.0777 |
1.0745 |
-0.0032 |
-0.3% |
1.0777 |
| Low |
1.0701 |
1.0667 |
-0.0034 |
-0.3% |
1.0565 |
| Close |
1.0710 |
1.0727 |
0.0017 |
0.2% |
1.0727 |
| Range |
0.0076 |
0.0078 |
0.0002 |
2.6% |
0.0212 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
112,985 |
106,292 |
-6,693 |
-5.9% |
401,443 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0947 |
1.0915 |
1.0770 |
|
| R3 |
1.0869 |
1.0837 |
1.0748 |
|
| R2 |
1.0791 |
1.0791 |
1.0741 |
|
| R1 |
1.0759 |
1.0759 |
1.0734 |
1.0775 |
| PP |
1.0713 |
1.0713 |
1.0713 |
1.0721 |
| S1 |
1.0681 |
1.0681 |
1.0720 |
1.0697 |
| S2 |
1.0635 |
1.0635 |
1.0713 |
|
| S3 |
1.0557 |
1.0603 |
1.0706 |
|
| S4 |
1.0479 |
1.0525 |
1.0684 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1326 |
1.1238 |
1.0844 |
|
| R3 |
1.1114 |
1.1026 |
1.0785 |
|
| R2 |
1.0902 |
1.0902 |
1.0766 |
|
| R1 |
1.0814 |
1.0814 |
1.0746 |
1.0858 |
| PP |
1.0690 |
1.0690 |
1.0690 |
1.0712 |
| S1 |
1.0602 |
1.0602 |
1.0708 |
1.0646 |
| S2 |
1.0478 |
1.0478 |
1.0688 |
|
| S3 |
1.0266 |
1.0390 |
1.0669 |
|
| S4 |
1.0054 |
1.0178 |
1.0610 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0777 |
1.0565 |
0.0212 |
2.0% |
0.0086 |
0.8% |
76% |
False |
False |
80,288 |
| 10 |
1.0859 |
1.0565 |
0.0294 |
2.7% |
0.0085 |
0.8% |
55% |
False |
False |
93,960 |
| 20 |
1.1148 |
1.0565 |
0.0583 |
5.4% |
0.0097 |
0.9% |
28% |
False |
False |
97,797 |
| 40 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0101 |
0.9% |
21% |
False |
False |
52,587 |
| 60 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0102 |
0.9% |
21% |
False |
False |
35,105 |
| 80 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0097 |
0.9% |
21% |
False |
False |
26,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1077 |
|
2.618 |
1.0949 |
|
1.618 |
1.0871 |
|
1.000 |
1.0823 |
|
0.618 |
1.0793 |
|
HIGH |
1.0745 |
|
0.618 |
1.0715 |
|
0.500 |
1.0706 |
|
0.382 |
1.0697 |
|
LOW |
1.0667 |
|
0.618 |
1.0619 |
|
1.000 |
1.0589 |
|
1.618 |
1.0541 |
|
2.618 |
1.0463 |
|
4.250 |
1.0336 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0720 |
1.0716 |
| PP |
1.0713 |
1.0705 |
| S1 |
1.0706 |
1.0695 |
|