CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 12-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0710 |
1.0742 |
0.0032 |
0.3% |
1.0565 |
| High |
1.0745 |
1.0753 |
0.0008 |
0.1% |
1.0777 |
| Low |
1.0667 |
1.0687 |
0.0020 |
0.2% |
1.0565 |
| Close |
1.0727 |
1.0737 |
0.0010 |
0.1% |
1.0727 |
| Range |
0.0078 |
0.0066 |
-0.0012 |
-15.4% |
0.0212 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
106,292 |
91,277 |
-15,015 |
-14.1% |
401,443 |
|
| Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0924 |
1.0896 |
1.0773 |
|
| R3 |
1.0858 |
1.0830 |
1.0755 |
|
| R2 |
1.0792 |
1.0792 |
1.0749 |
|
| R1 |
1.0764 |
1.0764 |
1.0743 |
1.0745 |
| PP |
1.0726 |
1.0726 |
1.0726 |
1.0716 |
| S1 |
1.0698 |
1.0698 |
1.0731 |
1.0679 |
| S2 |
1.0660 |
1.0660 |
1.0725 |
|
| S3 |
1.0594 |
1.0632 |
1.0719 |
|
| S4 |
1.0528 |
1.0566 |
1.0701 |
|
|
| 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 |
1.0599 |
0.0178 |
1.7% |
0.0086 |
0.8% |
78% |
False |
False |
92,715 |
| 10 |
1.0859 |
1.0565 |
0.0294 |
2.7% |
0.0085 |
0.8% |
59% |
False |
False |
89,370 |
| 20 |
1.1148 |
1.0565 |
0.0583 |
5.4% |
0.0095 |
0.9% |
30% |
False |
False |
99,135 |
| 40 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0101 |
0.9% |
22% |
False |
False |
54,863 |
| 60 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0102 |
0.9% |
22% |
False |
False |
36,624 |
| 80 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0098 |
0.9% |
22% |
False |
False |
27,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1034 |
|
2.618 |
1.0926 |
|
1.618 |
1.0860 |
|
1.000 |
1.0819 |
|
0.618 |
1.0794 |
|
HIGH |
1.0753 |
|
0.618 |
1.0728 |
|
0.500 |
1.0720 |
|
0.382 |
1.0712 |
|
LOW |
1.0687 |
|
0.618 |
1.0646 |
|
1.000 |
1.0621 |
|
1.618 |
1.0580 |
|
2.618 |
1.0514 |
|
4.250 |
1.0407 |
|
|
| Fisher Pivots for day following 12-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0731 |
1.0732 |
| PP |
1.0726 |
1.0727 |
| S1 |
1.0720 |
1.0722 |
|