CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 13-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0742 |
1.0735 |
-0.0007 |
-0.1% |
1.0565 |
| High |
1.0753 |
1.0807 |
0.0054 |
0.5% |
1.0777 |
| Low |
1.0687 |
1.0709 |
0.0022 |
0.2% |
1.0565 |
| Close |
1.0737 |
1.0738 |
0.0001 |
0.0% |
1.0727 |
| Range |
0.0066 |
0.0098 |
0.0032 |
48.5% |
0.0212 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
0.1% |
0.0000 |
| Volume |
91,277 |
70,676 |
-20,601 |
-22.6% |
401,443 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1045 |
1.0990 |
1.0792 |
|
| R3 |
1.0947 |
1.0892 |
1.0765 |
|
| R2 |
1.0849 |
1.0849 |
1.0756 |
|
| R1 |
1.0794 |
1.0794 |
1.0747 |
1.0822 |
| PP |
1.0751 |
1.0751 |
1.0751 |
1.0765 |
| S1 |
1.0696 |
1.0696 |
1.0729 |
1.0724 |
| S2 |
1.0653 |
1.0653 |
1.0720 |
|
| S3 |
1.0555 |
1.0598 |
1.0711 |
|
| S4 |
1.0457 |
1.0500 |
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 |
1.0807 |
1.0612 |
0.0195 |
1.8% |
0.0089 |
0.8% |
65% |
True |
False |
96,488 |
| 10 |
1.0859 |
1.0565 |
0.0294 |
2.7% |
0.0089 |
0.8% |
59% |
False |
False |
87,511 |
| 20 |
1.1148 |
1.0565 |
0.0583 |
5.4% |
0.0097 |
0.9% |
30% |
False |
False |
96,882 |
| 40 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0101 |
0.9% |
22% |
False |
False |
56,623 |
| 60 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0101 |
0.9% |
22% |
False |
False |
37,800 |
| 80 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0098 |
0.9% |
22% |
False |
False |
28,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1224 |
|
2.618 |
1.1064 |
|
1.618 |
1.0966 |
|
1.000 |
1.0905 |
|
0.618 |
1.0868 |
|
HIGH |
1.0807 |
|
0.618 |
1.0770 |
|
0.500 |
1.0758 |
|
0.382 |
1.0746 |
|
LOW |
1.0709 |
|
0.618 |
1.0648 |
|
1.000 |
1.0611 |
|
1.618 |
1.0550 |
|
2.618 |
1.0452 |
|
4.250 |
1.0293 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0758 |
1.0738 |
| PP |
1.0751 |
1.0737 |
| S1 |
1.0745 |
1.0737 |
|