CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0735 |
1.0736 |
0.0001 |
0.0% |
1.0565 |
| High |
1.0807 |
1.0778 |
-0.0029 |
-0.3% |
1.0777 |
| Low |
1.0709 |
1.0673 |
-0.0036 |
-0.3% |
1.0565 |
| Close |
1.0738 |
1.0742 |
0.0004 |
0.0% |
1.0727 |
| Range |
0.0098 |
0.0105 |
0.0007 |
7.1% |
0.0212 |
| ATR |
0.0097 |
0.0097 |
0.0001 |
0.6% |
0.0000 |
| Volume |
70,676 |
125,094 |
54,418 |
77.0% |
401,443 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.0999 |
1.0800 |
|
| R3 |
1.0941 |
1.0894 |
1.0771 |
|
| R2 |
1.0836 |
1.0836 |
1.0761 |
|
| R1 |
1.0789 |
1.0789 |
1.0752 |
1.0813 |
| PP |
1.0731 |
1.0731 |
1.0731 |
1.0743 |
| S1 |
1.0684 |
1.0684 |
1.0732 |
1.0708 |
| S2 |
1.0626 |
1.0626 |
1.0723 |
|
| S3 |
1.0521 |
1.0579 |
1.0713 |
|
| S4 |
1.0416 |
1.0474 |
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 |
1.0667 |
0.0140 |
1.3% |
0.0085 |
0.8% |
54% |
False |
False |
101,264 |
| 10 |
1.0807 |
1.0565 |
0.0242 |
2.3% |
0.0089 |
0.8% |
73% |
False |
False |
93,623 |
| 20 |
1.1148 |
1.0565 |
0.0583 |
5.4% |
0.0097 |
0.9% |
30% |
False |
False |
99,579 |
| 40 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0102 |
0.9% |
23% |
False |
False |
59,734 |
| 60 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0102 |
1.0% |
23% |
False |
False |
39,884 |
| 80 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0099 |
0.9% |
23% |
False |
False |
29,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1224 |
|
2.618 |
1.1053 |
|
1.618 |
1.0948 |
|
1.000 |
1.0883 |
|
0.618 |
1.0843 |
|
HIGH |
1.0778 |
|
0.618 |
1.0738 |
|
0.500 |
1.0726 |
|
0.382 |
1.0713 |
|
LOW |
1.0673 |
|
0.618 |
1.0608 |
|
1.000 |
1.0568 |
|
1.618 |
1.0503 |
|
2.618 |
1.0398 |
|
4.250 |
1.0227 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0737 |
1.0741 |
| PP |
1.0731 |
1.0741 |
| S1 |
1.0726 |
1.0740 |
|