CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0746 |
1.0877 |
0.0131 |
1.2% |
1.0742 |
| High |
1.0887 |
1.0923 |
0.0036 |
0.3% |
1.0887 |
| Low |
1.0742 |
1.0819 |
0.0077 |
0.7% |
1.0673 |
| Close |
1.0859 |
1.0825 |
-0.0034 |
-0.3% |
1.0859 |
| Range |
0.0145 |
0.0104 |
-0.0041 |
-28.3% |
0.0214 |
| ATR |
0.0099 |
0.0100 |
0.0000 |
0.3% |
0.0000 |
| Volume |
99,942 |
185,166 |
85,224 |
85.3% |
508,490 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1168 |
1.1100 |
1.0882 |
|
| R3 |
1.1064 |
1.0996 |
1.0854 |
|
| R2 |
1.0960 |
1.0960 |
1.0844 |
|
| R1 |
1.0892 |
1.0892 |
1.0835 |
1.0874 |
| PP |
1.0856 |
1.0856 |
1.0856 |
1.0847 |
| S1 |
1.0788 |
1.0788 |
1.0815 |
1.0770 |
| S2 |
1.0752 |
1.0752 |
1.0806 |
|
| S3 |
1.0648 |
1.0684 |
1.0796 |
|
| S4 |
1.0544 |
1.0580 |
1.0768 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1368 |
1.0977 |
|
| R3 |
1.1234 |
1.1154 |
1.0918 |
|
| R2 |
1.1020 |
1.1020 |
1.0898 |
|
| R1 |
1.0940 |
1.0940 |
1.0879 |
1.0980 |
| PP |
1.0806 |
1.0806 |
1.0806 |
1.0827 |
| S1 |
1.0726 |
1.0726 |
1.0839 |
1.0766 |
| S2 |
1.0592 |
1.0592 |
1.0820 |
|
| S3 |
1.0378 |
1.0512 |
1.0800 |
|
| S4 |
1.0164 |
1.0298 |
1.0741 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0923 |
1.0673 |
0.0250 |
2.3% |
0.0106 |
1.0% |
61% |
True |
False |
120,475 |
| 10 |
1.0923 |
1.0599 |
0.0324 |
3.0% |
0.0096 |
0.9% |
70% |
True |
False |
106,595 |
| 20 |
1.1139 |
1.0565 |
0.0574 |
5.3% |
0.0100 |
0.9% |
45% |
False |
False |
102,606 |
| 40 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0101 |
0.9% |
33% |
False |
False |
69,873 |
| 60 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0102 |
0.9% |
33% |
False |
False |
46,656 |
| 80 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0098 |
0.9% |
33% |
False |
False |
35,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1365 |
|
2.618 |
1.1195 |
|
1.618 |
1.1091 |
|
1.000 |
1.1027 |
|
0.618 |
1.0987 |
|
HIGH |
1.0923 |
|
0.618 |
1.0883 |
|
0.500 |
1.0871 |
|
0.382 |
1.0859 |
|
LOW |
1.0819 |
|
0.618 |
1.0755 |
|
1.000 |
1.0715 |
|
1.618 |
1.0651 |
|
2.618 |
1.0547 |
|
4.250 |
1.0377 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0871 |
1.0820 |
| PP |
1.0856 |
1.0815 |
| S1 |
1.0840 |
1.0810 |
|