CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0877 |
1.0825 |
-0.0052 |
-0.5% |
1.0742 |
| High |
1.0923 |
1.0828 |
-0.0095 |
-0.9% |
1.0887 |
| Low |
1.0819 |
1.0711 |
-0.0108 |
-1.0% |
1.0673 |
| Close |
1.0825 |
1.0734 |
-0.0091 |
-0.8% |
1.0859 |
| Range |
0.0104 |
0.0117 |
0.0013 |
12.5% |
0.0214 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
1.2% |
0.0000 |
| Volume |
185,166 |
98,585 |
-86,581 |
-46.8% |
508,490 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1109 |
1.1038 |
1.0798 |
|
| R3 |
1.0992 |
1.0921 |
1.0766 |
|
| R2 |
1.0875 |
1.0875 |
1.0755 |
|
| R1 |
1.0804 |
1.0804 |
1.0745 |
1.0781 |
| PP |
1.0758 |
1.0758 |
1.0758 |
1.0746 |
| S1 |
1.0687 |
1.0687 |
1.0723 |
1.0664 |
| S2 |
1.0641 |
1.0641 |
1.0713 |
|
| S3 |
1.0524 |
1.0570 |
1.0702 |
|
| S4 |
1.0407 |
1.0453 |
1.0670 |
|
|
| 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% |
0.0110 |
1.0% |
24% |
False |
False |
126,057 |
| 10 |
1.0923 |
1.0612 |
0.0311 |
2.9% |
0.0099 |
0.9% |
39% |
False |
False |
111,272 |
| 20 |
1.1108 |
1.0565 |
0.0543 |
5.1% |
0.0100 |
0.9% |
31% |
False |
False |
103,701 |
| 40 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0102 |
0.9% |
22% |
False |
False |
72,329 |
| 60 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0103 |
1.0% |
22% |
False |
False |
48,297 |
| 80 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0099 |
0.9% |
22% |
False |
False |
36,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1325 |
|
2.618 |
1.1134 |
|
1.618 |
1.1017 |
|
1.000 |
1.0945 |
|
0.618 |
1.0900 |
|
HIGH |
1.0828 |
|
0.618 |
1.0783 |
|
0.500 |
1.0770 |
|
0.382 |
1.0756 |
|
LOW |
1.0711 |
|
0.618 |
1.0639 |
|
1.000 |
1.0594 |
|
1.618 |
1.0522 |
|
2.618 |
1.0405 |
|
4.250 |
1.0214 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0770 |
1.0817 |
| PP |
1.0758 |
1.0789 |
| S1 |
1.0746 |
1.0762 |
|