CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0825 |
1.0734 |
-0.0091 |
-0.8% |
1.0742 |
| High |
1.0828 |
1.0765 |
-0.0063 |
-0.6% |
1.0887 |
| Low |
1.0711 |
1.0705 |
-0.0006 |
-0.1% |
1.0673 |
| Close |
1.0734 |
1.0753 |
0.0019 |
0.2% |
1.0859 |
| Range |
0.0117 |
0.0060 |
-0.0057 |
-48.7% |
0.0214 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
98,585 |
96,198 |
-2,387 |
-2.4% |
508,490 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0921 |
1.0897 |
1.0786 |
|
| R3 |
1.0861 |
1.0837 |
1.0770 |
|
| R2 |
1.0801 |
1.0801 |
1.0764 |
|
| R1 |
1.0777 |
1.0777 |
1.0759 |
1.0789 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0747 |
| S1 |
1.0717 |
1.0717 |
1.0748 |
1.0729 |
| S2 |
1.0681 |
1.0681 |
1.0742 |
|
| S3 |
1.0621 |
1.0657 |
1.0737 |
|
| S4 |
1.0561 |
1.0597 |
1.0720 |
|
|
| 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 |
1.0697 |
0.0226 |
2.1% |
0.0101 |
0.9% |
25% |
False |
False |
120,278 |
| 10 |
1.0923 |
1.0667 |
0.0256 |
2.4% |
0.0093 |
0.9% |
34% |
False |
False |
110,771 |
| 20 |
1.1074 |
1.0565 |
0.0509 |
4.7% |
0.0101 |
0.9% |
37% |
False |
False |
103,992 |
| 40 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0099 |
0.9% |
24% |
False |
False |
74,727 |
| 60 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0103 |
1.0% |
24% |
False |
False |
49,897 |
| 80 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0100 |
0.9% |
24% |
False |
False |
37,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1020 |
|
2.618 |
1.0922 |
|
1.618 |
1.0862 |
|
1.000 |
1.0825 |
|
0.618 |
1.0802 |
|
HIGH |
1.0765 |
|
0.618 |
1.0742 |
|
0.500 |
1.0735 |
|
0.382 |
1.0728 |
|
LOW |
1.0705 |
|
0.618 |
1.0668 |
|
1.000 |
1.0645 |
|
1.618 |
1.0608 |
|
2.618 |
1.0548 |
|
4.250 |
1.0450 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0747 |
1.0814 |
| PP |
1.0741 |
1.0794 |
| S1 |
1.0735 |
1.0773 |
|