CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 23-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0738 |
1.0706 |
-0.0032 |
-0.3% |
1.0877 |
| High |
1.0788 |
1.0720 |
-0.0068 |
-0.6% |
1.0923 |
| Low |
1.0685 |
1.0600 |
-0.0085 |
-0.8% |
1.0600 |
| Close |
1.0716 |
1.0639 |
-0.0077 |
-0.7% |
1.0639 |
| Range |
0.0103 |
0.0120 |
0.0017 |
16.5% |
0.0323 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
1.6% |
0.0000 |
| Volume |
91,010 |
151,444 |
60,434 |
66.4% |
622,403 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1013 |
1.0946 |
1.0705 |
|
| R3 |
1.0893 |
1.0826 |
1.0672 |
|
| R2 |
1.0773 |
1.0773 |
1.0661 |
|
| R1 |
1.0706 |
1.0706 |
1.0650 |
1.0680 |
| PP |
1.0653 |
1.0653 |
1.0653 |
1.0640 |
| S1 |
1.0586 |
1.0586 |
1.0628 |
1.0560 |
| S2 |
1.0533 |
1.0533 |
1.0617 |
|
| S3 |
1.0413 |
1.0466 |
1.0606 |
|
| S4 |
1.0293 |
1.0346 |
1.0573 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1690 |
1.1487 |
1.0817 |
|
| R3 |
1.1367 |
1.1164 |
1.0728 |
|
| R2 |
1.1044 |
1.1044 |
1.0698 |
|
| R1 |
1.0841 |
1.0841 |
1.0669 |
1.0781 |
| PP |
1.0721 |
1.0721 |
1.0721 |
1.0691 |
| S1 |
1.0518 |
1.0518 |
1.0609 |
1.0458 |
| S2 |
1.0398 |
1.0398 |
1.0580 |
|
| S3 |
1.0075 |
1.0195 |
1.0550 |
|
| S4 |
0.9752 |
0.9872 |
1.0461 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0923 |
1.0600 |
0.0323 |
3.0% |
0.0101 |
0.9% |
12% |
False |
True |
124,480 |
| 10 |
1.0923 |
1.0600 |
0.0323 |
3.0% |
0.0100 |
0.9% |
12% |
False |
True |
113,089 |
| 20 |
1.0923 |
1.0565 |
0.0358 |
3.4% |
0.0092 |
0.9% |
21% |
False |
False |
103,525 |
| 40 |
1.1350 |
1.0565 |
0.0785 |
7.4% |
0.0098 |
0.9% |
9% |
False |
False |
80,705 |
| 60 |
1.1350 |
1.0565 |
0.0785 |
7.4% |
0.0103 |
1.0% |
9% |
False |
False |
53,934 |
| 80 |
1.1350 |
1.0565 |
0.0785 |
7.4% |
0.0102 |
1.0% |
9% |
False |
False |
40,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1230 |
|
2.618 |
1.1034 |
|
1.618 |
1.0914 |
|
1.000 |
1.0840 |
|
0.618 |
1.0794 |
|
HIGH |
1.0720 |
|
0.618 |
1.0674 |
|
0.500 |
1.0660 |
|
0.382 |
1.0646 |
|
LOW |
1.0600 |
|
0.618 |
1.0526 |
|
1.000 |
1.0480 |
|
1.618 |
1.0406 |
|
2.618 |
1.0286 |
|
4.250 |
1.0090 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0660 |
1.0694 |
| PP |
1.0653 |
1.0676 |
| S1 |
1.0646 |
1.0657 |
|