CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 26-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0706 |
1.0634 |
-0.0072 |
-0.7% |
1.0877 |
| High |
1.0720 |
1.0650 |
-0.0070 |
-0.7% |
1.0923 |
| Low |
1.0600 |
1.0601 |
0.0001 |
0.0% |
1.0600 |
| Close |
1.0639 |
1.0632 |
-0.0007 |
-0.1% |
1.0639 |
| Range |
0.0120 |
0.0049 |
-0.0071 |
-59.2% |
0.0323 |
| ATR |
0.0100 |
0.0096 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
151,444 |
126,094 |
-25,350 |
-16.7% |
622,403 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0775 |
1.0752 |
1.0659 |
|
| R3 |
1.0726 |
1.0703 |
1.0645 |
|
| R2 |
1.0677 |
1.0677 |
1.0641 |
|
| R1 |
1.0654 |
1.0654 |
1.0636 |
1.0641 |
| PP |
1.0628 |
1.0628 |
1.0628 |
1.0621 |
| S1 |
1.0605 |
1.0605 |
1.0628 |
1.0592 |
| S2 |
1.0579 |
1.0579 |
1.0623 |
|
| S3 |
1.0530 |
1.0556 |
1.0619 |
|
| S4 |
1.0481 |
1.0507 |
1.0605 |
|
|
| 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 |
1.0828 |
1.0600 |
0.0228 |
2.1% |
0.0090 |
0.8% |
14% |
False |
False |
112,666 |
| 10 |
1.0923 |
1.0600 |
0.0323 |
3.0% |
0.0098 |
0.9% |
10% |
False |
False |
116,571 |
| 20 |
1.0923 |
1.0565 |
0.0358 |
3.4% |
0.0091 |
0.9% |
19% |
False |
False |
102,970 |
| 40 |
1.1350 |
1.0565 |
0.0785 |
7.4% |
0.0097 |
0.9% |
9% |
False |
False |
83,812 |
| 60 |
1.1350 |
1.0565 |
0.0785 |
7.4% |
0.0102 |
1.0% |
9% |
False |
False |
56,030 |
| 80 |
1.1350 |
1.0565 |
0.0785 |
7.4% |
0.0102 |
1.0% |
9% |
False |
False |
42,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0858 |
|
2.618 |
1.0778 |
|
1.618 |
1.0729 |
|
1.000 |
1.0699 |
|
0.618 |
1.0680 |
|
HIGH |
1.0650 |
|
0.618 |
1.0631 |
|
0.500 |
1.0626 |
|
0.382 |
1.0620 |
|
LOW |
1.0601 |
|
0.618 |
1.0571 |
|
1.000 |
1.0552 |
|
1.618 |
1.0522 |
|
2.618 |
1.0473 |
|
4.250 |
1.0393 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0630 |
1.0694 |
| PP |
1.0628 |
1.0673 |
| S1 |
1.0626 |
1.0653 |
|