CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0634 |
1.0638 |
0.0004 |
0.0% |
1.0877 |
| High |
1.0650 |
1.0779 |
0.0129 |
1.2% |
1.0923 |
| Low |
1.0601 |
1.0638 |
0.0037 |
0.3% |
1.0600 |
| Close |
1.0632 |
1.0744 |
0.0112 |
1.1% |
1.0639 |
| Range |
0.0049 |
0.0141 |
0.0092 |
187.8% |
0.0323 |
| ATR |
0.0096 |
0.0100 |
0.0004 |
3.8% |
0.0000 |
| Volume |
126,094 |
81,922 |
-44,172 |
-35.0% |
622,403 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1143 |
1.1085 |
1.0822 |
|
| R3 |
1.1002 |
1.0944 |
1.0783 |
|
| R2 |
1.0861 |
1.0861 |
1.0770 |
|
| R1 |
1.0803 |
1.0803 |
1.0757 |
1.0832 |
| PP |
1.0720 |
1.0720 |
1.0720 |
1.0735 |
| S1 |
1.0662 |
1.0662 |
1.0731 |
1.0691 |
| S2 |
1.0579 |
1.0579 |
1.0718 |
|
| S3 |
1.0438 |
1.0521 |
1.0705 |
|
| S4 |
1.0297 |
1.0380 |
1.0666 |
|
|
| 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 |
1.0788 |
1.0600 |
0.0188 |
1.7% |
0.0095 |
0.9% |
77% |
False |
False |
109,333 |
| 10 |
1.0923 |
1.0600 |
0.0323 |
3.0% |
0.0102 |
1.0% |
45% |
False |
False |
117,695 |
| 20 |
1.0923 |
1.0565 |
0.0358 |
3.3% |
0.0096 |
0.9% |
50% |
False |
False |
102,603 |
| 40 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0099 |
0.9% |
23% |
False |
False |
85,833 |
| 60 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0102 |
0.9% |
23% |
False |
False |
57,392 |
| 80 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0103 |
1.0% |
23% |
False |
False |
43,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1378 |
|
2.618 |
1.1148 |
|
1.618 |
1.1007 |
|
1.000 |
1.0920 |
|
0.618 |
1.0866 |
|
HIGH |
1.0779 |
|
0.618 |
1.0725 |
|
0.500 |
1.0709 |
|
0.382 |
1.0692 |
|
LOW |
1.0638 |
|
0.618 |
1.0551 |
|
1.000 |
1.0497 |
|
1.618 |
1.0410 |
|
2.618 |
1.0269 |
|
4.250 |
1.0039 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0732 |
1.0726 |
| PP |
1.0720 |
1.0708 |
| S1 |
1.0709 |
1.0690 |
|