CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 07-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0614 |
1.0694 |
0.0080 |
0.8% |
1.0829 |
| High |
1.0688 |
1.0748 |
0.0060 |
0.6% |
1.0862 |
| Low |
1.0614 |
1.0623 |
0.0009 |
0.1% |
1.0567 |
| Close |
1.0662 |
1.0736 |
0.0074 |
0.7% |
1.0575 |
| Range |
0.0074 |
0.0125 |
0.0051 |
68.9% |
0.0295 |
| ATR |
0.0077 |
0.0080 |
0.0003 |
4.4% |
0.0000 |
| Volume |
63 |
243 |
180 |
285.7% |
1,970 |
|
| Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1077 |
1.1032 |
1.0805 |
|
| R3 |
1.0952 |
1.0907 |
1.0770 |
|
| R2 |
1.0827 |
1.0827 |
1.0759 |
|
| R1 |
1.0782 |
1.0782 |
1.0747 |
1.0805 |
| PP |
1.0702 |
1.0702 |
1.0702 |
1.0714 |
| S1 |
1.0657 |
1.0657 |
1.0725 |
1.0680 |
| S2 |
1.0577 |
1.0577 |
1.0713 |
|
| S3 |
1.0452 |
1.0532 |
1.0702 |
|
| S4 |
1.0327 |
1.0407 |
1.0667 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1553 |
1.1359 |
1.0737 |
|
| R3 |
1.1258 |
1.1064 |
1.0656 |
|
| R2 |
1.0963 |
1.0963 |
1.0629 |
|
| R1 |
1.0769 |
1.0769 |
1.0602 |
1.0719 |
| PP |
1.0668 |
1.0668 |
1.0668 |
1.0643 |
| S1 |
1.0474 |
1.0474 |
1.0548 |
1.0424 |
| S2 |
1.0373 |
1.0373 |
1.0521 |
|
| S3 |
1.0078 |
1.0179 |
1.0494 |
|
| S4 |
0.9783 |
0.9884 |
1.0413 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1279 |
|
2.618 |
1.1075 |
|
1.618 |
1.0950 |
|
1.000 |
1.0873 |
|
0.618 |
1.0825 |
|
HIGH |
1.0748 |
|
0.618 |
1.0700 |
|
0.500 |
1.0686 |
|
0.382 |
1.0671 |
|
LOW |
1.0623 |
|
0.618 |
1.0546 |
|
1.000 |
1.0498 |
|
1.618 |
1.0421 |
|
2.618 |
1.0296 |
|
4.250 |
1.0092 |
|
|
| Fisher Pivots for day following 07-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0719 |
1.0714 |
| PP |
1.0702 |
1.0691 |
| S1 |
1.0686 |
1.0669 |
|