CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 08-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0694 |
1.0730 |
0.0036 |
0.3% |
1.0829 |
| High |
1.0748 |
1.0785 |
0.0037 |
0.3% |
1.0862 |
| Low |
1.0623 |
1.0714 |
0.0091 |
0.9% |
1.0567 |
| Close |
1.0736 |
1.0718 |
-0.0018 |
-0.2% |
1.0575 |
| Range |
0.0125 |
0.0071 |
-0.0054 |
-43.2% |
0.0295 |
| ATR |
0.0080 |
0.0080 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
243 |
234 |
-9 |
-3.7% |
1,970 |
|
| Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0952 |
1.0906 |
1.0757 |
|
| R3 |
1.0881 |
1.0835 |
1.0738 |
|
| R2 |
1.0810 |
1.0810 |
1.0731 |
|
| R1 |
1.0764 |
1.0764 |
1.0725 |
1.0752 |
| PP |
1.0739 |
1.0739 |
1.0739 |
1.0733 |
| S1 |
1.0693 |
1.0693 |
1.0711 |
1.0681 |
| S2 |
1.0668 |
1.0668 |
1.0705 |
|
| S3 |
1.0597 |
1.0622 |
1.0698 |
|
| S4 |
1.0526 |
1.0551 |
1.0679 |
|
|
| 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 |
1.1087 |
|
2.618 |
1.0971 |
|
1.618 |
1.0900 |
|
1.000 |
1.0856 |
|
0.618 |
1.0829 |
|
HIGH |
1.0785 |
|
0.618 |
1.0758 |
|
0.500 |
1.0750 |
|
0.382 |
1.0741 |
|
LOW |
1.0714 |
|
0.618 |
1.0670 |
|
1.000 |
1.0643 |
|
1.618 |
1.0599 |
|
2.618 |
1.0528 |
|
4.250 |
1.0412 |
|
|
| Fisher Pivots for day following 08-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0750 |
1.0712 |
| PP |
1.0739 |
1.0706 |
| S1 |
1.0729 |
1.0700 |
|