CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 09-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0730 |
1.0717 |
-0.0013 |
-0.1% |
1.0604 |
| High |
1.0785 |
1.0750 |
-0.0035 |
-0.3% |
1.0785 |
| Low |
1.0714 |
1.0679 |
-0.0035 |
-0.3% |
1.0589 |
| Close |
1.0718 |
1.0735 |
0.0017 |
0.2% |
1.0735 |
| Range |
0.0071 |
0.0071 |
0.0000 |
0.0% |
0.0196 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
234 |
433 |
199 |
85.0% |
1,289 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0934 |
1.0906 |
1.0774 |
|
| R3 |
1.0863 |
1.0835 |
1.0755 |
|
| R2 |
1.0792 |
1.0792 |
1.0748 |
|
| R1 |
1.0764 |
1.0764 |
1.0742 |
1.0778 |
| PP |
1.0721 |
1.0721 |
1.0721 |
1.0729 |
| S1 |
1.0693 |
1.0693 |
1.0728 |
1.0707 |
| S2 |
1.0650 |
1.0650 |
1.0722 |
|
| S3 |
1.0579 |
1.0622 |
1.0715 |
|
| S4 |
1.0508 |
1.0551 |
1.0696 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1291 |
1.1209 |
1.0843 |
|
| R3 |
1.1095 |
1.1013 |
1.0789 |
|
| R2 |
1.0899 |
1.0899 |
1.0771 |
|
| R1 |
1.0817 |
1.0817 |
1.0753 |
1.0858 |
| PP |
1.0703 |
1.0703 |
1.0703 |
1.0724 |
| S1 |
1.0621 |
1.0621 |
1.0717 |
1.0662 |
| S2 |
1.0507 |
1.0507 |
1.0699 |
|
| S3 |
1.0311 |
1.0425 |
1.0681 |
|
| S4 |
1.0115 |
1.0229 |
1.0627 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1052 |
|
2.618 |
1.0936 |
|
1.618 |
1.0865 |
|
1.000 |
1.0821 |
|
0.618 |
1.0794 |
|
HIGH |
1.0750 |
|
0.618 |
1.0723 |
|
0.500 |
1.0715 |
|
0.382 |
1.0706 |
|
LOW |
1.0679 |
|
0.618 |
1.0635 |
|
1.000 |
1.0608 |
|
1.618 |
1.0564 |
|
2.618 |
1.0493 |
|
4.250 |
1.0377 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0728 |
1.0725 |
| PP |
1.0721 |
1.0714 |
| S1 |
1.0715 |
1.0704 |
|