CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0741 |
1.0743 |
0.0002 |
0.0% |
1.0604 |
| High |
1.0810 |
1.0786 |
-0.0024 |
-0.2% |
1.0785 |
| Low |
1.0720 |
1.0684 |
-0.0036 |
-0.3% |
1.0589 |
| Close |
1.0746 |
1.0751 |
0.0005 |
0.0% |
1.0735 |
| Range |
0.0090 |
0.0102 |
0.0012 |
13.3% |
0.0196 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.1% |
0.0000 |
| Volume |
232 |
591 |
359 |
154.7% |
1,289 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.1001 |
1.0807 |
|
| R3 |
1.0944 |
1.0899 |
1.0779 |
|
| R2 |
1.0842 |
1.0842 |
1.0770 |
|
| R1 |
1.0797 |
1.0797 |
1.0760 |
1.0820 |
| PP |
1.0740 |
1.0740 |
1.0740 |
1.0752 |
| S1 |
1.0695 |
1.0695 |
1.0742 |
1.0718 |
| S2 |
1.0638 |
1.0638 |
1.0732 |
|
| S3 |
1.0536 |
1.0593 |
1.0723 |
|
| S4 |
1.0434 |
1.0491 |
1.0695 |
|
|
| 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 |
1.1220 |
|
2.618 |
1.1053 |
|
1.618 |
1.0951 |
|
1.000 |
1.0888 |
|
0.618 |
1.0849 |
|
HIGH |
1.0786 |
|
0.618 |
1.0747 |
|
0.500 |
1.0735 |
|
0.382 |
1.0723 |
|
LOW |
1.0684 |
|
0.618 |
1.0621 |
|
1.000 |
1.0582 |
|
1.618 |
1.0519 |
|
2.618 |
1.0417 |
|
4.250 |
1.0251 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0746 |
1.0750 |
| PP |
1.0740 |
1.0748 |
| S1 |
1.0735 |
1.0747 |
|