CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0873 |
1.0829 |
-0.0044 |
-0.4% |
1.0763 |
| High |
1.0927 |
1.0829 |
-0.0098 |
-0.9% |
1.0892 |
| Low |
1.0828 |
1.0723 |
-0.0105 |
-1.0% |
1.0684 |
| Close |
1.0834 |
1.0743 |
-0.0091 |
-0.8% |
1.0867 |
| Range |
0.0099 |
0.0106 |
0.0007 |
7.1% |
0.0208 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
2.2% |
0.0000 |
| Volume |
892 |
535 |
-357 |
-40.0% |
2,303 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1083 |
1.1019 |
1.0801 |
|
| R3 |
1.0977 |
1.0913 |
1.0772 |
|
| R2 |
1.0871 |
1.0871 |
1.0762 |
|
| R1 |
1.0807 |
1.0807 |
1.0753 |
1.0786 |
| PP |
1.0765 |
1.0765 |
1.0765 |
1.0755 |
| S1 |
1.0701 |
1.0701 |
1.0733 |
1.0680 |
| S2 |
1.0659 |
1.0659 |
1.0724 |
|
| S3 |
1.0553 |
1.0595 |
1.0714 |
|
| S4 |
1.0447 |
1.0489 |
1.0685 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1438 |
1.1361 |
1.0981 |
|
| R3 |
1.1230 |
1.1153 |
1.0924 |
|
| R2 |
1.1022 |
1.1022 |
1.0905 |
|
| R1 |
1.0945 |
1.0945 |
1.0886 |
1.0984 |
| PP |
1.0814 |
1.0814 |
1.0814 |
1.0834 |
| S1 |
1.0737 |
1.0737 |
1.0848 |
1.0776 |
| S2 |
1.0606 |
1.0606 |
1.0829 |
|
| S3 |
1.0398 |
1.0529 |
1.0810 |
|
| S4 |
1.0190 |
1.0321 |
1.0753 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1280 |
|
2.618 |
1.1107 |
|
1.618 |
1.1001 |
|
1.000 |
1.0935 |
|
0.618 |
1.0895 |
|
HIGH |
1.0829 |
|
0.618 |
1.0789 |
|
0.500 |
1.0776 |
|
0.382 |
1.0763 |
|
LOW |
1.0723 |
|
0.618 |
1.0657 |
|
1.000 |
1.0617 |
|
1.618 |
1.0551 |
|
2.618 |
1.0445 |
|
4.250 |
1.0273 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0776 |
1.0825 |
| PP |
1.0765 |
1.0798 |
| S1 |
1.0754 |
1.0770 |
|