CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0829 |
1.0746 |
-0.0083 |
-0.8% |
1.0763 |
| High |
1.0829 |
1.0773 |
-0.0056 |
-0.5% |
1.0892 |
| Low |
1.0723 |
1.0724 |
0.0001 |
0.0% |
1.0684 |
| Close |
1.0743 |
1.0762 |
0.0019 |
0.2% |
1.0867 |
| Range |
0.0106 |
0.0049 |
-0.0057 |
-53.8% |
0.0208 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
535 |
200 |
-335 |
-62.6% |
2,303 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0900 |
1.0880 |
1.0789 |
|
| R3 |
1.0851 |
1.0831 |
1.0775 |
|
| R2 |
1.0802 |
1.0802 |
1.0771 |
|
| R1 |
1.0782 |
1.0782 |
1.0766 |
1.0792 |
| PP |
1.0753 |
1.0753 |
1.0753 |
1.0758 |
| S1 |
1.0733 |
1.0733 |
1.0758 |
1.0743 |
| S2 |
1.0704 |
1.0704 |
1.0753 |
|
| S3 |
1.0655 |
1.0684 |
1.0749 |
|
| S4 |
1.0606 |
1.0635 |
1.0735 |
|
|
| 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 |
1.0981 |
|
2.618 |
1.0901 |
|
1.618 |
1.0852 |
|
1.000 |
1.0822 |
|
0.618 |
1.0803 |
|
HIGH |
1.0773 |
|
0.618 |
1.0754 |
|
0.500 |
1.0749 |
|
0.382 |
1.0743 |
|
LOW |
1.0724 |
|
0.618 |
1.0694 |
|
1.000 |
1.0675 |
|
1.618 |
1.0645 |
|
2.618 |
1.0596 |
|
4.250 |
1.0516 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0758 |
1.0825 |
| PP |
1.0753 |
1.0804 |
| S1 |
1.0749 |
1.0783 |
|