CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 23-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0754 |
1.0714 |
-0.0040 |
-0.4% |
1.0873 |
| High |
1.0794 |
1.0725 |
-0.0069 |
-0.6% |
1.0927 |
| Low |
1.0696 |
1.0613 |
-0.0083 |
-0.8% |
1.0613 |
| Close |
1.0725 |
1.0649 |
-0.0076 |
-0.7% |
1.0649 |
| Range |
0.0098 |
0.0112 |
0.0014 |
14.3% |
0.0314 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
2.2% |
0.0000 |
| Volume |
278 |
315 |
37 |
13.3% |
2,220 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0998 |
1.0936 |
1.0711 |
|
| R3 |
1.0886 |
1.0824 |
1.0680 |
|
| R2 |
1.0774 |
1.0774 |
1.0670 |
|
| R1 |
1.0712 |
1.0712 |
1.0659 |
1.0687 |
| PP |
1.0662 |
1.0662 |
1.0662 |
1.0650 |
| S1 |
1.0600 |
1.0600 |
1.0639 |
1.0575 |
| S2 |
1.0550 |
1.0550 |
1.0628 |
|
| S3 |
1.0438 |
1.0488 |
1.0618 |
|
| S4 |
1.0326 |
1.0376 |
1.0587 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1672 |
1.1474 |
1.0822 |
|
| R3 |
1.1358 |
1.1160 |
1.0735 |
|
| R2 |
1.1044 |
1.1044 |
1.0707 |
|
| R1 |
1.0846 |
1.0846 |
1.0678 |
1.0788 |
| PP |
1.0730 |
1.0730 |
1.0730 |
1.0701 |
| S1 |
1.0532 |
1.0532 |
1.0620 |
1.0474 |
| S2 |
1.0416 |
1.0416 |
1.0591 |
|
| S3 |
1.0102 |
1.0218 |
1.0563 |
|
| S4 |
0.9788 |
0.9904 |
1.0476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0927 |
1.0613 |
0.0314 |
2.9% |
0.0093 |
0.9% |
11% |
False |
True |
444 |
| 10 |
1.0927 |
1.0613 |
0.0314 |
2.9% |
0.0093 |
0.9% |
11% |
False |
True |
452 |
| 20 |
1.0927 |
1.0567 |
0.0360 |
3.4% |
0.0088 |
0.8% |
23% |
False |
False |
389 |
| 40 |
1.1319 |
1.0567 |
0.0752 |
7.1% |
0.0069 |
0.6% |
11% |
False |
False |
249 |
| 60 |
1.1319 |
1.0567 |
0.0752 |
7.1% |
0.0047 |
0.4% |
11% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1201 |
|
2.618 |
1.1018 |
|
1.618 |
1.0906 |
|
1.000 |
1.0837 |
|
0.618 |
1.0794 |
|
HIGH |
1.0725 |
|
0.618 |
1.0682 |
|
0.500 |
1.0669 |
|
0.382 |
1.0656 |
|
LOW |
1.0613 |
|
0.618 |
1.0544 |
|
1.000 |
1.0501 |
|
1.618 |
1.0432 |
|
2.618 |
1.0320 |
|
4.250 |
1.0137 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0669 |
1.0704 |
| PP |
1.0662 |
1.0685 |
| S1 |
1.0656 |
1.0667 |
|