CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 26-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0714 |
1.0634 |
-0.0080 |
-0.7% |
1.0873 |
| High |
1.0725 |
1.0656 |
-0.0069 |
-0.6% |
1.0927 |
| Low |
1.0613 |
1.0611 |
-0.0002 |
0.0% |
1.0613 |
| Close |
1.0649 |
1.0642 |
-0.0007 |
-0.1% |
1.0649 |
| Range |
0.0112 |
0.0045 |
-0.0067 |
-59.8% |
0.0314 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
315 |
261 |
-54 |
-17.1% |
2,220 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0771 |
1.0752 |
1.0667 |
|
| R3 |
1.0726 |
1.0707 |
1.0654 |
|
| R2 |
1.0681 |
1.0681 |
1.0650 |
|
| R1 |
1.0662 |
1.0662 |
1.0646 |
1.0672 |
| PP |
1.0636 |
1.0636 |
1.0636 |
1.0641 |
| S1 |
1.0617 |
1.0617 |
1.0638 |
1.0627 |
| S2 |
1.0591 |
1.0591 |
1.0634 |
|
| S3 |
1.0546 |
1.0572 |
1.0630 |
|
| S4 |
1.0501 |
1.0527 |
1.0617 |
|
|
| 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 |
1.0829 |
1.0611 |
0.0218 |
2.0% |
0.0082 |
0.8% |
14% |
False |
True |
317 |
| 10 |
1.0927 |
1.0611 |
0.0316 |
3.0% |
0.0091 |
0.9% |
10% |
False |
True |
435 |
| 20 |
1.0927 |
1.0567 |
0.0360 |
3.4% |
0.0088 |
0.8% |
21% |
False |
False |
391 |
| 40 |
1.1319 |
1.0567 |
0.0752 |
7.1% |
0.0070 |
0.7% |
10% |
False |
False |
255 |
| 60 |
1.1319 |
1.0567 |
0.0752 |
7.1% |
0.0048 |
0.5% |
10% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0847 |
|
2.618 |
1.0774 |
|
1.618 |
1.0729 |
|
1.000 |
1.0701 |
|
0.618 |
1.0684 |
|
HIGH |
1.0656 |
|
0.618 |
1.0639 |
|
0.500 |
1.0634 |
|
0.382 |
1.0628 |
|
LOW |
1.0611 |
|
0.618 |
1.0583 |
|
1.000 |
1.0566 |
|
1.618 |
1.0538 |
|
2.618 |
1.0493 |
|
4.250 |
1.0420 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0639 |
1.0703 |
| PP |
1.0636 |
1.0682 |
| S1 |
1.0634 |
1.0662 |
|