CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0667 |
1.0740 |
0.0073 |
0.7% |
1.0873 |
| High |
1.0788 |
1.0765 |
-0.0023 |
-0.2% |
1.0927 |
| Low |
1.0655 |
1.0619 |
-0.0036 |
-0.3% |
1.0613 |
| Close |
1.0754 |
1.0621 |
-0.0133 |
-1.2% |
1.0649 |
| Range |
0.0133 |
0.0146 |
0.0013 |
9.8% |
0.0314 |
| ATR |
0.0089 |
0.0093 |
0.0004 |
4.6% |
0.0000 |
| Volume |
230 |
530 |
300 |
130.4% |
2,220 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1106 |
1.1010 |
1.0701 |
|
| R3 |
1.0960 |
1.0864 |
1.0661 |
|
| R2 |
1.0814 |
1.0814 |
1.0648 |
|
| R1 |
1.0718 |
1.0718 |
1.0634 |
1.0693 |
| PP |
1.0668 |
1.0668 |
1.0668 |
1.0656 |
| S1 |
1.0572 |
1.0572 |
1.0608 |
1.0547 |
| S2 |
1.0522 |
1.0522 |
1.0594 |
|
| S3 |
1.0376 |
1.0426 |
1.0581 |
|
| S4 |
1.0230 |
1.0280 |
1.0541 |
|
|
| 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 |
1.0794 |
1.0611 |
0.0183 |
1.7% |
0.0107 |
1.0% |
5% |
False |
False |
322 |
| 10 |
1.0927 |
1.0611 |
0.0316 |
3.0% |
0.0100 |
0.9% |
3% |
False |
False |
429 |
| 20 |
1.0927 |
1.0567 |
0.0360 |
3.4% |
0.0092 |
0.9% |
15% |
False |
False |
388 |
| 40 |
1.1319 |
1.0567 |
0.0752 |
7.1% |
0.0077 |
0.7% |
7% |
False |
False |
274 |
| 60 |
1.1319 |
1.0567 |
0.0752 |
7.1% |
0.0053 |
0.5% |
7% |
False |
False |
186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1386 |
|
2.618 |
1.1147 |
|
1.618 |
1.1001 |
|
1.000 |
1.0911 |
|
0.618 |
1.0855 |
|
HIGH |
1.0765 |
|
0.618 |
1.0709 |
|
0.500 |
1.0692 |
|
0.382 |
1.0675 |
|
LOW |
1.0619 |
|
0.618 |
1.0529 |
|
1.000 |
1.0473 |
|
1.618 |
1.0383 |
|
2.618 |
1.0237 |
|
4.250 |
0.9999 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0692 |
1.0700 |
| PP |
1.0668 |
1.0673 |
| S1 |
1.0645 |
1.0647 |
|