CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0740 |
1.0663 |
-0.0077 |
-0.7% |
1.0873 |
| High |
1.0765 |
1.0667 |
-0.0098 |
-0.9% |
1.0927 |
| Low |
1.0619 |
1.0626 |
0.0007 |
0.1% |
1.0613 |
| Close |
1.0621 |
1.0651 |
0.0030 |
0.3% |
1.0649 |
| Range |
0.0146 |
0.0041 |
-0.0105 |
-71.9% |
0.0314 |
| ATR |
0.0093 |
0.0089 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
530 |
818 |
288 |
54.3% |
2,220 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0771 |
1.0752 |
1.0674 |
|
| R3 |
1.0730 |
1.0711 |
1.0662 |
|
| R2 |
1.0689 |
1.0689 |
1.0659 |
|
| R1 |
1.0670 |
1.0670 |
1.0655 |
1.0659 |
| PP |
1.0648 |
1.0648 |
1.0648 |
1.0643 |
| S1 |
1.0629 |
1.0629 |
1.0647 |
1.0618 |
| S2 |
1.0607 |
1.0607 |
1.0643 |
|
| S3 |
1.0566 |
1.0588 |
1.0640 |
|
| S4 |
1.0525 |
1.0547 |
1.0628 |
|
|
| 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 |
1.0788 |
1.0611 |
0.0177 |
1.7% |
0.0095 |
0.9% |
23% |
False |
False |
430 |
| 10 |
1.0927 |
1.0611 |
0.0316 |
3.0% |
0.0097 |
0.9% |
13% |
False |
False |
439 |
| 20 |
1.0927 |
1.0567 |
0.0360 |
3.4% |
0.0090 |
0.8% |
23% |
False |
False |
401 |
| 40 |
1.1150 |
1.0567 |
0.0583 |
5.5% |
0.0075 |
0.7% |
14% |
False |
False |
295 |
| 60 |
1.1319 |
1.0567 |
0.0752 |
7.1% |
0.0053 |
0.5% |
11% |
False |
False |
199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0841 |
|
2.618 |
1.0774 |
|
1.618 |
1.0733 |
|
1.000 |
1.0708 |
|
0.618 |
1.0692 |
|
HIGH |
1.0667 |
|
0.618 |
1.0651 |
|
0.500 |
1.0647 |
|
0.382 |
1.0642 |
|
LOW |
1.0626 |
|
0.618 |
1.0601 |
|
1.000 |
1.0585 |
|
1.618 |
1.0560 |
|
2.618 |
1.0519 |
|
4.250 |
1.0452 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0650 |
1.0704 |
| PP |
1.0648 |
1.0686 |
| S1 |
1.0647 |
1.0669 |
|