CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 07-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0604 |
1.0668 |
0.0064 |
0.6% |
1.0821 |
| High |
1.0681 |
1.0740 |
0.0059 |
0.6% |
1.0859 |
| Low |
1.0599 |
1.0612 |
0.0013 |
0.1% |
1.0637 |
| Close |
1.0653 |
1.0728 |
0.0075 |
0.7% |
1.0662 |
| Range |
0.0082 |
0.0128 |
0.0046 |
56.1% |
0.0222 |
| ATR |
0.0101 |
0.0103 |
0.0002 |
1.9% |
0.0000 |
| Volume |
51,813 |
101,211 |
49,398 |
95.3% |
400,985 |
|
| Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1077 |
1.1031 |
1.0798 |
|
| R3 |
1.0949 |
1.0903 |
1.0763 |
|
| R2 |
1.0821 |
1.0821 |
1.0751 |
|
| R1 |
1.0775 |
1.0775 |
1.0740 |
1.0798 |
| PP |
1.0693 |
1.0693 |
1.0693 |
1.0705 |
| S1 |
1.0647 |
1.0647 |
1.0716 |
1.0670 |
| S2 |
1.0565 |
1.0565 |
1.0705 |
|
| S3 |
1.0437 |
1.0519 |
1.0693 |
|
| S4 |
1.0309 |
1.0391 |
1.0658 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1385 |
1.1246 |
1.0784 |
|
| R3 |
1.1163 |
1.1024 |
1.0723 |
|
| R2 |
1.0941 |
1.0941 |
1.0703 |
|
| R1 |
1.0802 |
1.0802 |
1.0682 |
1.0761 |
| PP |
1.0719 |
1.0719 |
1.0719 |
1.0699 |
| S1 |
1.0580 |
1.0580 |
1.0642 |
1.0539 |
| S2 |
1.0497 |
1.0497 |
1.0621 |
|
| S3 |
1.0275 |
1.0358 |
1.0601 |
|
| S4 |
1.0053 |
1.0136 |
1.0540 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0786 |
1.0565 |
0.0221 |
2.1% |
0.0094 |
0.9% |
74% |
False |
False |
85,981 |
| 10 |
1.1074 |
1.0565 |
0.0509 |
4.7% |
0.0108 |
1.0% |
32% |
False |
False |
97,213 |
| 20 |
1.1148 |
1.0565 |
0.0583 |
5.4% |
0.0098 |
0.9% |
28% |
False |
False |
91,234 |
| 40 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0101 |
0.9% |
21% |
False |
False |
47,113 |
| 60 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0104 |
1.0% |
21% |
False |
False |
31,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1284 |
|
2.618 |
1.1075 |
|
1.618 |
1.0947 |
|
1.000 |
1.0868 |
|
0.618 |
1.0819 |
|
HIGH |
1.0740 |
|
0.618 |
1.0691 |
|
0.500 |
1.0676 |
|
0.382 |
1.0661 |
|
LOW |
1.0612 |
|
0.618 |
1.0533 |
|
1.000 |
1.0484 |
|
1.618 |
1.0405 |
|
2.618 |
1.0277 |
|
4.250 |
1.0068 |
|
|
| Fisher Pivots for day following 07-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0711 |
1.0703 |
| PP |
1.0693 |
1.0678 |
| S1 |
1.0676 |
1.0653 |
|