CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 08-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0668 |
1.0725 |
0.0057 |
0.5% |
1.0821 |
| High |
1.0740 |
1.0777 |
0.0037 |
0.3% |
1.0859 |
| Low |
1.0612 |
1.0701 |
0.0089 |
0.8% |
1.0637 |
| Close |
1.0728 |
1.0710 |
-0.0018 |
-0.2% |
1.0662 |
| Range |
0.0128 |
0.0076 |
-0.0052 |
-40.6% |
0.0222 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
101,211 |
112,985 |
11,774 |
11.6% |
400,985 |
|
| Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0957 |
1.0910 |
1.0752 |
|
| R3 |
1.0881 |
1.0834 |
1.0731 |
|
| R2 |
1.0805 |
1.0805 |
1.0724 |
|
| R1 |
1.0758 |
1.0758 |
1.0717 |
1.0744 |
| PP |
1.0729 |
1.0729 |
1.0729 |
1.0722 |
| S1 |
1.0682 |
1.0682 |
1.0703 |
1.0668 |
| S2 |
1.0653 |
1.0653 |
1.0696 |
|
| S3 |
1.0577 |
1.0606 |
1.0689 |
|
| S4 |
1.0501 |
1.0530 |
1.0668 |
|
|
| 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 |
1.0777 |
1.0565 |
0.0212 |
2.0% |
0.0088 |
0.8% |
68% |
True |
False |
89,340 |
| 10 |
1.0904 |
1.0565 |
0.0339 |
3.2% |
0.0091 |
0.9% |
43% |
False |
False |
101,535 |
| 20 |
1.1148 |
1.0565 |
0.0583 |
5.4% |
0.0096 |
0.9% |
25% |
False |
False |
94,952 |
| 40 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0101 |
0.9% |
18% |
False |
False |
49,934 |
| 60 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0104 |
1.0% |
18% |
False |
False |
33,336 |
| 80 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0098 |
0.9% |
18% |
False |
False |
25,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1100 |
|
2.618 |
1.0976 |
|
1.618 |
1.0900 |
|
1.000 |
1.0853 |
|
0.618 |
1.0824 |
|
HIGH |
1.0777 |
|
0.618 |
1.0748 |
|
0.500 |
1.0739 |
|
0.382 |
1.0730 |
|
LOW |
1.0701 |
|
0.618 |
1.0654 |
|
1.000 |
1.0625 |
|
1.618 |
1.0578 |
|
2.618 |
1.0502 |
|
4.250 |
1.0378 |
|
|
| Fisher Pivots for day following 08-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0739 |
1.0703 |
| PP |
1.0729 |
1.0695 |
| S1 |
1.0720 |
1.0688 |
|