CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0736 |
1.0728 |
-0.0008 |
-0.1% |
1.0565 |
| High |
1.0778 |
1.0774 |
-0.0004 |
0.0% |
1.0777 |
| Low |
1.0673 |
1.0697 |
0.0024 |
0.2% |
1.0565 |
| Close |
1.0742 |
1.0745 |
0.0003 |
0.0% |
1.0727 |
| Range |
0.0105 |
0.0077 |
-0.0028 |
-26.7% |
0.0212 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
125,094 |
121,501 |
-3,593 |
-2.9% |
401,443 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0970 |
1.0934 |
1.0787 |
|
| R3 |
1.0893 |
1.0857 |
1.0766 |
|
| R2 |
1.0816 |
1.0816 |
1.0759 |
|
| R1 |
1.0780 |
1.0780 |
1.0752 |
1.0798 |
| PP |
1.0739 |
1.0739 |
1.0739 |
1.0748 |
| S1 |
1.0703 |
1.0703 |
1.0738 |
1.0721 |
| S2 |
1.0662 |
1.0662 |
1.0731 |
|
| S3 |
1.0585 |
1.0626 |
1.0724 |
|
| S4 |
1.0508 |
1.0549 |
1.0703 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1326 |
1.1238 |
1.0844 |
|
| R3 |
1.1114 |
1.1026 |
1.0785 |
|
| R2 |
1.0902 |
1.0902 |
1.0766 |
|
| R1 |
1.0814 |
1.0814 |
1.0746 |
1.0858 |
| PP |
1.0690 |
1.0690 |
1.0690 |
1.0712 |
| S1 |
1.0602 |
1.0602 |
1.0708 |
1.0646 |
| S2 |
1.0478 |
1.0478 |
1.0688 |
|
| S3 |
1.0266 |
1.0390 |
1.0669 |
|
| S4 |
1.0054 |
1.0178 |
1.0610 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0807 |
1.0667 |
0.0140 |
1.3% |
0.0085 |
0.8% |
56% |
False |
False |
102,968 |
| 10 |
1.0807 |
1.0565 |
0.0242 |
2.3% |
0.0087 |
0.8% |
74% |
False |
False |
96,154 |
| 20 |
1.1148 |
1.0565 |
0.0583 |
5.4% |
0.0097 |
0.9% |
31% |
False |
False |
99,402 |
| 40 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0100 |
0.9% |
23% |
False |
False |
62,768 |
| 60 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0102 |
1.0% |
23% |
False |
False |
41,908 |
| 80 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0099 |
0.9% |
23% |
False |
False |
31,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1101 |
|
2.618 |
1.0976 |
|
1.618 |
1.0899 |
|
1.000 |
1.0851 |
|
0.618 |
1.0822 |
|
HIGH |
1.0774 |
|
0.618 |
1.0745 |
|
0.500 |
1.0736 |
|
0.382 |
1.0726 |
|
LOW |
1.0697 |
|
0.618 |
1.0649 |
|
1.000 |
1.0620 |
|
1.618 |
1.0572 |
|
2.618 |
1.0495 |
|
4.250 |
1.0370 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0742 |
1.0743 |
| PP |
1.0739 |
1.0742 |
| S1 |
1.0736 |
1.0740 |
|