CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0728 |
1.0746 |
0.0018 |
0.2% |
1.0742 |
| High |
1.0774 |
1.0887 |
0.0113 |
1.0% |
1.0887 |
| Low |
1.0697 |
1.0742 |
0.0045 |
0.4% |
1.0673 |
| Close |
1.0745 |
1.0859 |
0.0114 |
1.1% |
1.0859 |
| Range |
0.0077 |
0.0145 |
0.0068 |
88.3% |
0.0214 |
| ATR |
0.0096 |
0.0099 |
0.0004 |
3.7% |
0.0000 |
| Volume |
121,501 |
99,942 |
-21,559 |
-17.7% |
508,490 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1264 |
1.1207 |
1.0939 |
|
| R3 |
1.1119 |
1.1062 |
1.0899 |
|
| R2 |
1.0974 |
1.0974 |
1.0886 |
|
| R1 |
1.0917 |
1.0917 |
1.0872 |
1.0946 |
| PP |
1.0829 |
1.0829 |
1.0829 |
1.0844 |
| S1 |
1.0772 |
1.0772 |
1.0846 |
1.0801 |
| S2 |
1.0684 |
1.0684 |
1.0832 |
|
| S3 |
1.0539 |
1.0627 |
1.0819 |
|
| S4 |
1.0394 |
1.0482 |
1.0779 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1368 |
1.0977 |
|
| R3 |
1.1234 |
1.1154 |
1.0918 |
|
| R2 |
1.1020 |
1.1020 |
1.0898 |
|
| R1 |
1.0940 |
1.0940 |
1.0879 |
1.0980 |
| PP |
1.0806 |
1.0806 |
1.0806 |
1.0827 |
| S1 |
1.0726 |
1.0726 |
1.0839 |
1.0766 |
| S2 |
1.0592 |
1.0592 |
1.0820 |
|
| S3 |
1.0378 |
1.0512 |
1.0800 |
|
| S4 |
1.0164 |
1.0298 |
1.0741 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0887 |
1.0673 |
0.0214 |
2.0% |
0.0098 |
0.9% |
87% |
True |
False |
101,698 |
| 10 |
1.0887 |
1.0565 |
0.0322 |
3.0% |
0.0092 |
0.8% |
91% |
True |
False |
90,993 |
| 20 |
1.1139 |
1.0565 |
0.0574 |
5.3% |
0.0097 |
0.9% |
51% |
False |
False |
99,646 |
| 40 |
1.1350 |
1.0565 |
0.0785 |
7.2% |
0.0100 |
0.9% |
37% |
False |
False |
65,260 |
| 60 |
1.1350 |
1.0565 |
0.0785 |
7.2% |
0.0104 |
1.0% |
37% |
False |
False |
43,572 |
| 80 |
1.1350 |
1.0565 |
0.0785 |
7.2% |
0.0098 |
0.9% |
37% |
False |
False |
32,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1503 |
|
2.618 |
1.1267 |
|
1.618 |
1.1122 |
|
1.000 |
1.1032 |
|
0.618 |
1.0977 |
|
HIGH |
1.0887 |
|
0.618 |
1.0832 |
|
0.500 |
1.0815 |
|
0.382 |
1.0797 |
|
LOW |
1.0742 |
|
0.618 |
1.0652 |
|
1.000 |
1.0597 |
|
1.618 |
1.0507 |
|
2.618 |
1.0362 |
|
4.250 |
1.0126 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0844 |
1.0833 |
| PP |
1.0829 |
1.0806 |
| S1 |
1.0815 |
1.0780 |
|