CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0734 |
1.0738 |
0.0004 |
0.0% |
1.0742 |
| High |
1.0765 |
1.0788 |
0.0023 |
0.2% |
1.0887 |
| Low |
1.0705 |
1.0685 |
-0.0020 |
-0.2% |
1.0673 |
| Close |
1.0753 |
1.0716 |
-0.0037 |
-0.3% |
1.0859 |
| Range |
0.0060 |
0.0103 |
0.0043 |
71.7% |
0.0214 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
0.4% |
0.0000 |
| Volume |
96,198 |
91,010 |
-5,188 |
-5.4% |
508,490 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1039 |
1.0980 |
1.0773 |
|
| R3 |
1.0936 |
1.0877 |
1.0744 |
|
| R2 |
1.0833 |
1.0833 |
1.0735 |
|
| R1 |
1.0774 |
1.0774 |
1.0725 |
1.0752 |
| PP |
1.0730 |
1.0730 |
1.0730 |
1.0719 |
| S1 |
1.0671 |
1.0671 |
1.0707 |
1.0649 |
| S2 |
1.0627 |
1.0627 |
1.0697 |
|
| S3 |
1.0524 |
1.0568 |
1.0688 |
|
| S4 |
1.0421 |
1.0465 |
1.0659 |
|
|
| 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 |
1.0923 |
1.0685 |
0.0238 |
2.2% |
0.0106 |
1.0% |
13% |
False |
True |
114,180 |
| 10 |
1.0923 |
1.0667 |
0.0256 |
2.4% |
0.0095 |
0.9% |
19% |
False |
False |
108,574 |
| 20 |
1.0923 |
1.0565 |
0.0358 |
3.3% |
0.0093 |
0.9% |
42% |
False |
False |
105,054 |
| 40 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0100 |
0.9% |
19% |
False |
False |
76,956 |
| 60 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0103 |
1.0% |
19% |
False |
False |
51,413 |
| 80 |
1.1350 |
1.0565 |
0.0785 |
7.3% |
0.0101 |
0.9% |
19% |
False |
False |
38,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1226 |
|
2.618 |
1.1058 |
|
1.618 |
1.0955 |
|
1.000 |
1.0891 |
|
0.618 |
1.0852 |
|
HIGH |
1.0788 |
|
0.618 |
1.0749 |
|
0.500 |
1.0737 |
|
0.382 |
1.0724 |
|
LOW |
1.0685 |
|
0.618 |
1.0621 |
|
1.000 |
1.0582 |
|
1.618 |
1.0518 |
|
2.618 |
1.0415 |
|
4.250 |
1.0247 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0737 |
1.0757 |
| PP |
1.0730 |
1.0743 |
| S1 |
1.0723 |
1.0730 |
|