CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0638 |
1.0742 |
0.0104 |
1.0% |
1.0877 |
| High |
1.0779 |
1.0758 |
-0.0021 |
-0.2% |
1.0923 |
| Low |
1.0638 |
1.0605 |
-0.0033 |
-0.3% |
1.0600 |
| Close |
1.0744 |
1.0609 |
-0.0135 |
-1.3% |
1.0639 |
| Range |
0.0141 |
0.0153 |
0.0012 |
8.5% |
0.0323 |
| ATR |
0.0100 |
0.0104 |
0.0004 |
3.8% |
0.0000 |
| Volume |
81,922 |
179,823 |
97,901 |
119.5% |
622,403 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1116 |
1.1016 |
1.0693 |
|
| R3 |
1.0963 |
1.0863 |
1.0651 |
|
| R2 |
1.0810 |
1.0810 |
1.0637 |
|
| R1 |
1.0710 |
1.0710 |
1.0623 |
1.0684 |
| PP |
1.0657 |
1.0657 |
1.0657 |
1.0644 |
| S1 |
1.0557 |
1.0557 |
1.0595 |
1.0531 |
| S2 |
1.0504 |
1.0504 |
1.0581 |
|
| S3 |
1.0351 |
1.0404 |
1.0567 |
|
| S4 |
1.0198 |
1.0251 |
1.0525 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1690 |
1.1487 |
1.0817 |
|
| R3 |
1.1367 |
1.1164 |
1.0728 |
|
| R2 |
1.1044 |
1.1044 |
1.0698 |
|
| R1 |
1.0841 |
1.0841 |
1.0669 |
1.0781 |
| PP |
1.0721 |
1.0721 |
1.0721 |
1.0691 |
| S1 |
1.0518 |
1.0518 |
1.0609 |
1.0458 |
| S2 |
1.0398 |
1.0398 |
1.0580 |
|
| S3 |
1.0075 |
1.0195 |
1.0550 |
|
| S4 |
0.9752 |
0.9872 |
1.0461 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0788 |
1.0600 |
0.0188 |
1.8% |
0.0113 |
1.1% |
5% |
False |
False |
126,058 |
| 10 |
1.0923 |
1.0600 |
0.0323 |
3.0% |
0.0107 |
1.0% |
3% |
False |
False |
123,168 |
| 20 |
1.0923 |
1.0565 |
0.0358 |
3.4% |
0.0098 |
0.9% |
12% |
False |
False |
108,395 |
| 40 |
1.1350 |
1.0565 |
0.0785 |
7.4% |
0.0100 |
0.9% |
6% |
False |
False |
90,293 |
| 60 |
1.1350 |
1.0565 |
0.0785 |
7.4% |
0.0103 |
1.0% |
6% |
False |
False |
60,388 |
| 80 |
1.1350 |
1.0565 |
0.0785 |
7.4% |
0.0103 |
1.0% |
6% |
False |
False |
45,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1408 |
|
2.618 |
1.1159 |
|
1.618 |
1.1006 |
|
1.000 |
1.0911 |
|
0.618 |
1.0853 |
|
HIGH |
1.0758 |
|
0.618 |
1.0700 |
|
0.500 |
1.0682 |
|
0.382 |
1.0663 |
|
LOW |
1.0605 |
|
0.618 |
1.0510 |
|
1.000 |
1.0452 |
|
1.618 |
1.0357 |
|
2.618 |
1.0204 |
|
4.250 |
0.9955 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0682 |
1.0690 |
| PP |
1.0657 |
1.0663 |
| S1 |
1.0633 |
1.0636 |
|