CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0742 |
1.0627 |
-0.0115 |
-1.1% |
1.0877 |
| High |
1.0758 |
1.0660 |
-0.0098 |
-0.9% |
1.0923 |
| Low |
1.0605 |
1.0609 |
0.0004 |
0.0% |
1.0600 |
| Close |
1.0609 |
1.0640 |
0.0031 |
0.3% |
1.0639 |
| Range |
0.0153 |
0.0051 |
-0.0102 |
-66.7% |
0.0323 |
| ATR |
0.0104 |
0.0100 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
179,823 |
163,210 |
-16,613 |
-9.2% |
622,403 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0789 |
1.0766 |
1.0668 |
|
| R3 |
1.0738 |
1.0715 |
1.0654 |
|
| R2 |
1.0687 |
1.0687 |
1.0649 |
|
| R1 |
1.0664 |
1.0664 |
1.0645 |
1.0676 |
| PP |
1.0636 |
1.0636 |
1.0636 |
1.0642 |
| S1 |
1.0613 |
1.0613 |
1.0635 |
1.0625 |
| S2 |
1.0585 |
1.0585 |
1.0631 |
|
| S3 |
1.0534 |
1.0562 |
1.0626 |
|
| S4 |
1.0483 |
1.0511 |
1.0612 |
|
|
| 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 |
1.0779 |
1.0600 |
0.0179 |
1.7% |
0.0103 |
1.0% |
22% |
False |
False |
140,498 |
| 10 |
1.0923 |
1.0600 |
0.0323 |
3.0% |
0.0104 |
1.0% |
12% |
False |
False |
127,339 |
| 20 |
1.0923 |
1.0565 |
0.0358 |
3.4% |
0.0095 |
0.9% |
21% |
False |
False |
111,746 |
| 40 |
1.1350 |
1.0565 |
0.0785 |
7.4% |
0.0099 |
0.9% |
10% |
False |
False |
94,306 |
| 60 |
1.1350 |
1.0565 |
0.0785 |
7.4% |
0.0102 |
1.0% |
10% |
False |
False |
63,106 |
| 80 |
1.1350 |
1.0565 |
0.0785 |
7.4% |
0.0103 |
1.0% |
10% |
False |
False |
47,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0877 |
|
2.618 |
1.0794 |
|
1.618 |
1.0743 |
|
1.000 |
1.0711 |
|
0.618 |
1.0692 |
|
HIGH |
1.0660 |
|
0.618 |
1.0641 |
|
0.500 |
1.0635 |
|
0.382 |
1.0628 |
|
LOW |
1.0609 |
|
0.618 |
1.0577 |
|
1.000 |
1.0558 |
|
1.618 |
1.0526 |
|
2.618 |
1.0475 |
|
4.250 |
1.0392 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0638 |
1.0692 |
| PP |
1.0636 |
1.0675 |
| S1 |
1.0635 |
1.0657 |
|