CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 01-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0787 |
1.0710 |
-0.0077 |
-0.7% |
1.1070 |
| High |
1.0788 |
1.0728 |
-0.0060 |
-0.6% |
1.1120 |
| Low |
1.0693 |
1.0647 |
-0.0046 |
-0.4% |
1.0780 |
| Close |
1.0712 |
1.0670 |
-0.0042 |
-0.4% |
1.0821 |
| Range |
0.0095 |
0.0081 |
-0.0014 |
-14.7% |
0.0340 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.6% |
0.0000 |
| Volume |
444 |
552 |
108 |
24.3% |
766 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0925 |
1.0878 |
1.0715 |
|
| R3 |
1.0844 |
1.0797 |
1.0692 |
|
| R2 |
1.0763 |
1.0763 |
1.0685 |
|
| R1 |
1.0716 |
1.0716 |
1.0677 |
1.0699 |
| PP |
1.0682 |
1.0682 |
1.0682 |
1.0673 |
| S1 |
1.0635 |
1.0635 |
1.0663 |
1.0618 |
| S2 |
1.0601 |
1.0601 |
1.0655 |
|
| S3 |
1.0520 |
1.0554 |
1.0648 |
|
| S4 |
1.0439 |
1.0473 |
1.0625 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1927 |
1.1714 |
1.1008 |
|
| R3 |
1.1587 |
1.1374 |
1.0915 |
|
| R2 |
1.1247 |
1.1247 |
1.0883 |
|
| R1 |
1.1034 |
1.1034 |
1.0852 |
1.0971 |
| PP |
1.0907 |
1.0907 |
1.0907 |
1.0875 |
| S1 |
1.0694 |
1.0694 |
1.0790 |
1.0631 |
| S2 |
1.0567 |
1.0567 |
1.0759 |
|
| S3 |
1.0227 |
1.0354 |
1.0728 |
|
| S4 |
0.9887 |
1.0014 |
1.0634 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1072 |
|
2.618 |
1.0940 |
|
1.618 |
1.0859 |
|
1.000 |
1.0809 |
|
0.618 |
1.0778 |
|
HIGH |
1.0728 |
|
0.618 |
1.0697 |
|
0.500 |
1.0688 |
|
0.382 |
1.0678 |
|
LOW |
1.0647 |
|
0.618 |
1.0597 |
|
1.000 |
1.0566 |
|
1.618 |
1.0516 |
|
2.618 |
1.0435 |
|
4.250 |
1.0303 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0688 |
1.0755 |
| PP |
1.0682 |
1.0726 |
| S1 |
1.0676 |
1.0698 |
|