CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 02-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
02-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0710 |
1.0674 |
-0.0036 |
-0.3% |
1.0829 |
| High |
1.0728 |
1.0688 |
-0.0040 |
-0.4% |
1.0862 |
| Low |
1.0647 |
1.0567 |
-0.0080 |
-0.8% |
1.0567 |
| Close |
1.0670 |
1.0575 |
-0.0095 |
-0.9% |
1.0575 |
| Range |
0.0081 |
0.0121 |
0.0040 |
49.4% |
0.0295 |
| ATR |
0.0075 |
0.0079 |
0.0003 |
4.3% |
0.0000 |
| Volume |
552 |
380 |
-172 |
-31.2% |
1,970 |
|
| Daily Pivots for day following 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0973 |
1.0895 |
1.0642 |
|
| R3 |
1.0852 |
1.0774 |
1.0608 |
|
| R2 |
1.0731 |
1.0731 |
1.0597 |
|
| R1 |
1.0653 |
1.0653 |
1.0586 |
1.0632 |
| PP |
1.0610 |
1.0610 |
1.0610 |
1.0599 |
| S1 |
1.0532 |
1.0532 |
1.0564 |
1.0511 |
| S2 |
1.0489 |
1.0489 |
1.0553 |
|
| S3 |
1.0368 |
1.0411 |
1.0542 |
|
| S4 |
1.0247 |
1.0290 |
1.0508 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1553 |
1.1359 |
1.0737 |
|
| R3 |
1.1258 |
1.1064 |
1.0656 |
|
| R2 |
1.0963 |
1.0963 |
1.0629 |
|
| R1 |
1.0769 |
1.0769 |
1.0602 |
1.0719 |
| PP |
1.0668 |
1.0668 |
1.0668 |
1.0643 |
| S1 |
1.0474 |
1.0474 |
1.0548 |
1.0424 |
| S2 |
1.0373 |
1.0373 |
1.0521 |
|
| S3 |
1.0078 |
1.0179 |
1.0494 |
|
| S4 |
0.9783 |
0.9884 |
1.0413 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1202 |
|
2.618 |
1.1005 |
|
1.618 |
1.0884 |
|
1.000 |
1.0809 |
|
0.618 |
1.0763 |
|
HIGH |
1.0688 |
|
0.618 |
1.0642 |
|
0.500 |
1.0628 |
|
0.382 |
1.0613 |
|
LOW |
1.0567 |
|
0.618 |
1.0492 |
|
1.000 |
1.0446 |
|
1.618 |
1.0371 |
|
2.618 |
1.0250 |
|
4.250 |
1.0053 |
|
|
| Fisher Pivots for day following 02-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0628 |
1.0678 |
| PP |
1.0610 |
1.0643 |
| S1 |
1.0593 |
1.0609 |
|