CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0604 |
1.0614 |
0.0010 |
0.1% |
1.0829 |
| High |
1.0635 |
1.0688 |
0.0053 |
0.5% |
1.0862 |
| Low |
1.0589 |
1.0614 |
0.0025 |
0.2% |
1.0567 |
| Close |
1.0623 |
1.0662 |
0.0039 |
0.4% |
1.0575 |
| Range |
0.0046 |
0.0074 |
0.0028 |
60.9% |
0.0295 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
316 |
63 |
-253 |
-80.1% |
1,970 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0877 |
1.0843 |
1.0703 |
|
| R3 |
1.0803 |
1.0769 |
1.0682 |
|
| R2 |
1.0729 |
1.0729 |
1.0676 |
|
| R1 |
1.0695 |
1.0695 |
1.0669 |
1.0712 |
| PP |
1.0655 |
1.0655 |
1.0655 |
1.0663 |
| S1 |
1.0621 |
1.0621 |
1.0655 |
1.0638 |
| S2 |
1.0581 |
1.0581 |
1.0648 |
|
| S3 |
1.0507 |
1.0547 |
1.0642 |
|
| S4 |
1.0433 |
1.0473 |
1.0621 |
|
|
| 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 |
1.1003 |
|
2.618 |
1.0882 |
|
1.618 |
1.0808 |
|
1.000 |
1.0762 |
|
0.618 |
1.0734 |
|
HIGH |
1.0688 |
|
0.618 |
1.0660 |
|
0.500 |
1.0651 |
|
0.382 |
1.0642 |
|
LOW |
1.0614 |
|
0.618 |
1.0568 |
|
1.000 |
1.0540 |
|
1.618 |
1.0494 |
|
2.618 |
1.0420 |
|
4.250 |
1.0300 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0658 |
1.0651 |
| PP |
1.0655 |
1.0639 |
| S1 |
1.0651 |
1.0628 |
|