CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 12-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0717 |
1.0763 |
0.0046 |
0.4% |
1.0604 |
| High |
1.0750 |
1.0763 |
0.0013 |
0.1% |
1.0785 |
| Low |
1.0679 |
1.0696 |
0.0017 |
0.2% |
1.0589 |
| Close |
1.0735 |
1.0745 |
0.0010 |
0.1% |
1.0735 |
| Range |
0.0071 |
0.0067 |
-0.0004 |
-5.6% |
0.0196 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
433 |
427 |
-6 |
-1.4% |
1,289 |
|
| Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0936 |
1.0907 |
1.0782 |
|
| R3 |
1.0869 |
1.0840 |
1.0763 |
|
| R2 |
1.0802 |
1.0802 |
1.0757 |
|
| R1 |
1.0773 |
1.0773 |
1.0751 |
1.0754 |
| PP |
1.0735 |
1.0735 |
1.0735 |
1.0725 |
| S1 |
1.0706 |
1.0706 |
1.0739 |
1.0687 |
| S2 |
1.0668 |
1.0668 |
1.0733 |
|
| S3 |
1.0601 |
1.0639 |
1.0727 |
|
| S4 |
1.0534 |
1.0572 |
1.0708 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1291 |
1.1209 |
1.0843 |
|
| R3 |
1.1095 |
1.1013 |
1.0789 |
|
| R2 |
1.0899 |
1.0899 |
1.0771 |
|
| R1 |
1.0817 |
1.0817 |
1.0753 |
1.0858 |
| PP |
1.0703 |
1.0703 |
1.0703 |
1.0724 |
| S1 |
1.0621 |
1.0621 |
1.0717 |
1.0662 |
| S2 |
1.0507 |
1.0507 |
1.0699 |
|
| S3 |
1.0311 |
1.0425 |
1.0681 |
|
| S4 |
1.0115 |
1.0229 |
1.0627 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1048 |
|
2.618 |
1.0938 |
|
1.618 |
1.0871 |
|
1.000 |
1.0830 |
|
0.618 |
1.0804 |
|
HIGH |
1.0763 |
|
0.618 |
1.0737 |
|
0.500 |
1.0730 |
|
0.382 |
1.0722 |
|
LOW |
1.0696 |
|
0.618 |
1.0655 |
|
1.000 |
1.0629 |
|
1.618 |
1.0588 |
|
2.618 |
1.0521 |
|
4.250 |
1.0411 |
|
|
| Fisher Pivots for day following 12-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0740 |
1.0741 |
| PP |
1.0735 |
1.0736 |
| S1 |
1.0730 |
1.0732 |
|