CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 13-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0763 |
1.0741 |
-0.0022 |
-0.2% |
1.0604 |
| High |
1.0763 |
1.0810 |
0.0047 |
0.4% |
1.0785 |
| Low |
1.0696 |
1.0720 |
0.0024 |
0.2% |
1.0589 |
| Close |
1.0745 |
1.0746 |
0.0001 |
0.0% |
1.0735 |
| Range |
0.0067 |
0.0090 |
0.0023 |
34.3% |
0.0196 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.1% |
0.0000 |
| Volume |
427 |
232 |
-195 |
-45.7% |
1,289 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1029 |
1.0977 |
1.0796 |
|
| R3 |
1.0939 |
1.0887 |
1.0771 |
|
| R2 |
1.0849 |
1.0849 |
1.0763 |
|
| R1 |
1.0797 |
1.0797 |
1.0754 |
1.0823 |
| PP |
1.0759 |
1.0759 |
1.0759 |
1.0772 |
| S1 |
1.0707 |
1.0707 |
1.0738 |
1.0733 |
| S2 |
1.0669 |
1.0669 |
1.0730 |
|
| S3 |
1.0579 |
1.0617 |
1.0721 |
|
| S4 |
1.0489 |
1.0527 |
1.0697 |
|
|
| 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 |
1.1193 |
|
2.618 |
1.1046 |
|
1.618 |
1.0956 |
|
1.000 |
1.0900 |
|
0.618 |
1.0866 |
|
HIGH |
1.0810 |
|
0.618 |
1.0776 |
|
0.500 |
1.0765 |
|
0.382 |
1.0754 |
|
LOW |
1.0720 |
|
0.618 |
1.0664 |
|
1.000 |
1.0630 |
|
1.618 |
1.0574 |
|
2.618 |
1.0484 |
|
4.250 |
1.0338 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0765 |
1.0746 |
| PP |
1.0759 |
1.0745 |
| S1 |
1.0752 |
1.0745 |
|