CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0743 |
1.0729 |
-0.0014 |
-0.1% |
1.0604 |
| High |
1.0786 |
1.0776 |
-0.0010 |
-0.1% |
1.0785 |
| Low |
1.0684 |
1.0711 |
0.0027 |
0.3% |
1.0589 |
| Close |
1.0751 |
1.0754 |
0.0003 |
0.0% |
1.0735 |
| Range |
0.0102 |
0.0065 |
-0.0037 |
-36.3% |
0.0196 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
591 |
714 |
123 |
20.8% |
1,289 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0942 |
1.0913 |
1.0790 |
|
| R3 |
1.0877 |
1.0848 |
1.0772 |
|
| R2 |
1.0812 |
1.0812 |
1.0766 |
|
| R1 |
1.0783 |
1.0783 |
1.0760 |
1.0798 |
| PP |
1.0747 |
1.0747 |
1.0747 |
1.0754 |
| S1 |
1.0718 |
1.0718 |
1.0748 |
1.0733 |
| S2 |
1.0682 |
1.0682 |
1.0742 |
|
| S3 |
1.0617 |
1.0653 |
1.0736 |
|
| S4 |
1.0552 |
1.0588 |
1.0718 |
|
|
| 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 |
1.1052 |
|
2.618 |
1.0946 |
|
1.618 |
1.0881 |
|
1.000 |
1.0841 |
|
0.618 |
1.0816 |
|
HIGH |
1.0776 |
|
0.618 |
1.0751 |
|
0.500 |
1.0744 |
|
0.382 |
1.0736 |
|
LOW |
1.0711 |
|
0.618 |
1.0671 |
|
1.000 |
1.0646 |
|
1.618 |
1.0606 |
|
2.618 |
1.0541 |
|
4.250 |
1.0435 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0751 |
1.0752 |
| PP |
1.0747 |
1.0749 |
| S1 |
1.0744 |
1.0747 |
|