CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0729 |
1.0756 |
0.0027 |
0.3% |
1.0763 |
| High |
1.0776 |
1.0892 |
0.0116 |
1.1% |
1.0892 |
| Low |
1.0711 |
1.0750 |
0.0039 |
0.4% |
1.0684 |
| Close |
1.0754 |
1.0867 |
0.0113 |
1.1% |
1.0867 |
| Range |
0.0065 |
0.0142 |
0.0077 |
118.5% |
0.0208 |
| ATR |
0.0080 |
0.0084 |
0.0004 |
5.6% |
0.0000 |
| Volume |
714 |
339 |
-375 |
-52.5% |
2,303 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1262 |
1.1207 |
1.0945 |
|
| R3 |
1.1120 |
1.1065 |
1.0906 |
|
| R2 |
1.0978 |
1.0978 |
1.0893 |
|
| R1 |
1.0923 |
1.0923 |
1.0880 |
1.0951 |
| PP |
1.0836 |
1.0836 |
1.0836 |
1.0850 |
| S1 |
1.0781 |
1.0781 |
1.0854 |
1.0809 |
| S2 |
1.0694 |
1.0694 |
1.0841 |
|
| S3 |
1.0552 |
1.0639 |
1.0828 |
|
| S4 |
1.0410 |
1.0497 |
1.0789 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1438 |
1.1361 |
1.0981 |
|
| R3 |
1.1230 |
1.1153 |
1.0924 |
|
| R2 |
1.1022 |
1.1022 |
1.0905 |
|
| R1 |
1.0945 |
1.0945 |
1.0886 |
1.0984 |
| PP |
1.0814 |
1.0814 |
1.0814 |
1.0834 |
| S1 |
1.0737 |
1.0737 |
1.0848 |
1.0776 |
| S2 |
1.0606 |
1.0606 |
1.0829 |
|
| S3 |
1.0398 |
1.0529 |
1.0810 |
|
| S4 |
1.0190 |
1.0321 |
1.0753 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1496 |
|
2.618 |
1.1264 |
|
1.618 |
1.1122 |
|
1.000 |
1.1034 |
|
0.618 |
1.0980 |
|
HIGH |
1.0892 |
|
0.618 |
1.0838 |
|
0.500 |
1.0821 |
|
0.382 |
1.0804 |
|
LOW |
1.0750 |
|
0.618 |
1.0662 |
|
1.000 |
1.0608 |
|
1.618 |
1.0520 |
|
2.618 |
1.0378 |
|
4.250 |
1.0147 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0852 |
1.0841 |
| PP |
1.0836 |
1.0814 |
| S1 |
1.0821 |
1.0788 |
|