CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0756 |
1.0873 |
0.0117 |
1.1% |
1.0763 |
| High |
1.0892 |
1.0927 |
0.0035 |
0.3% |
1.0892 |
| Low |
1.0750 |
1.0828 |
0.0078 |
0.7% |
1.0684 |
| Close |
1.0867 |
1.0834 |
-0.0033 |
-0.3% |
1.0867 |
| Range |
0.0142 |
0.0099 |
-0.0043 |
-30.3% |
0.0208 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.3% |
0.0000 |
| Volume |
339 |
892 |
553 |
163.1% |
2,303 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1096 |
1.0888 |
|
| R3 |
1.1061 |
1.0997 |
1.0861 |
|
| R2 |
1.0962 |
1.0962 |
1.0852 |
|
| R1 |
1.0898 |
1.0898 |
1.0843 |
1.0881 |
| PP |
1.0863 |
1.0863 |
1.0863 |
1.0854 |
| S1 |
1.0799 |
1.0799 |
1.0825 |
1.0782 |
| S2 |
1.0764 |
1.0764 |
1.0816 |
|
| S3 |
1.0665 |
1.0700 |
1.0807 |
|
| S4 |
1.0566 |
1.0601 |
1.0780 |
|
|
| 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 |
1.1348 |
|
2.618 |
1.1186 |
|
1.618 |
1.1087 |
|
1.000 |
1.1026 |
|
0.618 |
1.0988 |
|
HIGH |
1.0927 |
|
0.618 |
1.0889 |
|
0.500 |
1.0878 |
|
0.382 |
1.0866 |
|
LOW |
1.0828 |
|
0.618 |
1.0767 |
|
1.000 |
1.0729 |
|
1.618 |
1.0668 |
|
2.618 |
1.0569 |
|
4.250 |
1.0407 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0878 |
1.0829 |
| PP |
1.0863 |
1.0824 |
| S1 |
1.0849 |
1.0819 |
|