CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0746 |
1.0754 |
0.0008 |
0.1% |
1.0763 |
| High |
1.0773 |
1.0794 |
0.0021 |
0.2% |
1.0892 |
| Low |
1.0724 |
1.0696 |
-0.0028 |
-0.3% |
1.0684 |
| Close |
1.0762 |
1.0725 |
-0.0037 |
-0.3% |
1.0867 |
| Range |
0.0049 |
0.0098 |
0.0049 |
100.0% |
0.0208 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.2% |
0.0000 |
| Volume |
200 |
278 |
78 |
39.0% |
2,303 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1032 |
1.0977 |
1.0779 |
|
| R3 |
1.0934 |
1.0879 |
1.0752 |
|
| R2 |
1.0836 |
1.0836 |
1.0743 |
|
| R1 |
1.0781 |
1.0781 |
1.0734 |
1.0760 |
| PP |
1.0738 |
1.0738 |
1.0738 |
1.0728 |
| S1 |
1.0683 |
1.0683 |
1.0716 |
1.0662 |
| S2 |
1.0640 |
1.0640 |
1.0707 |
|
| S3 |
1.0542 |
1.0585 |
1.0698 |
|
| S4 |
1.0444 |
1.0487 |
1.0671 |
|
|
| 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 |
1.1211 |
|
2.618 |
1.1051 |
|
1.618 |
1.0953 |
|
1.000 |
1.0892 |
|
0.618 |
1.0855 |
|
HIGH |
1.0794 |
|
0.618 |
1.0757 |
|
0.500 |
1.0745 |
|
0.382 |
1.0733 |
|
LOW |
1.0696 |
|
0.618 |
1.0635 |
|
1.000 |
1.0598 |
|
1.618 |
1.0537 |
|
2.618 |
1.0439 |
|
4.250 |
1.0280 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0745 |
1.0763 |
| PP |
1.0738 |
1.0750 |
| S1 |
1.0732 |
1.0738 |
|