CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0634 |
1.0667 |
0.0033 |
0.3% |
1.0873 |
| High |
1.0656 |
1.0788 |
0.0132 |
1.2% |
1.0927 |
| Low |
1.0611 |
1.0655 |
0.0044 |
0.4% |
1.0613 |
| Close |
1.0642 |
1.0754 |
0.0112 |
1.1% |
1.0649 |
| Range |
0.0045 |
0.0133 |
0.0088 |
195.6% |
0.0314 |
| ATR |
0.0084 |
0.0089 |
0.0004 |
5.2% |
0.0000 |
| Volume |
261 |
230 |
-31 |
-11.9% |
2,220 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1131 |
1.1076 |
1.0827 |
|
| R3 |
1.0998 |
1.0943 |
1.0791 |
|
| R2 |
1.0865 |
1.0865 |
1.0778 |
|
| R1 |
1.0810 |
1.0810 |
1.0766 |
1.0838 |
| PP |
1.0732 |
1.0732 |
1.0732 |
1.0746 |
| S1 |
1.0677 |
1.0677 |
1.0742 |
1.0705 |
| S2 |
1.0599 |
1.0599 |
1.0730 |
|
| S3 |
1.0466 |
1.0544 |
1.0717 |
|
| S4 |
1.0333 |
1.0411 |
1.0681 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1672 |
1.1474 |
1.0822 |
|
| R3 |
1.1358 |
1.1160 |
1.0735 |
|
| R2 |
1.1044 |
1.1044 |
1.0707 |
|
| R1 |
1.0846 |
1.0846 |
1.0678 |
1.0788 |
| PP |
1.0730 |
1.0730 |
1.0730 |
1.0701 |
| S1 |
1.0532 |
1.0532 |
1.0620 |
1.0474 |
| S2 |
1.0416 |
1.0416 |
1.0591 |
|
| S3 |
1.0102 |
1.0218 |
1.0563 |
|
| S4 |
0.9788 |
0.9904 |
1.0476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0794 |
1.0611 |
0.0183 |
1.7% |
0.0087 |
0.8% |
78% |
False |
False |
256 |
| 10 |
1.0927 |
1.0611 |
0.0316 |
2.9% |
0.0095 |
0.9% |
45% |
False |
False |
435 |
| 20 |
1.0927 |
1.0567 |
0.0360 |
3.3% |
0.0090 |
0.8% |
52% |
False |
False |
383 |
| 40 |
1.1319 |
1.0567 |
0.0752 |
7.0% |
0.0073 |
0.7% |
25% |
False |
False |
261 |
| 60 |
1.1319 |
1.0567 |
0.0752 |
7.0% |
0.0050 |
0.5% |
25% |
False |
False |
177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1353 |
|
2.618 |
1.1136 |
|
1.618 |
1.1003 |
|
1.000 |
1.0921 |
|
0.618 |
1.0870 |
|
HIGH |
1.0788 |
|
0.618 |
1.0737 |
|
0.500 |
1.0722 |
|
0.382 |
1.0706 |
|
LOW |
1.0655 |
|
0.618 |
1.0573 |
|
1.000 |
1.0522 |
|
1.618 |
1.0440 |
|
2.618 |
1.0307 |
|
4.250 |
1.0090 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0743 |
1.0736 |
| PP |
1.0732 |
1.0718 |
| S1 |
1.0722 |
1.0700 |
|