CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0663 |
1.0655 |
-0.0008 |
-0.1% |
1.0634 |
| High |
1.0667 |
1.0680 |
0.0013 |
0.1% |
1.0788 |
| Low |
1.0626 |
1.0590 |
-0.0036 |
-0.3% |
1.0590 |
| Close |
1.0651 |
1.0663 |
0.0012 |
0.1% |
1.0663 |
| Range |
0.0041 |
0.0090 |
0.0049 |
119.5% |
0.0198 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.1% |
0.0000 |
| Volume |
818 |
424 |
-394 |
-48.2% |
2,263 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0914 |
1.0879 |
1.0713 |
|
| R3 |
1.0824 |
1.0789 |
1.0688 |
|
| R2 |
1.0734 |
1.0734 |
1.0680 |
|
| R1 |
1.0699 |
1.0699 |
1.0671 |
1.0717 |
| PP |
1.0644 |
1.0644 |
1.0644 |
1.0653 |
| S1 |
1.0609 |
1.0609 |
1.0655 |
1.0627 |
| S2 |
1.0554 |
1.0554 |
1.0647 |
|
| S3 |
1.0464 |
1.0519 |
1.0638 |
|
| S4 |
1.0374 |
1.0429 |
1.0614 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1274 |
1.1167 |
1.0772 |
|
| R3 |
1.1076 |
1.0969 |
1.0717 |
|
| R2 |
1.0878 |
1.0878 |
1.0699 |
|
| R1 |
1.0771 |
1.0771 |
1.0681 |
1.0825 |
| PP |
1.0680 |
1.0680 |
1.0680 |
1.0707 |
| S1 |
1.0573 |
1.0573 |
1.0645 |
1.0627 |
| S2 |
1.0482 |
1.0482 |
1.0627 |
|
| S3 |
1.0284 |
1.0375 |
1.0609 |
|
| S4 |
1.0086 |
1.0177 |
1.0554 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0788 |
1.0590 |
0.0198 |
1.9% |
0.0091 |
0.9% |
37% |
False |
True |
452 |
| 10 |
1.0927 |
1.0590 |
0.0337 |
3.2% |
0.0092 |
0.9% |
22% |
False |
True |
448 |
| 20 |
1.0927 |
1.0589 |
0.0338 |
3.2% |
0.0089 |
0.8% |
22% |
False |
False |
403 |
| 40 |
1.1150 |
1.0567 |
0.0583 |
5.5% |
0.0078 |
0.7% |
16% |
False |
False |
305 |
| 60 |
1.1319 |
1.0567 |
0.0752 |
7.1% |
0.0055 |
0.5% |
13% |
False |
False |
206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1063 |
|
2.618 |
1.0916 |
|
1.618 |
1.0826 |
|
1.000 |
1.0770 |
|
0.618 |
1.0736 |
|
HIGH |
1.0680 |
|
0.618 |
1.0646 |
|
0.500 |
1.0635 |
|
0.382 |
1.0624 |
|
LOW |
1.0590 |
|
0.618 |
1.0534 |
|
1.000 |
1.0500 |
|
1.618 |
1.0444 |
|
2.618 |
1.0354 |
|
4.250 |
1.0208 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0654 |
1.0678 |
| PP |
1.0644 |
1.0673 |
| S1 |
1.0635 |
1.0668 |
|