CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 07-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0650 |
1.0675 |
0.0025 |
0.2% |
1.0831 |
| High |
1.0650 |
1.0690 |
0.0040 |
0.4% |
1.0831 |
| Low |
1.0650 |
1.0669 |
0.0019 |
0.2% |
1.0588 |
| Close |
1.0675 |
1.0748 |
0.0073 |
0.7% |
1.0588 |
| Range |
0.0000 |
0.0021 |
0.0021 |
|
0.0243 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
2 |
5 |
3 |
150.0% |
10 |
|
| Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0765 |
1.0778 |
1.0760 |
|
| R3 |
1.0744 |
1.0757 |
1.0754 |
|
| R2 |
1.0723 |
1.0723 |
1.0752 |
|
| R1 |
1.0736 |
1.0736 |
1.0750 |
1.0730 |
| PP |
1.0702 |
1.0702 |
1.0702 |
1.0699 |
| S1 |
1.0715 |
1.0715 |
1.0746 |
1.0709 |
| S2 |
1.0681 |
1.0681 |
1.0744 |
|
| S3 |
1.0660 |
1.0694 |
1.0742 |
|
| S4 |
1.0639 |
1.0673 |
1.0736 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1398 |
1.1236 |
1.0722 |
|
| R3 |
1.1155 |
1.0993 |
1.0655 |
|
| R2 |
1.0912 |
1.0912 |
1.0633 |
|
| R1 |
1.0750 |
1.0750 |
1.0610 |
1.0710 |
| PP |
1.0669 |
1.0669 |
1.0669 |
1.0649 |
| S1 |
1.0507 |
1.0507 |
1.0566 |
1.0467 |
| S2 |
1.0426 |
1.0426 |
1.0543 |
|
| S3 |
1.0183 |
1.0264 |
1.0521 |
|
| S4 |
0.9940 |
1.0021 |
1.0454 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0779 |
|
2.618 |
1.0745 |
|
1.618 |
1.0724 |
|
1.000 |
1.0711 |
|
0.618 |
1.0703 |
|
HIGH |
1.0690 |
|
0.618 |
1.0682 |
|
0.500 |
1.0680 |
|
0.382 |
1.0677 |
|
LOW |
1.0669 |
|
0.618 |
1.0656 |
|
1.000 |
1.0648 |
|
1.618 |
1.0635 |
|
2.618 |
1.0614 |
|
4.250 |
1.0580 |
|
|
| Fisher Pivots for day following 07-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0725 |
1.0713 |
| PP |
1.0702 |
1.0677 |
| S1 |
1.0680 |
1.0642 |
|