CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1028 |
1.1197 |
0.0169 |
1.5% |
1.0845 |
| High |
1.1205 |
1.1197 |
-0.0008 |
-0.1% |
1.1205 |
| Low |
1.1028 |
1.1189 |
0.0161 |
1.5% |
1.0845 |
| Close |
1.1144 |
1.1184 |
0.0040 |
0.4% |
1.1184 |
| Range |
0.0177 |
0.0008 |
-0.0169 |
-95.5% |
0.0360 |
| ATR |
0.0103 |
0.0099 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
4 |
8 |
4 |
100.0% |
25 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1214 |
1.1207 |
1.1188 |
|
| R3 |
1.1206 |
1.1199 |
1.1186 |
|
| R2 |
1.1198 |
1.1198 |
1.1185 |
|
| R1 |
1.1191 |
1.1191 |
1.1185 |
1.1191 |
| PP |
1.1190 |
1.1190 |
1.1190 |
1.1190 |
| S1 |
1.1183 |
1.1183 |
1.1183 |
1.1183 |
| S2 |
1.1182 |
1.1182 |
1.1183 |
|
| S3 |
1.1174 |
1.1175 |
1.1182 |
|
| S4 |
1.1166 |
1.1167 |
1.1180 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2158 |
1.2031 |
1.1382 |
|
| R3 |
1.1798 |
1.1671 |
1.1283 |
|
| R2 |
1.1438 |
1.1438 |
1.1250 |
|
| R1 |
1.1311 |
1.1311 |
1.1217 |
1.1375 |
| PP |
1.1078 |
1.1078 |
1.1078 |
1.1110 |
| S1 |
1.0951 |
1.0951 |
1.1151 |
1.1015 |
| S2 |
1.0718 |
1.0718 |
1.1118 |
|
| S3 |
1.0358 |
1.0591 |
1.1085 |
|
| S4 |
0.9998 |
1.0231 |
1.0986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1205 |
1.0845 |
0.0360 |
3.2% |
0.0053 |
0.5% |
94% |
False |
False |
5 |
| 10 |
1.1205 |
1.0761 |
0.0444 |
4.0% |
0.0029 |
0.3% |
95% |
False |
False |
9 |
| 20 |
1.1234 |
1.0583 |
0.0651 |
5.8% |
0.0052 |
0.5% |
92% |
False |
False |
12 |
| 40 |
1.1234 |
1.0583 |
0.0651 |
5.8% |
0.0029 |
0.3% |
92% |
False |
False |
8 |
| 60 |
1.1338 |
1.0583 |
0.0755 |
6.8% |
0.0019 |
0.2% |
80% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1231 |
|
2.618 |
1.1218 |
|
1.618 |
1.1210 |
|
1.000 |
1.1205 |
|
0.618 |
1.1202 |
|
HIGH |
1.1197 |
|
0.618 |
1.1194 |
|
0.500 |
1.1193 |
|
0.382 |
1.1192 |
|
LOW |
1.1189 |
|
0.618 |
1.1184 |
|
1.000 |
1.1181 |
|
1.618 |
1.1176 |
|
2.618 |
1.1168 |
|
4.250 |
1.1155 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1193 |
1.1145 |
| PP |
1.1190 |
1.1106 |
| S1 |
1.1187 |
1.1068 |
|