CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0633 |
1.0650 |
0.0017 |
0.2% |
1.0634 |
| High |
1.0670 |
1.0660 |
-0.0010 |
-0.1% |
1.0779 |
| Low |
1.0576 |
1.0552 |
-0.0024 |
-0.2% |
1.0576 |
| Close |
1.0651 |
1.0576 |
-0.0075 |
-0.7% |
1.0651 |
| Range |
0.0094 |
0.0108 |
0.0014 |
14.9% |
0.0203 |
| ATR |
0.0100 |
0.0100 |
0.0001 |
0.6% |
0.0000 |
| Volume |
72,257 |
128,667 |
56,410 |
78.1% |
623,306 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0920 |
1.0856 |
1.0635 |
|
| R3 |
1.0812 |
1.0748 |
1.0606 |
|
| R2 |
1.0704 |
1.0704 |
1.0596 |
|
| R1 |
1.0640 |
1.0640 |
1.0586 |
1.0618 |
| PP |
1.0596 |
1.0596 |
1.0596 |
1.0585 |
| S1 |
1.0532 |
1.0532 |
1.0566 |
1.0510 |
| S2 |
1.0488 |
1.0488 |
1.0556 |
|
| S3 |
1.0380 |
1.0424 |
1.0546 |
|
| S4 |
1.0272 |
1.0316 |
1.0517 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1278 |
1.1167 |
1.0763 |
|
| R3 |
1.1075 |
1.0964 |
1.0707 |
|
| R2 |
1.0872 |
1.0872 |
1.0688 |
|
| R1 |
1.0761 |
1.0761 |
1.0670 |
1.0817 |
| PP |
1.0669 |
1.0669 |
1.0669 |
1.0696 |
| S1 |
1.0558 |
1.0558 |
1.0632 |
1.0614 |
| S2 |
1.0466 |
1.0466 |
1.0614 |
|
| S3 |
1.0263 |
1.0355 |
1.0595 |
|
| S4 |
1.0060 |
1.0152 |
1.0539 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0779 |
1.0552 |
0.0227 |
2.1% |
0.0109 |
1.0% |
11% |
False |
True |
125,175 |
| 10 |
1.0828 |
1.0552 |
0.0276 |
2.6% |
0.0100 |
0.9% |
9% |
False |
True |
118,921 |
| 20 |
1.0923 |
1.0552 |
0.0371 |
3.5% |
0.0098 |
0.9% |
6% |
False |
True |
112,758 |
| 40 |
1.1164 |
1.0552 |
0.0612 |
5.8% |
0.0096 |
0.9% |
4% |
False |
True |
99,051 |
| 60 |
1.1350 |
1.0552 |
0.0798 |
7.5% |
0.0099 |
0.9% |
3% |
False |
True |
66,452 |
| 80 |
1.1350 |
1.0552 |
0.0798 |
7.5% |
0.0103 |
1.0% |
3% |
False |
True |
49,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1119 |
|
2.618 |
1.0943 |
|
1.618 |
1.0835 |
|
1.000 |
1.0768 |
|
0.618 |
1.0727 |
|
HIGH |
1.0660 |
|
0.618 |
1.0619 |
|
0.500 |
1.0606 |
|
0.382 |
1.0593 |
|
LOW |
1.0552 |
|
0.618 |
1.0485 |
|
1.000 |
1.0444 |
|
1.618 |
1.0377 |
|
2.618 |
1.0269 |
|
4.250 |
1.0093 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0606 |
1.0611 |
| PP |
1.0596 |
1.0599 |
| S1 |
1.0586 |
1.0588 |
|