CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0579 |
1.0568 |
-0.0011 |
-0.1% |
1.0634 |
| High |
1.0606 |
1.0696 |
0.0090 |
0.8% |
1.0779 |
| Low |
1.0532 |
1.0532 |
0.0000 |
0.0% |
1.0576 |
| Close |
1.0597 |
1.0680 |
0.0083 |
0.8% |
1.0651 |
| Range |
0.0074 |
0.0164 |
0.0090 |
121.6% |
0.0203 |
| ATR |
0.0098 |
0.0103 |
0.0005 |
4.8% |
0.0000 |
| Volume |
79,871 |
125,580 |
45,709 |
57.2% |
623,306 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1128 |
1.1068 |
1.0770 |
|
| R3 |
1.0964 |
1.0904 |
1.0725 |
|
| R2 |
1.0800 |
1.0800 |
1.0710 |
|
| R1 |
1.0740 |
1.0740 |
1.0695 |
1.0770 |
| PP |
1.0636 |
1.0636 |
1.0636 |
1.0651 |
| S1 |
1.0576 |
1.0576 |
1.0665 |
1.0606 |
| S2 |
1.0472 |
1.0472 |
1.0650 |
|
| S3 |
1.0308 |
1.0412 |
1.0635 |
|
| S4 |
1.0144 |
1.0248 |
1.0590 |
|
|
| 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 |
1.0696 |
1.0532 |
0.0164 |
1.5% |
0.0098 |
0.9% |
90% |
True |
True |
113,917 |
| 10 |
1.0788 |
1.0532 |
0.0256 |
2.4% |
0.0106 |
1.0% |
58% |
False |
True |
119,987 |
| 20 |
1.0923 |
1.0532 |
0.0391 |
3.7% |
0.0099 |
0.9% |
38% |
False |
True |
115,379 |
| 40 |
1.1148 |
1.0532 |
0.0616 |
5.8% |
0.0098 |
0.9% |
24% |
False |
True |
103,307 |
| 60 |
1.1350 |
1.0532 |
0.0818 |
7.7% |
0.0100 |
0.9% |
18% |
False |
True |
69,868 |
| 80 |
1.1350 |
1.0532 |
0.0818 |
7.7% |
0.0103 |
1.0% |
18% |
False |
True |
52,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1393 |
|
2.618 |
1.1125 |
|
1.618 |
1.0961 |
|
1.000 |
1.0860 |
|
0.618 |
1.0797 |
|
HIGH |
1.0696 |
|
0.618 |
1.0633 |
|
0.500 |
1.0614 |
|
0.382 |
1.0595 |
|
LOW |
1.0532 |
|
0.618 |
1.0431 |
|
1.000 |
1.0368 |
|
1.618 |
1.0267 |
|
2.618 |
1.0103 |
|
4.250 |
0.9835 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0658 |
1.0658 |
| PP |
1.0636 |
1.0636 |
| S1 |
1.0614 |
1.0614 |
|