CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0650 |
1.1019 |
0.0369 |
3.5% |
1.0650 |
| High |
1.1375 |
1.1123 |
-0.0252 |
-2.2% |
1.1375 |
| Low |
1.0645 |
1.0727 |
0.0082 |
0.8% |
1.0532 |
| Close |
1.1249 |
1.0941 |
-0.0308 |
-2.7% |
1.0941 |
| Range |
0.0730 |
0.0396 |
-0.0334 |
-45.8% |
0.0843 |
| ATR |
0.0148 |
0.0174 |
0.0027 |
18.1% |
0.0000 |
| Volume |
180,925 |
372,501 |
191,576 |
105.9% |
887,544 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2118 |
1.1926 |
1.1159 |
|
| R3 |
1.1722 |
1.1530 |
1.1050 |
|
| R2 |
1.1326 |
1.1326 |
1.1014 |
|
| R1 |
1.1134 |
1.1134 |
1.0977 |
1.1032 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0880 |
| S1 |
1.0738 |
1.0738 |
1.0905 |
1.0636 |
| S2 |
1.0534 |
1.0534 |
1.0868 |
|
| S3 |
1.0138 |
1.0342 |
1.0832 |
|
| S4 |
0.9742 |
0.9946 |
1.0723 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3478 |
1.3053 |
1.1405 |
|
| R3 |
1.2635 |
1.2210 |
1.1173 |
|
| R2 |
1.1792 |
1.1792 |
1.1096 |
|
| R1 |
1.1367 |
1.1367 |
1.1018 |
1.1580 |
| PP |
1.0949 |
1.0949 |
1.0949 |
1.1056 |
| S1 |
1.0524 |
1.0524 |
1.0864 |
1.0737 |
| S2 |
1.0106 |
1.0106 |
1.0786 |
|
| S3 |
0.9263 |
0.9681 |
1.0709 |
|
| S4 |
0.8420 |
0.8838 |
1.0477 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0294 |
2.7% |
49% |
False |
False |
177,508 |
| 10 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0196 |
1.8% |
49% |
False |
False |
151,085 |
| 20 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0148 |
1.4% |
49% |
False |
False |
132,087 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0122 |
1.1% |
49% |
False |
False |
114,942 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0116 |
1.1% |
49% |
False |
False |
79,087 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0113 |
1.0% |
49% |
False |
False |
59,351 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0107 |
1.0% |
49% |
False |
False |
47,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2806 |
|
2.618 |
1.2160 |
|
1.618 |
1.1764 |
|
1.000 |
1.1519 |
|
0.618 |
1.1368 |
|
HIGH |
1.1123 |
|
0.618 |
1.0972 |
|
0.500 |
1.0925 |
|
0.382 |
1.0878 |
|
LOW |
1.0727 |
|
0.618 |
1.0482 |
|
1.000 |
1.0331 |
|
1.618 |
1.0086 |
|
2.618 |
0.9690 |
|
4.250 |
0.9044 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0936 |
1.0954 |
| PP |
1.0930 |
1.0949 |
| S1 |
1.0925 |
1.0945 |
|