CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1019 |
1.0800 |
-0.0219 |
-2.0% |
1.0650 |
| High |
1.1123 |
1.0916 |
-0.0207 |
-1.9% |
1.1375 |
| Low |
1.0727 |
1.0694 |
-0.0033 |
-0.3% |
1.0532 |
| Close |
1.0941 |
1.0738 |
-0.0203 |
-1.9% |
1.0941 |
| Range |
0.0396 |
0.0222 |
-0.0174 |
-43.9% |
0.0843 |
| ATR |
0.0174 |
0.0180 |
0.0005 |
3.0% |
0.0000 |
| Volume |
372,501 |
370,925 |
-1,576 |
-0.4% |
887,544 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1449 |
1.1315 |
1.0860 |
|
| R3 |
1.1227 |
1.1093 |
1.0799 |
|
| R2 |
1.1005 |
1.1005 |
1.0779 |
|
| R1 |
1.0871 |
1.0871 |
1.0758 |
1.0827 |
| PP |
1.0783 |
1.0783 |
1.0783 |
1.0761 |
| S1 |
1.0649 |
1.0649 |
1.0718 |
1.0605 |
| S2 |
1.0561 |
1.0561 |
1.0697 |
|
| S3 |
1.0339 |
1.0427 |
1.0677 |
|
| S4 |
1.0117 |
1.0205 |
1.0616 |
|
|
| 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 |
7.9% |
0.0317 |
3.0% |
24% |
False |
False |
225,960 |
| 10 |
1.1375 |
1.0532 |
0.0843 |
7.9% |
0.0213 |
2.0% |
24% |
False |
False |
175,568 |
| 20 |
1.1375 |
1.0532 |
0.0843 |
7.9% |
0.0156 |
1.4% |
24% |
False |
False |
146,069 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.9% |
0.0125 |
1.2% |
24% |
False |
False |
122,602 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.9% |
0.0119 |
1.1% |
24% |
False |
False |
85,265 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.9% |
0.0115 |
1.1% |
24% |
False |
False |
63,985 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.9% |
0.0109 |
1.0% |
24% |
False |
False |
51,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1860 |
|
2.618 |
1.1497 |
|
1.618 |
1.1275 |
|
1.000 |
1.1138 |
|
0.618 |
1.1053 |
|
HIGH |
1.0916 |
|
0.618 |
1.0831 |
|
0.500 |
1.0805 |
|
0.382 |
1.0779 |
|
LOW |
1.0694 |
|
0.618 |
1.0557 |
|
1.000 |
1.0472 |
|
1.618 |
1.0335 |
|
2.618 |
1.0113 |
|
4.250 |
0.9751 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0805 |
1.1010 |
| PP |
1.0783 |
1.0919 |
| S1 |
1.0760 |
1.0829 |
|