CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0719 |
-0.0081 |
-0.8% |
1.0650 |
| High |
1.0916 |
1.0848 |
-0.0068 |
-0.6% |
1.1375 |
| Low |
1.0694 |
1.0710 |
0.0016 |
0.1% |
1.0532 |
| Close |
1.0738 |
1.0781 |
0.0043 |
0.4% |
1.0941 |
| Range |
0.0222 |
0.0138 |
-0.0084 |
-37.8% |
0.0843 |
| ATR |
0.0180 |
0.0177 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
370,925 |
161,283 |
-209,642 |
-56.5% |
887,544 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1194 |
1.1125 |
1.0857 |
|
| R3 |
1.1056 |
1.0987 |
1.0819 |
|
| R2 |
1.0918 |
1.0918 |
1.0806 |
|
| R1 |
1.0849 |
1.0849 |
1.0794 |
1.0884 |
| PP |
1.0780 |
1.0780 |
1.0780 |
1.0797 |
| S1 |
1.0711 |
1.0711 |
1.0768 |
1.0746 |
| S2 |
1.0642 |
1.0642 |
1.0756 |
|
| S3 |
1.0504 |
1.0573 |
1.0743 |
|
| S4 |
1.0366 |
1.0435 |
1.0705 |
|
|
| 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 |
7.8% |
0.0330 |
3.1% |
30% |
False |
False |
242,242 |
| 10 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0213 |
2.0% |
30% |
False |
False |
183,504 |
| 20 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0158 |
1.5% |
30% |
False |
False |
150,599 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0127 |
1.2% |
30% |
False |
False |
123,741 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0120 |
1.1% |
30% |
False |
False |
87,949 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0115 |
1.1% |
30% |
False |
False |
66,000 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0110 |
1.0% |
30% |
False |
False |
52,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1435 |
|
2.618 |
1.1209 |
|
1.618 |
1.1071 |
|
1.000 |
1.0986 |
|
0.618 |
1.0933 |
|
HIGH |
1.0848 |
|
0.618 |
1.0795 |
|
0.500 |
1.0779 |
|
0.382 |
1.0763 |
|
LOW |
1.0710 |
|
0.618 |
1.0625 |
|
1.000 |
1.0572 |
|
1.618 |
1.0487 |
|
2.618 |
1.0349 |
|
4.250 |
1.0124 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0780 |
1.0909 |
| PP |
1.0780 |
1.0866 |
| S1 |
1.0779 |
1.0824 |
|