CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0719 |
1.0793 |
0.0074 |
0.7% |
1.0650 |
| High |
1.0848 |
1.0821 |
-0.0027 |
-0.2% |
1.1375 |
| Low |
1.0710 |
1.0723 |
0.0013 |
0.1% |
1.0532 |
| Close |
1.0781 |
1.0732 |
-0.0049 |
-0.5% |
1.0941 |
| Range |
0.0138 |
0.0098 |
-0.0040 |
-29.0% |
0.0843 |
| ATR |
0.0177 |
0.0171 |
-0.0006 |
-3.2% |
0.0000 |
| Volume |
161,283 |
119,166 |
-42,117 |
-26.1% |
887,544 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1053 |
1.0990 |
1.0786 |
|
| R3 |
1.0955 |
1.0892 |
1.0759 |
|
| R2 |
1.0857 |
1.0857 |
1.0750 |
|
| R1 |
1.0794 |
1.0794 |
1.0741 |
1.0777 |
| PP |
1.0759 |
1.0759 |
1.0759 |
1.0750 |
| S1 |
1.0696 |
1.0696 |
1.0723 |
1.0679 |
| S2 |
1.0661 |
1.0661 |
1.0714 |
|
| S3 |
1.0563 |
1.0598 |
1.0705 |
|
| S4 |
1.0465 |
1.0500 |
1.0678 |
|
|
| 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 |
1.0645 |
0.0730 |
6.8% |
0.0317 |
3.0% |
12% |
False |
False |
240,960 |
| 10 |
1.1375 |
1.0532 |
0.0843 |
7.9% |
0.0208 |
1.9% |
24% |
False |
False |
177,438 |
| 20 |
1.1375 |
1.0532 |
0.0843 |
7.9% |
0.0157 |
1.5% |
24% |
False |
False |
150,303 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.9% |
0.0127 |
1.2% |
24% |
False |
False |
124,941 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.9% |
0.0120 |
1.1% |
24% |
False |
False |
89,924 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.9% |
0.0116 |
1.1% |
24% |
False |
False |
67,488 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.9% |
0.0110 |
1.0% |
24% |
False |
False |
54,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1238 |
|
2.618 |
1.1078 |
|
1.618 |
1.0980 |
|
1.000 |
1.0919 |
|
0.618 |
1.0882 |
|
HIGH |
1.0821 |
|
0.618 |
1.0784 |
|
0.500 |
1.0772 |
|
0.382 |
1.0760 |
|
LOW |
1.0723 |
|
0.618 |
1.0662 |
|
1.000 |
1.0625 |
|
1.618 |
1.0564 |
|
2.618 |
1.0466 |
|
4.250 |
1.0307 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0772 |
1.0805 |
| PP |
1.0759 |
1.0781 |
| S1 |
1.0745 |
1.0756 |
|