CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0793 |
1.0730 |
-0.0063 |
-0.6% |
1.0650 |
| High |
1.0821 |
1.0803 |
-0.0018 |
-0.2% |
1.1375 |
| Low |
1.0723 |
1.0681 |
-0.0042 |
-0.4% |
1.0532 |
| Close |
1.0732 |
1.0774 |
0.0042 |
0.4% |
1.0941 |
| Range |
0.0098 |
0.0122 |
0.0024 |
24.5% |
0.0843 |
| ATR |
0.0171 |
0.0168 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
119,166 |
100,603 |
-18,563 |
-15.6% |
887,544 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1119 |
1.1068 |
1.0841 |
|
| R3 |
1.0997 |
1.0946 |
1.0808 |
|
| R2 |
1.0875 |
1.0875 |
1.0796 |
|
| R1 |
1.0824 |
1.0824 |
1.0785 |
1.0850 |
| PP |
1.0753 |
1.0753 |
1.0753 |
1.0765 |
| S1 |
1.0702 |
1.0702 |
1.0763 |
1.0728 |
| S2 |
1.0631 |
1.0631 |
1.0752 |
|
| S3 |
1.0509 |
1.0580 |
1.0740 |
|
| S4 |
1.0387 |
1.0458 |
1.0707 |
|
|
| 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 |
1.1123 |
1.0681 |
0.0442 |
4.1% |
0.0195 |
1.8% |
21% |
False |
True |
224,895 |
| 10 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0215 |
2.0% |
29% |
False |
False |
171,177 |
| 20 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0159 |
1.5% |
29% |
False |
False |
149,258 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0128 |
1.2% |
29% |
False |
False |
124,330 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0120 |
1.1% |
29% |
False |
False |
91,598 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0117 |
1.1% |
29% |
False |
False |
68,745 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0111 |
1.0% |
29% |
False |
False |
55,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1322 |
|
2.618 |
1.1122 |
|
1.618 |
1.1000 |
|
1.000 |
1.0925 |
|
0.618 |
1.0878 |
|
HIGH |
1.0803 |
|
0.618 |
1.0756 |
|
0.500 |
1.0742 |
|
0.382 |
1.0728 |
|
LOW |
1.0681 |
|
0.618 |
1.0606 |
|
1.000 |
1.0559 |
|
1.618 |
1.0484 |
|
2.618 |
1.0362 |
|
4.250 |
1.0163 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0763 |
1.0771 |
| PP |
1.0753 |
1.0768 |
| S1 |
1.0742 |
1.0765 |
|