CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0730 |
1.0787 |
0.0057 |
0.5% |
1.0800 |
| High |
1.0803 |
1.0896 |
0.0093 |
0.9% |
1.0916 |
| Low |
1.0681 |
1.0743 |
0.0062 |
0.6% |
1.0681 |
| Close |
1.0774 |
1.0848 |
0.0074 |
0.7% |
1.0848 |
| Range |
0.0122 |
0.0153 |
0.0031 |
25.4% |
0.0235 |
| ATR |
0.0168 |
0.0167 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
100,603 |
111,990 |
11,387 |
11.3% |
863,967 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1288 |
1.1221 |
1.0932 |
|
| R3 |
1.1135 |
1.1068 |
1.0890 |
|
| R2 |
1.0982 |
1.0982 |
1.0876 |
|
| R1 |
1.0915 |
1.0915 |
1.0862 |
1.0949 |
| PP |
1.0829 |
1.0829 |
1.0829 |
1.0846 |
| S1 |
1.0762 |
1.0762 |
1.0834 |
1.0796 |
| S2 |
1.0676 |
1.0676 |
1.0820 |
|
| S3 |
1.0523 |
1.0609 |
1.0806 |
|
| S4 |
1.0370 |
1.0456 |
1.0764 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1520 |
1.1419 |
1.0977 |
|
| R3 |
1.1285 |
1.1184 |
1.0913 |
|
| R2 |
1.1050 |
1.1050 |
1.0891 |
|
| R1 |
1.0949 |
1.0949 |
1.0870 |
1.1000 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0840 |
| S1 |
1.0714 |
1.0714 |
1.0826 |
1.0765 |
| S2 |
1.0580 |
1.0580 |
1.0805 |
|
| S3 |
1.0345 |
1.0479 |
1.0783 |
|
| S4 |
1.0110 |
1.0244 |
1.0719 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0916 |
1.0681 |
0.0235 |
2.2% |
0.0147 |
1.4% |
71% |
False |
False |
172,793 |
| 10 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0221 |
2.0% |
37% |
False |
False |
175,151 |
| 20 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0160 |
1.5% |
37% |
False |
False |
149,861 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0129 |
1.2% |
37% |
False |
False |
124,753 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0120 |
1.1% |
37% |
False |
False |
93,460 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0118 |
1.1% |
37% |
False |
False |
70,144 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0110 |
1.0% |
37% |
False |
False |
56,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1546 |
|
2.618 |
1.1297 |
|
1.618 |
1.1144 |
|
1.000 |
1.1049 |
|
0.618 |
1.0991 |
|
HIGH |
1.0896 |
|
0.618 |
1.0838 |
|
0.500 |
1.0820 |
|
0.382 |
1.0801 |
|
LOW |
1.0743 |
|
0.618 |
1.0648 |
|
1.000 |
1.0590 |
|
1.618 |
1.0495 |
|
2.618 |
1.0342 |
|
4.250 |
1.0093 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0839 |
1.0828 |
| PP |
1.0829 |
1.0808 |
| S1 |
1.0820 |
1.0789 |
|