CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0787 |
1.0835 |
0.0048 |
0.4% |
1.0800 |
| High |
1.0896 |
1.0903 |
0.0007 |
0.1% |
1.0916 |
| Low |
1.0743 |
1.0791 |
0.0048 |
0.4% |
1.0681 |
| Close |
1.0848 |
1.0811 |
-0.0037 |
-0.3% |
1.0848 |
| Range |
0.0153 |
0.0112 |
-0.0041 |
-26.8% |
0.0235 |
| ATR |
0.0167 |
0.0163 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
111,990 |
137,104 |
25,114 |
22.4% |
863,967 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1171 |
1.1103 |
1.0873 |
|
| R3 |
1.1059 |
1.0991 |
1.0842 |
|
| R2 |
1.0947 |
1.0947 |
1.0832 |
|
| R1 |
1.0879 |
1.0879 |
1.0821 |
1.0857 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0824 |
| S1 |
1.0767 |
1.0767 |
1.0801 |
1.0745 |
| S2 |
1.0723 |
1.0723 |
1.0790 |
|
| S3 |
1.0611 |
1.0655 |
1.0780 |
|
| S4 |
1.0499 |
1.0543 |
1.0749 |
|
|
| 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 |
1.0903 |
1.0681 |
0.0222 |
2.1% |
0.0125 |
1.2% |
59% |
True |
False |
126,029 |
| 10 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0221 |
2.0% |
33% |
False |
False |
175,994 |
| 20 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0160 |
1.5% |
33% |
False |
False |
147,457 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0130 |
1.2% |
33% |
False |
False |
125,032 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0121 |
1.1% |
33% |
False |
False |
95,734 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0117 |
1.1% |
33% |
False |
False |
71,857 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0111 |
1.0% |
33% |
False |
False |
57,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1379 |
|
2.618 |
1.1196 |
|
1.618 |
1.1084 |
|
1.000 |
1.1015 |
|
0.618 |
1.0972 |
|
HIGH |
1.0903 |
|
0.618 |
1.0860 |
|
0.500 |
1.0847 |
|
0.382 |
1.0834 |
|
LOW |
1.0791 |
|
0.618 |
1.0722 |
|
1.000 |
1.0679 |
|
1.618 |
1.0610 |
|
2.618 |
1.0498 |
|
4.250 |
1.0315 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0847 |
1.0805 |
| PP |
1.0835 |
1.0798 |
| S1 |
1.0823 |
1.0792 |
|