CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0873 |
1.0898 |
0.0025 |
0.2% |
1.0800 |
| High |
1.0998 |
1.1246 |
0.0248 |
2.3% |
1.0916 |
| Low |
1.0840 |
1.0887 |
0.0047 |
0.4% |
1.0681 |
| Close |
1.0925 |
1.1106 |
0.0181 |
1.7% |
1.0848 |
| Range |
0.0158 |
0.0359 |
0.0201 |
127.2% |
0.0235 |
| ATR |
0.0158 |
0.0173 |
0.0014 |
9.1% |
0.0000 |
| Volume |
130,724 |
202,909 |
72,185 |
55.2% |
863,967 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2157 |
1.1990 |
1.1303 |
|
| R3 |
1.1798 |
1.1631 |
1.1205 |
|
| R2 |
1.1439 |
1.1439 |
1.1172 |
|
| R1 |
1.1272 |
1.1272 |
1.1139 |
1.1356 |
| PP |
1.1080 |
1.1080 |
1.1080 |
1.1121 |
| S1 |
1.0913 |
1.0913 |
1.1073 |
1.0997 |
| S2 |
1.0721 |
1.0721 |
1.1040 |
|
| S3 |
1.0362 |
1.0554 |
1.1007 |
|
| S4 |
1.0003 |
1.0195 |
1.0909 |
|
|
| 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 |
1.1246 |
1.0743 |
0.0503 |
4.5% |
0.0177 |
1.6% |
72% |
True |
False |
143,197 |
| 10 |
1.1246 |
1.0681 |
0.0565 |
5.1% |
0.0186 |
1.7% |
75% |
True |
False |
184,046 |
| 20 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0177 |
1.6% |
68% |
False |
False |
156,512 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0135 |
1.2% |
68% |
False |
False |
130,783 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0126 |
1.1% |
68% |
False |
False |
103,475 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0121 |
1.1% |
68% |
False |
False |
77,688 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0116 |
1.0% |
68% |
False |
False |
62,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2772 |
|
2.618 |
1.2186 |
|
1.618 |
1.1827 |
|
1.000 |
1.1605 |
|
0.618 |
1.1468 |
|
HIGH |
1.1246 |
|
0.618 |
1.1109 |
|
0.500 |
1.1067 |
|
0.382 |
1.1024 |
|
LOW |
1.0887 |
|
0.618 |
1.0665 |
|
1.000 |
1.0528 |
|
1.618 |
1.0306 |
|
2.618 |
0.9947 |
|
4.250 |
0.9361 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1093 |
1.1072 |
| PP |
1.1080 |
1.1037 |
| S1 |
1.1067 |
1.1003 |
|