CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0898 |
1.1203 |
0.0305 |
2.8% |
1.0835 |
| High |
1.1246 |
1.1212 |
-0.0034 |
-0.3% |
1.1246 |
| Low |
1.0887 |
1.1056 |
0.0169 |
1.6% |
1.0759 |
| Close |
1.1106 |
1.1141 |
0.0035 |
0.3% |
1.1141 |
| Range |
0.0359 |
0.0156 |
-0.0203 |
-56.5% |
0.0487 |
| ATR |
0.0173 |
0.0171 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
202,909 |
296,914 |
94,005 |
46.3% |
900,909 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1604 |
1.1529 |
1.1227 |
|
| R3 |
1.1448 |
1.1373 |
1.1184 |
|
| R2 |
1.1292 |
1.1292 |
1.1170 |
|
| R1 |
1.1217 |
1.1217 |
1.1155 |
1.1177 |
| PP |
1.1136 |
1.1136 |
1.1136 |
1.1116 |
| S1 |
1.1061 |
1.1061 |
1.1127 |
1.1021 |
| S2 |
1.0980 |
1.0980 |
1.1112 |
|
| S3 |
1.0824 |
1.0905 |
1.1098 |
|
| S4 |
1.0668 |
1.0749 |
1.1055 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2510 |
1.2312 |
1.1409 |
|
| R3 |
1.2023 |
1.1825 |
1.1275 |
|
| R2 |
1.1536 |
1.1536 |
1.1230 |
|
| R1 |
1.1338 |
1.1338 |
1.1186 |
1.1437 |
| PP |
1.1049 |
1.1049 |
1.1049 |
1.1098 |
| S1 |
1.0851 |
1.0851 |
1.1096 |
1.0950 |
| S2 |
1.0562 |
1.0562 |
1.1052 |
|
| S3 |
1.0075 |
1.0364 |
1.1007 |
|
| S4 |
0.9588 |
0.9877 |
1.0873 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1246 |
1.0759 |
0.0487 |
4.4% |
0.0178 |
1.6% |
78% |
False |
False |
180,181 |
| 10 |
1.1246 |
1.0681 |
0.0565 |
5.1% |
0.0162 |
1.5% |
81% |
False |
False |
176,487 |
| 20 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0179 |
1.6% |
72% |
False |
False |
163,786 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0136 |
1.2% |
72% |
False |
False |
133,655 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0125 |
1.1% |
72% |
False |
False |
108,399 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0122 |
1.1% |
72% |
False |
False |
81,397 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0117 |
1.1% |
72% |
False |
False |
65,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1875 |
|
2.618 |
1.1620 |
|
1.618 |
1.1464 |
|
1.000 |
1.1368 |
|
0.618 |
1.1308 |
|
HIGH |
1.1212 |
|
0.618 |
1.1152 |
|
0.500 |
1.1134 |
|
0.382 |
1.1116 |
|
LOW |
1.1056 |
|
0.618 |
1.0960 |
|
1.000 |
1.0900 |
|
1.618 |
1.0804 |
|
2.618 |
1.0648 |
|
4.250 |
1.0393 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1139 |
1.1108 |
| PP |
1.1136 |
1.1076 |
| S1 |
1.1134 |
1.1043 |
|