CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1203 |
1.1093 |
-0.0110 |
-1.0% |
1.0835 |
| High |
1.1212 |
1.1147 |
-0.0065 |
-0.6% |
1.1246 |
| Low |
1.1056 |
1.1039 |
-0.0017 |
-0.2% |
1.0759 |
| Close |
1.1141 |
1.1057 |
-0.0084 |
-0.8% |
1.1141 |
| Range |
0.0156 |
0.0108 |
-0.0048 |
-30.8% |
0.0487 |
| ATR |
0.0171 |
0.0167 |
-0.0005 |
-2.6% |
0.0000 |
| Volume |
296,914 |
221,907 |
-75,007 |
-25.3% |
900,909 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1405 |
1.1339 |
1.1116 |
|
| R3 |
1.1297 |
1.1231 |
1.1087 |
|
| R2 |
1.1189 |
1.1189 |
1.1077 |
|
| R1 |
1.1123 |
1.1123 |
1.1067 |
1.1102 |
| PP |
1.1081 |
1.1081 |
1.1081 |
1.1071 |
| S1 |
1.1015 |
1.1015 |
1.1047 |
1.0994 |
| S2 |
1.0973 |
1.0973 |
1.1037 |
|
| S3 |
1.0865 |
1.0907 |
1.1027 |
|
| S4 |
1.0757 |
1.0799 |
1.0998 |
|
|
| 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% |
0.0177 |
1.6% |
61% |
False |
False |
197,142 |
| 10 |
1.1246 |
1.0681 |
0.0565 |
5.1% |
0.0151 |
1.4% |
67% |
False |
False |
161,585 |
| 20 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0182 |
1.6% |
62% |
False |
False |
168,576 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0137 |
1.2% |
62% |
False |
False |
135,773 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0126 |
1.1% |
62% |
False |
False |
112,067 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0122 |
1.1% |
62% |
False |
False |
84,167 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0118 |
1.1% |
62% |
False |
False |
67,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1606 |
|
2.618 |
1.1430 |
|
1.618 |
1.1322 |
|
1.000 |
1.1255 |
|
0.618 |
1.1214 |
|
HIGH |
1.1147 |
|
0.618 |
1.1106 |
|
0.500 |
1.1093 |
|
0.382 |
1.1080 |
|
LOW |
1.1039 |
|
0.618 |
1.0972 |
|
1.000 |
1.0931 |
|
1.618 |
1.0864 |
|
2.618 |
1.0756 |
|
4.250 |
1.0580 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1093 |
1.1067 |
| PP |
1.1081 |
1.1063 |
| S1 |
1.1069 |
1.1060 |
|