CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1093 |
1.1079 |
-0.0014 |
-0.1% |
1.0835 |
| High |
1.1147 |
1.1209 |
0.0062 |
0.6% |
1.1246 |
| Low |
1.1039 |
1.1076 |
0.0037 |
0.3% |
1.0759 |
| Close |
1.1057 |
1.1099 |
0.0042 |
0.4% |
1.1141 |
| Range |
0.0108 |
0.0133 |
0.0025 |
23.1% |
0.0487 |
| ATR |
0.0167 |
0.0166 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
221,907 |
126,339 |
-95,568 |
-43.1% |
900,909 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1527 |
1.1446 |
1.1172 |
|
| R3 |
1.1394 |
1.1313 |
1.1136 |
|
| R2 |
1.1261 |
1.1261 |
1.1123 |
|
| R1 |
1.1180 |
1.1180 |
1.1111 |
1.1221 |
| PP |
1.1128 |
1.1128 |
1.1128 |
1.1148 |
| S1 |
1.1047 |
1.1047 |
1.1087 |
1.1088 |
| S2 |
1.0995 |
1.0995 |
1.1075 |
|
| S3 |
1.0862 |
1.0914 |
1.1062 |
|
| S4 |
1.0729 |
1.0781 |
1.1026 |
|
|
| 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 |
1.0840 |
0.0406 |
3.7% |
0.0183 |
1.6% |
64% |
False |
False |
195,758 |
| 10 |
1.1246 |
1.0681 |
0.0565 |
5.1% |
0.0150 |
1.4% |
74% |
False |
False |
158,091 |
| 20 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0182 |
1.6% |
67% |
False |
False |
170,797 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0139 |
1.2% |
67% |
False |
False |
136,700 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0127 |
1.1% |
67% |
False |
False |
114,154 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0122 |
1.1% |
67% |
False |
False |
85,743 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0119 |
1.1% |
67% |
False |
False |
68,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1774 |
|
2.618 |
1.1557 |
|
1.618 |
1.1424 |
|
1.000 |
1.1342 |
|
0.618 |
1.1291 |
|
HIGH |
1.1209 |
|
0.618 |
1.1158 |
|
0.500 |
1.1143 |
|
0.382 |
1.1127 |
|
LOW |
1.1076 |
|
0.618 |
1.0994 |
|
1.000 |
1.0943 |
|
1.618 |
1.0861 |
|
2.618 |
1.0728 |
|
4.250 |
1.0511 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1143 |
1.1126 |
| PP |
1.1128 |
1.1117 |
| S1 |
1.1114 |
1.1108 |
|