CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1079 |
1.1073 |
-0.0006 |
-0.1% |
1.0835 |
| High |
1.1209 |
1.1136 |
-0.0073 |
-0.7% |
1.1246 |
| Low |
1.1076 |
1.1031 |
-0.0045 |
-0.4% |
1.0759 |
| Close |
1.1099 |
1.1108 |
0.0009 |
0.1% |
1.1141 |
| Range |
0.0133 |
0.0105 |
-0.0028 |
-21.1% |
0.0487 |
| ATR |
0.0166 |
0.0162 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
126,339 |
172,240 |
45,901 |
36.3% |
900,909 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1407 |
1.1362 |
1.1166 |
|
| R3 |
1.1302 |
1.1257 |
1.1137 |
|
| R2 |
1.1197 |
1.1197 |
1.1127 |
|
| R1 |
1.1152 |
1.1152 |
1.1118 |
1.1175 |
| PP |
1.1092 |
1.1092 |
1.1092 |
1.1103 |
| S1 |
1.1047 |
1.1047 |
1.1098 |
1.1070 |
| S2 |
1.0987 |
1.0987 |
1.1089 |
|
| S3 |
1.0882 |
1.0942 |
1.1079 |
|
| S4 |
1.0777 |
1.0837 |
1.1050 |
|
|
| 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 |
1.0887 |
0.0359 |
3.2% |
0.0172 |
1.6% |
62% |
False |
False |
204,061 |
| 10 |
1.1246 |
1.0681 |
0.0565 |
5.1% |
0.0151 |
1.4% |
76% |
False |
False |
163,398 |
| 20 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0179 |
1.6% |
68% |
False |
False |
170,418 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0139 |
1.2% |
68% |
False |
False |
139,407 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0127 |
1.1% |
68% |
False |
False |
117,001 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0122 |
1.1% |
68% |
False |
False |
87,895 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.6% |
0.0119 |
1.1% |
68% |
False |
False |
70,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1582 |
|
2.618 |
1.1411 |
|
1.618 |
1.1306 |
|
1.000 |
1.1241 |
|
0.618 |
1.1201 |
|
HIGH |
1.1136 |
|
0.618 |
1.1096 |
|
0.500 |
1.1084 |
|
0.382 |
1.1071 |
|
LOW |
1.1031 |
|
0.618 |
1.0966 |
|
1.000 |
1.0926 |
|
1.618 |
1.0861 |
|
2.618 |
1.0756 |
|
4.250 |
1.0585 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1100 |
1.1120 |
| PP |
1.1092 |
1.1116 |
| S1 |
1.1084 |
1.1112 |
|