CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0655 |
1.0662 |
0.0007 |
0.1% |
1.0634 |
| High |
1.0680 |
1.0670 |
-0.0010 |
-0.1% |
1.0788 |
| Low |
1.0590 |
1.0567 |
-0.0023 |
-0.2% |
1.0590 |
| Close |
1.0663 |
1.0588 |
-0.0075 |
-0.7% |
1.0663 |
| Range |
0.0090 |
0.0103 |
0.0013 |
14.4% |
0.0198 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
1.1% |
0.0000 |
| Volume |
424 |
634 |
210 |
49.5% |
2,263 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0917 |
1.0856 |
1.0645 |
|
| R3 |
1.0814 |
1.0753 |
1.0616 |
|
| R2 |
1.0711 |
1.0711 |
1.0607 |
|
| R1 |
1.0650 |
1.0650 |
1.0597 |
1.0629 |
| PP |
1.0608 |
1.0608 |
1.0608 |
1.0598 |
| S1 |
1.0547 |
1.0547 |
1.0579 |
1.0526 |
| S2 |
1.0505 |
1.0505 |
1.0569 |
|
| S3 |
1.0402 |
1.0444 |
1.0560 |
|
| S4 |
1.0299 |
1.0341 |
1.0531 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1274 |
1.1167 |
1.0772 |
|
| R3 |
1.1076 |
1.0969 |
1.0717 |
|
| R2 |
1.0878 |
1.0878 |
1.0699 |
|
| R1 |
1.0771 |
1.0771 |
1.0681 |
1.0825 |
| PP |
1.0680 |
1.0680 |
1.0680 |
1.0707 |
| S1 |
1.0573 |
1.0573 |
1.0645 |
1.0627 |
| S2 |
1.0482 |
1.0482 |
1.0627 |
|
| S3 |
1.0284 |
1.0375 |
1.0609 |
|
| S4 |
1.0086 |
1.0177 |
1.0554 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0788 |
1.0567 |
0.0221 |
2.1% |
0.0103 |
1.0% |
10% |
False |
True |
527 |
| 10 |
1.0829 |
1.0567 |
0.0262 |
2.5% |
0.0092 |
0.9% |
8% |
False |
True |
422 |
| 20 |
1.0927 |
1.0567 |
0.0360 |
3.4% |
0.0091 |
0.9% |
6% |
False |
True |
419 |
| 40 |
1.1150 |
1.0567 |
0.0583 |
5.5% |
0.0080 |
0.8% |
4% |
False |
True |
321 |
| 60 |
1.1319 |
1.0567 |
0.0752 |
7.1% |
0.0056 |
0.5% |
3% |
False |
True |
216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1108 |
|
2.618 |
1.0940 |
|
1.618 |
1.0837 |
|
1.000 |
1.0773 |
|
0.618 |
1.0734 |
|
HIGH |
1.0670 |
|
0.618 |
1.0631 |
|
0.500 |
1.0619 |
|
0.382 |
1.0606 |
|
LOW |
1.0567 |
|
0.618 |
1.0503 |
|
1.000 |
1.0464 |
|
1.618 |
1.0400 |
|
2.618 |
1.0297 |
|
4.250 |
1.0129 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0619 |
1.0624 |
| PP |
1.0608 |
1.0612 |
| S1 |
1.0598 |
1.0600 |
|