CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0587 |
1.0661 |
0.0074 |
0.7% |
1.0634 |
| High |
1.0709 |
1.1381 |
0.0672 |
6.3% |
1.0788 |
| Low |
1.0548 |
1.0660 |
0.0112 |
1.1% |
1.0590 |
| Close |
1.0693 |
1.1267 |
0.0574 |
5.4% |
1.0663 |
| Range |
0.0161 |
0.0721 |
0.0560 |
347.8% |
0.0198 |
| ATR |
0.0094 |
0.0139 |
0.0045 |
47.7% |
0.0000 |
| Volume |
418 |
3,791 |
3,373 |
806.9% |
2,263 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3266 |
1.2987 |
1.1664 |
|
| R3 |
1.2545 |
1.2266 |
1.1465 |
|
| R2 |
1.1824 |
1.1824 |
1.1399 |
|
| R1 |
1.1545 |
1.1545 |
1.1333 |
1.1685 |
| PP |
1.1103 |
1.1103 |
1.1103 |
1.1172 |
| S1 |
1.0824 |
1.0824 |
1.1201 |
1.0964 |
| S2 |
1.0382 |
1.0382 |
1.1135 |
|
| S3 |
0.9661 |
1.0103 |
1.1069 |
|
| S4 |
0.8940 |
0.9382 |
1.0870 |
|
|
| 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 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0229 |
2.0% |
86% |
True |
False |
1,104 |
| 10 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0162 |
1.4% |
86% |
True |
False |
767 |
| 20 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0125 |
1.1% |
86% |
True |
False |
615 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0104 |
0.9% |
86% |
True |
False |
433 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0072 |
0.6% |
86% |
True |
False |
290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4445 |
|
2.618 |
1.3269 |
|
1.618 |
1.2548 |
|
1.000 |
1.2102 |
|
0.618 |
1.1827 |
|
HIGH |
1.1381 |
|
0.618 |
1.1106 |
|
0.500 |
1.1021 |
|
0.382 |
1.0935 |
|
LOW |
1.0660 |
|
0.618 |
1.0214 |
|
1.000 |
0.9939 |
|
1.618 |
0.9493 |
|
2.618 |
0.8772 |
|
4.250 |
0.7596 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1185 |
1.1166 |
| PP |
1.1103 |
1.1065 |
| S1 |
1.1021 |
1.0965 |
|