CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0661 |
1.1033 |
0.0372 |
3.5% |
1.0662 |
| High |
1.1381 |
1.1134 |
-0.0247 |
-2.2% |
1.1381 |
| Low |
1.0660 |
1.0750 |
0.0090 |
0.8% |
1.0548 |
| Close |
1.1267 |
1.0959 |
-0.0308 |
-2.7% |
1.0959 |
| Range |
0.0721 |
0.0384 |
-0.0337 |
-46.7% |
0.0833 |
| ATR |
0.0139 |
0.0166 |
0.0027 |
19.5% |
0.0000 |
| Volume |
3,791 |
4,059 |
268 |
7.1% |
9,158 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2100 |
1.1913 |
1.1170 |
|
| R3 |
1.1716 |
1.1529 |
1.1065 |
|
| R2 |
1.1332 |
1.1332 |
1.1029 |
|
| R1 |
1.1145 |
1.1145 |
1.0994 |
1.1047 |
| PP |
1.0948 |
1.0948 |
1.0948 |
1.0898 |
| S1 |
1.0761 |
1.0761 |
1.0924 |
1.0663 |
| S2 |
1.0564 |
1.0564 |
1.0889 |
|
| S3 |
1.0180 |
1.0377 |
1.0853 |
|
| S4 |
0.9796 |
0.9993 |
1.0748 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3462 |
1.3043 |
1.1417 |
|
| R3 |
1.2629 |
1.2210 |
1.1188 |
|
| R2 |
1.1796 |
1.1796 |
1.1112 |
|
| R1 |
1.1377 |
1.1377 |
1.1035 |
1.1587 |
| PP |
1.0963 |
1.0963 |
1.0963 |
1.1067 |
| S1 |
1.0544 |
1.0544 |
1.0883 |
1.0754 |
| S2 |
1.0130 |
1.0130 |
1.0806 |
|
| S3 |
0.9297 |
0.9711 |
1.0730 |
|
| S4 |
0.8464 |
0.8878 |
1.0501 |
|
|
| 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 |
7.6% |
0.0287 |
2.6% |
49% |
False |
False |
1,831 |
| 10 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0189 |
1.7% |
49% |
False |
False |
1,142 |
| 20 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0141 |
1.3% |
49% |
False |
False |
797 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0114 |
1.0% |
49% |
False |
False |
534 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0079 |
0.7% |
49% |
False |
False |
358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2766 |
|
2.618 |
1.2139 |
|
1.618 |
1.1755 |
|
1.000 |
1.1518 |
|
0.618 |
1.1371 |
|
HIGH |
1.1134 |
|
0.618 |
1.0987 |
|
0.500 |
1.0942 |
|
0.382 |
1.0897 |
|
LOW |
1.0750 |
|
0.618 |
1.0513 |
|
1.000 |
1.0366 |
|
1.618 |
1.0129 |
|
2.618 |
0.9745 |
|
4.250 |
0.9118 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0953 |
1.0965 |
| PP |
1.0948 |
1.0963 |
| S1 |
1.0942 |
1.0961 |
|