CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0911 |
1.0733 |
-0.0178 |
-1.6% |
1.0662 |
| High |
1.0912 |
1.0860 |
-0.0052 |
-0.5% |
1.1381 |
| Low |
1.0707 |
1.0733 |
0.0026 |
0.2% |
1.0548 |
| Close |
1.0749 |
1.0794 |
0.0045 |
0.4% |
1.0959 |
| Range |
0.0205 |
0.0127 |
-0.0078 |
-38.0% |
0.0833 |
| ATR |
0.0172 |
0.0169 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
4,188 |
487 |
-3,701 |
-88.4% |
9,158 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1177 |
1.1112 |
1.0864 |
|
| R3 |
1.1050 |
1.0985 |
1.0829 |
|
| R2 |
1.0923 |
1.0923 |
1.0817 |
|
| R1 |
1.0858 |
1.0858 |
1.0806 |
1.0891 |
| PP |
1.0796 |
1.0796 |
1.0796 |
1.0812 |
| S1 |
1.0731 |
1.0731 |
1.0782 |
1.0764 |
| S2 |
1.0669 |
1.0669 |
1.0771 |
|
| S3 |
1.0542 |
1.0604 |
1.0759 |
|
| S4 |
1.0415 |
1.0477 |
1.0724 |
|
|
| 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 |
7.7% |
0.0320 |
3.0% |
30% |
False |
False |
2,588 |
| 10 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0205 |
1.9% |
30% |
False |
False |
1,560 |
| 20 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0150 |
1.4% |
30% |
False |
False |
998 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0119 |
1.1% |
30% |
False |
False |
649 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0084 |
0.8% |
30% |
False |
False |
435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1400 |
|
2.618 |
1.1192 |
|
1.618 |
1.1065 |
|
1.000 |
1.0987 |
|
0.618 |
1.0938 |
|
HIGH |
1.0860 |
|
0.618 |
1.0811 |
|
0.500 |
1.0797 |
|
0.382 |
1.0782 |
|
LOW |
1.0733 |
|
0.618 |
1.0655 |
|
1.000 |
1.0606 |
|
1.618 |
1.0528 |
|
2.618 |
1.0401 |
|
4.250 |
1.0193 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0797 |
1.0921 |
| PP |
1.0796 |
1.0878 |
| S1 |
1.0795 |
1.0836 |
|