CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0733 |
1.0811 |
0.0078 |
0.7% |
1.0662 |
| High |
1.0860 |
1.0829 |
-0.0031 |
-0.3% |
1.1381 |
| Low |
1.0733 |
1.0739 |
0.0006 |
0.1% |
1.0548 |
| Close |
1.0794 |
1.0744 |
-0.0050 |
-0.5% |
1.0959 |
| Range |
0.0127 |
0.0090 |
-0.0037 |
-29.1% |
0.0833 |
| ATR |
0.0169 |
0.0163 |
-0.0006 |
-3.3% |
0.0000 |
| Volume |
487 |
291 |
-196 |
-40.2% |
9,158 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1041 |
1.0982 |
1.0794 |
|
| R3 |
1.0951 |
1.0892 |
1.0769 |
|
| R2 |
1.0861 |
1.0861 |
1.0761 |
|
| R1 |
1.0802 |
1.0802 |
1.0752 |
1.0787 |
| PP |
1.0771 |
1.0771 |
1.0771 |
1.0763 |
| S1 |
1.0712 |
1.0712 |
1.0736 |
1.0697 |
| S2 |
1.0681 |
1.0681 |
1.0728 |
|
| S3 |
1.0591 |
1.0622 |
1.0719 |
|
| S4 |
1.0501 |
1.0532 |
1.0695 |
|
|
| 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 |
1.0660 |
0.0721 |
6.7% |
0.0305 |
2.8% |
12% |
False |
False |
2,563 |
| 10 |
1.1381 |
1.0548 |
0.0833 |
7.8% |
0.0199 |
1.9% |
24% |
False |
False |
1,536 |
| 20 |
1.1381 |
1.0548 |
0.0833 |
7.8% |
0.0149 |
1.4% |
24% |
False |
False |
983 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.8% |
0.0119 |
1.1% |
24% |
False |
False |
642 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.8% |
0.0086 |
0.8% |
24% |
False |
False |
440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1212 |
|
2.618 |
1.1065 |
|
1.618 |
1.0975 |
|
1.000 |
1.0919 |
|
0.618 |
1.0885 |
|
HIGH |
1.0829 |
|
0.618 |
1.0795 |
|
0.500 |
1.0784 |
|
0.382 |
1.0773 |
|
LOW |
1.0739 |
|
0.618 |
1.0683 |
|
1.000 |
1.0649 |
|
1.618 |
1.0593 |
|
2.618 |
1.0503 |
|
4.250 |
1.0357 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0784 |
1.0810 |
| PP |
1.0771 |
1.0788 |
| S1 |
1.0757 |
1.0766 |
|