CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0750 |
1.0804 |
0.0054 |
0.5% |
1.0911 |
| High |
1.0812 |
1.0910 |
0.0098 |
0.9% |
1.0912 |
| Low |
1.0695 |
1.0801 |
0.0106 |
1.0% |
1.0695 |
| Close |
1.0786 |
1.0862 |
0.0076 |
0.7% |
1.0862 |
| Range |
0.0117 |
0.0109 |
-0.0008 |
-6.8% |
0.0217 |
| ATR |
0.0160 |
0.0157 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
252 |
1,054 |
802 |
318.3% |
6,272 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1185 |
1.1132 |
1.0922 |
|
| R3 |
1.1076 |
1.1023 |
1.0892 |
|
| R2 |
1.0967 |
1.0967 |
1.0882 |
|
| R1 |
1.0914 |
1.0914 |
1.0872 |
1.0941 |
| PP |
1.0858 |
1.0858 |
1.0858 |
1.0871 |
| S1 |
1.0805 |
1.0805 |
1.0852 |
1.0832 |
| S2 |
1.0749 |
1.0749 |
1.0842 |
|
| S3 |
1.0640 |
1.0696 |
1.0832 |
|
| S4 |
1.0531 |
1.0587 |
1.0802 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1385 |
1.0981 |
|
| R3 |
1.1257 |
1.1168 |
1.0922 |
|
| R2 |
1.1040 |
1.1040 |
1.0902 |
|
| R1 |
1.0951 |
1.0951 |
1.0882 |
1.0887 |
| PP |
1.0823 |
1.0823 |
1.0823 |
1.0791 |
| S1 |
1.0734 |
1.0734 |
1.0842 |
1.0670 |
| S2 |
1.0606 |
1.0606 |
1.0822 |
|
| S3 |
1.0389 |
1.0517 |
1.0802 |
|
| S4 |
1.0172 |
1.0300 |
1.0743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0912 |
1.0695 |
0.0217 |
2.0% |
0.0130 |
1.2% |
77% |
False |
False |
1,254 |
| 10 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0209 |
1.9% |
38% |
False |
False |
1,543 |
| 20 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0150 |
1.4% |
38% |
False |
False |
995 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0121 |
1.1% |
38% |
False |
False |
656 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0089 |
0.8% |
38% |
False |
False |
461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1373 |
|
2.618 |
1.1195 |
|
1.618 |
1.1086 |
|
1.000 |
1.1019 |
|
0.618 |
1.0977 |
|
HIGH |
1.0910 |
|
0.618 |
1.0868 |
|
0.500 |
1.0856 |
|
0.382 |
1.0843 |
|
LOW |
1.0801 |
|
0.618 |
1.0734 |
|
1.000 |
1.0692 |
|
1.618 |
1.0625 |
|
2.618 |
1.0516 |
|
4.250 |
1.0338 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0860 |
1.0842 |
| PP |
1.0858 |
1.0822 |
| S1 |
1.0856 |
1.0803 |
|