CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0804 |
1.0851 |
0.0047 |
0.4% |
1.0911 |
| High |
1.0910 |
1.0912 |
0.0002 |
0.0% |
1.0912 |
| Low |
1.0801 |
1.0813 |
0.0012 |
0.1% |
1.0695 |
| Close |
1.0862 |
1.0826 |
-0.0036 |
-0.3% |
1.0862 |
| Range |
0.0109 |
0.0099 |
-0.0010 |
-9.2% |
0.0217 |
| ATR |
0.0157 |
0.0153 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
1,054 |
438 |
-616 |
-58.4% |
6,272 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1147 |
1.1086 |
1.0880 |
|
| R3 |
1.1048 |
1.0987 |
1.0853 |
|
| R2 |
1.0949 |
1.0949 |
1.0844 |
|
| R1 |
1.0888 |
1.0888 |
1.0835 |
1.0869 |
| PP |
1.0850 |
1.0850 |
1.0850 |
1.0841 |
| S1 |
1.0789 |
1.0789 |
1.0817 |
1.0770 |
| S2 |
1.0751 |
1.0751 |
1.0808 |
|
| S3 |
1.0652 |
1.0690 |
1.0799 |
|
| S4 |
1.0553 |
1.0591 |
1.0772 |
|
|
| 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% |
0.0108 |
1.0% |
60% |
True |
False |
504 |
| 10 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0208 |
1.9% |
33% |
False |
False |
1,523 |
| 20 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0150 |
1.4% |
33% |
False |
False |
972 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0121 |
1.1% |
33% |
False |
False |
663 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0091 |
0.8% |
33% |
False |
False |
468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1333 |
|
2.618 |
1.1171 |
|
1.618 |
1.1072 |
|
1.000 |
1.1011 |
|
0.618 |
1.0973 |
|
HIGH |
1.0912 |
|
0.618 |
1.0874 |
|
0.500 |
1.0863 |
|
0.382 |
1.0851 |
|
LOW |
1.0813 |
|
0.618 |
1.0752 |
|
1.000 |
1.0714 |
|
1.618 |
1.0653 |
|
2.618 |
1.0554 |
|
4.250 |
1.0392 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0863 |
1.0819 |
| PP |
1.0850 |
1.0811 |
| S1 |
1.0838 |
1.0804 |
|