CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0876 |
1.0938 |
0.0062 |
0.6% |
1.0911 |
| High |
1.1005 |
1.1260 |
0.0255 |
2.3% |
1.0912 |
| Low |
1.0875 |
1.0913 |
0.0038 |
0.3% |
1.0695 |
| Close |
1.0940 |
1.1122 |
0.0182 |
1.7% |
1.0862 |
| Range |
0.0130 |
0.0347 |
0.0217 |
166.9% |
0.0217 |
| ATR |
0.0149 |
0.0163 |
0.0014 |
9.5% |
0.0000 |
| Volume |
825 |
813 |
-12 |
-1.5% |
6,272 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2139 |
1.1978 |
1.1313 |
|
| R3 |
1.1792 |
1.1631 |
1.1217 |
|
| R2 |
1.1445 |
1.1445 |
1.1186 |
|
| R1 |
1.1284 |
1.1284 |
1.1154 |
1.1365 |
| PP |
1.1098 |
1.1098 |
1.1098 |
1.1139 |
| S1 |
1.0937 |
1.0937 |
1.1090 |
1.1018 |
| S2 |
1.0751 |
1.0751 |
1.1058 |
|
| S3 |
1.0404 |
1.0590 |
1.1027 |
|
| S4 |
1.0057 |
1.0243 |
1.0931 |
|
|
| 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 |
1.1260 |
1.0776 |
0.0484 |
4.4% |
0.0157 |
1.4% |
71% |
True |
False |
672 |
| 10 |
1.1260 |
1.0695 |
0.0565 |
5.1% |
0.0171 |
1.5% |
76% |
True |
False |
1,263 |
| 20 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0166 |
1.5% |
69% |
False |
False |
1,015 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0126 |
1.1% |
69% |
False |
False |
702 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0100 |
0.9% |
69% |
False |
False |
499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2735 |
|
2.618 |
1.2168 |
|
1.618 |
1.1821 |
|
1.000 |
1.1607 |
|
0.618 |
1.1474 |
|
HIGH |
1.1260 |
|
0.618 |
1.1127 |
|
0.500 |
1.1087 |
|
0.382 |
1.1046 |
|
LOW |
1.0913 |
|
0.618 |
1.0699 |
|
1.000 |
1.0566 |
|
1.618 |
1.0352 |
|
2.618 |
1.0005 |
|
4.250 |
0.9438 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1110 |
1.1087 |
| PP |
1.1098 |
1.1053 |
| S1 |
1.1087 |
1.1018 |
|