CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0938 |
1.1212 |
0.0274 |
2.5% |
1.0851 |
| High |
1.1260 |
1.1231 |
-0.0029 |
-0.3% |
1.1260 |
| Low |
1.0913 |
1.1083 |
0.0170 |
1.6% |
1.0776 |
| Close |
1.1122 |
1.1160 |
0.0038 |
0.3% |
1.1160 |
| Range |
0.0347 |
0.0148 |
-0.0199 |
-57.3% |
0.0484 |
| ATR |
0.0163 |
0.0162 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
813 |
1,155 |
342 |
42.1% |
3,462 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1602 |
1.1529 |
1.1241 |
|
| R3 |
1.1454 |
1.1381 |
1.1201 |
|
| R2 |
1.1306 |
1.1306 |
1.1187 |
|
| R1 |
1.1233 |
1.1233 |
1.1174 |
1.1196 |
| PP |
1.1158 |
1.1158 |
1.1158 |
1.1139 |
| S1 |
1.1085 |
1.1085 |
1.1146 |
1.1048 |
| S2 |
1.1010 |
1.1010 |
1.1133 |
|
| S3 |
1.0862 |
1.0937 |
1.1119 |
|
| S4 |
1.0714 |
1.0789 |
1.1079 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2517 |
1.2323 |
1.1426 |
|
| R3 |
1.2033 |
1.1839 |
1.1293 |
|
| R2 |
1.1549 |
1.1549 |
1.1249 |
|
| R1 |
1.1355 |
1.1355 |
1.1204 |
1.1452 |
| PP |
1.1065 |
1.1065 |
1.1065 |
1.1114 |
| S1 |
1.0871 |
1.0871 |
1.1116 |
1.0968 |
| S2 |
1.0581 |
1.0581 |
1.1071 |
|
| S3 |
1.0097 |
1.0387 |
1.1027 |
|
| S4 |
0.9613 |
0.9903 |
1.0894 |
|
|
| 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 |
4.3% |
0.0165 |
1.5% |
79% |
False |
False |
692 |
| 10 |
1.1260 |
1.0695 |
0.0565 |
5.1% |
0.0147 |
1.3% |
82% |
False |
False |
973 |
| 20 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0168 |
1.5% |
73% |
False |
False |
1,057 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0128 |
1.1% |
73% |
False |
False |
723 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0102 |
0.9% |
73% |
False |
False |
518 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0078 |
0.7% |
73% |
False |
False |
391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1860 |
|
2.618 |
1.1618 |
|
1.618 |
1.1470 |
|
1.000 |
1.1379 |
|
0.618 |
1.1322 |
|
HIGH |
1.1231 |
|
0.618 |
1.1174 |
|
0.500 |
1.1157 |
|
0.382 |
1.1140 |
|
LOW |
1.1083 |
|
0.618 |
1.0992 |
|
1.000 |
1.0935 |
|
1.618 |
1.0844 |
|
2.618 |
1.0696 |
|
4.250 |
1.0454 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1159 |
1.1129 |
| PP |
1.1158 |
1.1098 |
| S1 |
1.1157 |
1.1068 |
|