CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1113 |
1.1099 |
-0.0014 |
-0.1% |
1.0851 |
| High |
1.1162 |
1.1230 |
0.0068 |
0.6% |
1.1260 |
| Low |
1.1060 |
1.1099 |
0.0039 |
0.4% |
1.0776 |
| Close |
1.1077 |
1.1124 |
0.0047 |
0.4% |
1.1160 |
| Range |
0.0102 |
0.0131 |
0.0029 |
28.4% |
0.0484 |
| ATR |
0.0158 |
0.0158 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
1,206 |
632 |
-574 |
-47.6% |
3,462 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1544 |
1.1465 |
1.1196 |
|
| R3 |
1.1413 |
1.1334 |
1.1160 |
|
| R2 |
1.1282 |
1.1282 |
1.1148 |
|
| R1 |
1.1203 |
1.1203 |
1.1136 |
1.1243 |
| PP |
1.1151 |
1.1151 |
1.1151 |
1.1171 |
| S1 |
1.1072 |
1.1072 |
1.1112 |
1.1112 |
| S2 |
1.1020 |
1.1020 |
1.1100 |
|
| S3 |
1.0889 |
1.0941 |
1.1088 |
|
| S4 |
1.0758 |
1.0810 |
1.1052 |
|
|
| 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 |
1.0875 |
0.0385 |
3.5% |
0.0172 |
1.5% |
65% |
False |
False |
926 |
| 10 |
1.1260 |
1.0695 |
0.0565 |
5.1% |
0.0137 |
1.2% |
76% |
False |
False |
689 |
| 20 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0171 |
1.5% |
69% |
False |
False |
1,125 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0130 |
1.2% |
69% |
False |
False |
754 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0106 |
1.0% |
69% |
False |
False |
549 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0081 |
0.7% |
69% |
False |
False |
414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1787 |
|
2.618 |
1.1573 |
|
1.618 |
1.1442 |
|
1.000 |
1.1361 |
|
0.618 |
1.1311 |
|
HIGH |
1.1230 |
|
0.618 |
1.1180 |
|
0.500 |
1.1165 |
|
0.382 |
1.1149 |
|
LOW |
1.1099 |
|
0.618 |
1.1018 |
|
1.000 |
1.0968 |
|
1.618 |
1.0887 |
|
2.618 |
1.0756 |
|
4.250 |
1.0542 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1165 |
1.1146 |
| PP |
1.1151 |
1.1138 |
| S1 |
1.1138 |
1.1131 |
|