CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1099 |
1.1100 |
0.0001 |
0.0% |
1.0851 |
| High |
1.1230 |
1.1152 |
-0.0078 |
-0.7% |
1.1260 |
| Low |
1.1099 |
1.1055 |
-0.0044 |
-0.4% |
1.0776 |
| Close |
1.1124 |
1.1129 |
0.0005 |
0.0% |
1.1160 |
| Range |
0.0131 |
0.0097 |
-0.0034 |
-26.0% |
0.0484 |
| ATR |
0.0158 |
0.0153 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
632 |
2,098 |
1,466 |
232.0% |
3,462 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1403 |
1.1363 |
1.1182 |
|
| R3 |
1.1306 |
1.1266 |
1.1156 |
|
| R2 |
1.1209 |
1.1209 |
1.1147 |
|
| R1 |
1.1169 |
1.1169 |
1.1138 |
1.1189 |
| PP |
1.1112 |
1.1112 |
1.1112 |
1.1122 |
| S1 |
1.1072 |
1.1072 |
1.1120 |
1.1092 |
| S2 |
1.1015 |
1.1015 |
1.1111 |
|
| S3 |
1.0918 |
1.0975 |
1.1102 |
|
| S4 |
1.0821 |
1.0878 |
1.1076 |
|
|
| 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 |
1.0913 |
0.0347 |
3.1% |
0.0165 |
1.5% |
62% |
False |
False |
1,180 |
| 10 |
1.1260 |
1.0695 |
0.0565 |
5.1% |
0.0138 |
1.2% |
77% |
False |
False |
870 |
| 20 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0168 |
1.5% |
70% |
False |
False |
1,203 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0130 |
1.2% |
70% |
False |
False |
795 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0108 |
1.0% |
70% |
False |
False |
584 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0082 |
0.7% |
70% |
False |
False |
440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1564 |
|
2.618 |
1.1406 |
|
1.618 |
1.1309 |
|
1.000 |
1.1249 |
|
0.618 |
1.1212 |
|
HIGH |
1.1152 |
|
0.618 |
1.1115 |
|
0.500 |
1.1104 |
|
0.382 |
1.1092 |
|
LOW |
1.1055 |
|
0.618 |
1.0995 |
|
1.000 |
1.0958 |
|
1.618 |
1.0898 |
|
2.618 |
1.0801 |
|
4.250 |
1.0643 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1121 |
1.1143 |
| PP |
1.1112 |
1.1138 |
| S1 |
1.1104 |
1.1134 |
|