CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1100 |
1.1140 |
0.0040 |
0.4% |
1.0851 |
| High |
1.1152 |
1.1140 |
-0.0012 |
-0.1% |
1.1260 |
| Low |
1.1055 |
1.0995 |
-0.0060 |
-0.5% |
1.0776 |
| Close |
1.1129 |
1.1028 |
-0.0101 |
-0.9% |
1.1160 |
| Range |
0.0097 |
0.0145 |
0.0048 |
49.5% |
0.0484 |
| ATR |
0.0153 |
0.0153 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
2,098 |
996 |
-1,102 |
-52.5% |
3,462 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1489 |
1.1404 |
1.1108 |
|
| R3 |
1.1344 |
1.1259 |
1.1068 |
|
| R2 |
1.1199 |
1.1199 |
1.1055 |
|
| R1 |
1.1114 |
1.1114 |
1.1041 |
1.1084 |
| PP |
1.1054 |
1.1054 |
1.1054 |
1.1040 |
| S1 |
1.0969 |
1.0969 |
1.1015 |
1.0939 |
| S2 |
1.0909 |
1.0909 |
1.1001 |
|
| S3 |
1.0764 |
1.0824 |
1.0988 |
|
| S4 |
1.0619 |
1.0679 |
1.0948 |
|
|
| 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 |
1.1231 |
1.0995 |
0.0236 |
2.1% |
0.0125 |
1.1% |
14% |
False |
True |
1,217 |
| 10 |
1.1260 |
1.0776 |
0.0484 |
4.4% |
0.0141 |
1.3% |
52% |
False |
False |
944 |
| 20 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0174 |
1.6% |
58% |
False |
False |
1,212 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0132 |
1.2% |
58% |
False |
False |
806 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0108 |
1.0% |
58% |
False |
False |
601 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0084 |
0.8% |
58% |
False |
False |
452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1756 |
|
2.618 |
1.1520 |
|
1.618 |
1.1375 |
|
1.000 |
1.1285 |
|
0.618 |
1.1230 |
|
HIGH |
1.1140 |
|
0.618 |
1.1085 |
|
0.500 |
1.1068 |
|
0.382 |
1.1050 |
|
LOW |
1.0995 |
|
0.618 |
1.0905 |
|
1.000 |
1.0850 |
|
1.618 |
1.0760 |
|
2.618 |
1.0615 |
|
4.250 |
1.0379 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1068 |
1.1113 |
| PP |
1.1054 |
1.1084 |
| S1 |
1.1041 |
1.1056 |
|