CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0603 |
1.0624 |
0.0021 |
0.2% |
1.0655 |
| High |
1.0603 |
1.0624 |
0.0021 |
0.2% |
1.0764 |
| Low |
1.0603 |
1.0624 |
0.0021 |
0.2% |
1.0635 |
| Close |
1.0603 |
1.0624 |
0.0021 |
0.2% |
1.0677 |
| Range |
|
|
|
|
|
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
121 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0624 |
1.0624 |
1.0624 |
|
| R3 |
1.0624 |
1.0624 |
1.0624 |
|
| R2 |
1.0624 |
1.0624 |
1.0624 |
|
| R1 |
1.0624 |
1.0624 |
1.0624 |
1.0624 |
| PP |
1.0624 |
1.0624 |
1.0624 |
1.0624 |
| S1 |
1.0624 |
1.0624 |
1.0624 |
1.0624 |
| S2 |
1.0624 |
1.0624 |
1.0624 |
|
| S3 |
1.0624 |
1.0624 |
1.0624 |
|
| S4 |
1.0624 |
1.0624 |
1.0624 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1079 |
1.1007 |
1.0748 |
|
| R3 |
1.0950 |
1.0878 |
1.0712 |
|
| R2 |
1.0821 |
1.0821 |
1.0701 |
|
| R1 |
1.0749 |
1.0749 |
1.0689 |
1.0785 |
| PP |
1.0692 |
1.0692 |
1.0692 |
1.0710 |
| S1 |
1.0620 |
1.0620 |
1.0665 |
1.0656 |
| S2 |
1.0563 |
1.0563 |
1.0653 |
|
| S3 |
1.0434 |
1.0491 |
1.0642 |
|
| S4 |
1.0305 |
1.0362 |
1.0606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0665 |
1.0603 |
0.0062 |
0.6% |
0.0000 |
0.0% |
34% |
False |
False |
22 |
| 10 |
1.0774 |
1.0603 |
0.0171 |
1.6% |
0.0000 |
0.0% |
12% |
False |
False |
12 |
| 20 |
1.0930 |
1.0603 |
0.0327 |
3.1% |
0.0003 |
0.0% |
6% |
False |
False |
9 |
| 40 |
1.1124 |
1.0588 |
0.0536 |
5.0% |
0.0003 |
0.0% |
7% |
False |
False |
5 |
| 60 |
1.1338 |
1.0588 |
0.0750 |
7.1% |
0.0002 |
0.0% |
5% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0624 |
|
2.618 |
1.0624 |
|
1.618 |
1.0624 |
|
1.000 |
1.0624 |
|
0.618 |
1.0624 |
|
HIGH |
1.0624 |
|
0.618 |
1.0624 |
|
0.500 |
1.0624 |
|
0.382 |
1.0624 |
|
LOW |
1.0624 |
|
0.618 |
1.0624 |
|
1.000 |
1.0624 |
|
1.618 |
1.0624 |
|
2.618 |
1.0624 |
|
4.250 |
1.0624 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0624 |
1.0623 |
| PP |
1.0624 |
1.0622 |
| S1 |
1.0624 |
1.0621 |
|