CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0943 |
1.1028 |
0.0085 |
0.8% |
1.0780 |
| High |
1.1009 |
1.1205 |
0.0196 |
1.8% |
1.0882 |
| Low |
1.0930 |
1.1028 |
0.0098 |
0.9% |
1.0761 |
| Close |
1.0960 |
1.1144 |
0.0184 |
1.7% |
1.0882 |
| Range |
0.0079 |
0.0177 |
0.0098 |
124.1% |
0.0121 |
| ATR |
0.0092 |
0.0103 |
0.0011 |
12.0% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
74 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1657 |
1.1577 |
1.1241 |
|
| R3 |
1.1480 |
1.1400 |
1.1193 |
|
| R2 |
1.1303 |
1.1303 |
1.1176 |
|
| R1 |
1.1223 |
1.1223 |
1.1160 |
1.1263 |
| PP |
1.1126 |
1.1126 |
1.1126 |
1.1146 |
| S1 |
1.1046 |
1.1046 |
1.1128 |
1.1086 |
| S2 |
1.0949 |
1.0949 |
1.1112 |
|
| S3 |
1.0772 |
1.0869 |
1.1095 |
|
| S4 |
1.0595 |
1.0692 |
1.1047 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1205 |
1.1164 |
1.0949 |
|
| R3 |
1.1084 |
1.1043 |
1.0915 |
|
| R2 |
1.0963 |
1.0963 |
1.0904 |
|
| R1 |
1.0922 |
1.0922 |
1.0893 |
1.0943 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0852 |
| S1 |
1.0801 |
1.0801 |
1.0871 |
1.0822 |
| S2 |
1.0721 |
1.0721 |
1.0860 |
|
| S3 |
1.0600 |
1.0680 |
1.0849 |
|
| S4 |
1.0479 |
1.0559 |
1.0815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1205 |
1.0845 |
0.0360 |
3.2% |
0.0051 |
0.5% |
83% |
True |
False |
4 |
| 10 |
1.1205 |
1.0761 |
0.0444 |
4.0% |
0.0051 |
0.5% |
86% |
True |
False |
10 |
| 20 |
1.1234 |
1.0583 |
0.0651 |
5.8% |
0.0052 |
0.5% |
86% |
False |
False |
12 |
| 40 |
1.1234 |
1.0583 |
0.0651 |
5.8% |
0.0029 |
0.3% |
86% |
False |
False |
8 |
| 60 |
1.1338 |
1.0583 |
0.0755 |
6.8% |
0.0019 |
0.2% |
74% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1957 |
|
2.618 |
1.1668 |
|
1.618 |
1.1491 |
|
1.000 |
1.1382 |
|
0.618 |
1.1314 |
|
HIGH |
1.1205 |
|
0.618 |
1.1137 |
|
0.500 |
1.1117 |
|
0.382 |
1.1096 |
|
LOW |
1.1028 |
|
0.618 |
1.0919 |
|
1.000 |
1.0851 |
|
1.618 |
1.0742 |
|
2.618 |
1.0565 |
|
4.250 |
1.0276 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1135 |
1.1105 |
| PP |
1.1126 |
1.1066 |
| S1 |
1.1117 |
1.1028 |
|