CME Japanese Yen Future June 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 |
1.0650 |
1.0579 |
-0.0071 |
-0.7% |
1.0634 |
| High |
1.0660 |
1.0606 |
-0.0054 |
-0.5% |
1.0779 |
| Low |
1.0552 |
1.0532 |
-0.0020 |
-0.2% |
1.0576 |
| Close |
1.0576 |
1.0597 |
0.0021 |
0.2% |
1.0651 |
| Range |
0.0108 |
0.0074 |
-0.0034 |
-31.5% |
0.0203 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
128,667 |
79,871 |
-48,796 |
-37.9% |
623,306 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0800 |
1.0773 |
1.0638 |
|
| R3 |
1.0726 |
1.0699 |
1.0617 |
|
| R2 |
1.0652 |
1.0652 |
1.0611 |
|
| R1 |
1.0625 |
1.0625 |
1.0604 |
1.0639 |
| PP |
1.0578 |
1.0578 |
1.0578 |
1.0585 |
| S1 |
1.0551 |
1.0551 |
1.0590 |
1.0565 |
| S2 |
1.0504 |
1.0504 |
1.0583 |
|
| S3 |
1.0430 |
1.0477 |
1.0577 |
|
| S4 |
1.0356 |
1.0403 |
1.0556 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1278 |
1.1167 |
1.0763 |
|
| R3 |
1.1075 |
1.0964 |
1.0707 |
|
| R2 |
1.0872 |
1.0872 |
1.0688 |
|
| R1 |
1.0761 |
1.0761 |
1.0670 |
1.0817 |
| PP |
1.0669 |
1.0669 |
1.0669 |
1.0696 |
| S1 |
1.0558 |
1.0558 |
1.0632 |
1.0614 |
| S2 |
1.0466 |
1.0466 |
1.0614 |
|
| S3 |
1.0263 |
1.0355 |
1.0595 |
|
| S4 |
1.0060 |
1.0152 |
1.0539 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0758 |
1.0532 |
0.0226 |
2.1% |
0.0096 |
0.9% |
29% |
False |
True |
124,765 |
| 10 |
1.0788 |
1.0532 |
0.0256 |
2.4% |
0.0095 |
0.9% |
25% |
False |
True |
117,049 |
| 20 |
1.0923 |
1.0532 |
0.0391 |
3.7% |
0.0097 |
0.9% |
17% |
False |
True |
114,161 |
| 40 |
1.1164 |
1.0532 |
0.0632 |
6.0% |
0.0097 |
0.9% |
10% |
False |
True |
100,701 |
| 60 |
1.1350 |
1.0532 |
0.0818 |
7.7% |
0.0098 |
0.9% |
8% |
False |
True |
67,779 |
| 80 |
1.1350 |
1.0532 |
0.0818 |
7.7% |
0.0103 |
1.0% |
8% |
False |
True |
50,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0921 |
|
2.618 |
1.0800 |
|
1.618 |
1.0726 |
|
1.000 |
1.0680 |
|
0.618 |
1.0652 |
|
HIGH |
1.0606 |
|
0.618 |
1.0578 |
|
0.500 |
1.0569 |
|
0.382 |
1.0560 |
|
LOW |
1.0532 |
|
0.618 |
1.0486 |
|
1.000 |
1.0458 |
|
1.618 |
1.0412 |
|
2.618 |
1.0338 |
|
4.250 |
1.0218 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0588 |
1.0601 |
| PP |
1.0578 |
1.0600 |
| S1 |
1.0569 |
1.0598 |
|