CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0568 |
1.0650 |
0.0082 |
0.8% |
1.0634 |
| High |
1.0696 |
1.1375 |
0.0679 |
6.3% |
1.0779 |
| Low |
1.0532 |
1.0645 |
0.0113 |
1.1% |
1.0576 |
| Close |
1.0680 |
1.1249 |
0.0569 |
5.3% |
1.0651 |
| Range |
0.0164 |
0.0730 |
0.0566 |
345.1% |
0.0203 |
| ATR |
0.0103 |
0.0148 |
0.0045 |
43.5% |
0.0000 |
| Volume |
125,580 |
180,925 |
55,345 |
44.1% |
623,306 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3280 |
1.2994 |
1.1651 |
|
| R3 |
1.2550 |
1.2264 |
1.1450 |
|
| R2 |
1.1820 |
1.1820 |
1.1383 |
|
| R1 |
1.1534 |
1.1534 |
1.1316 |
1.1677 |
| PP |
1.1090 |
1.1090 |
1.1090 |
1.1161 |
| S1 |
1.0804 |
1.0804 |
1.1182 |
1.0947 |
| S2 |
1.0360 |
1.0360 |
1.1115 |
|
| S3 |
0.9630 |
1.0074 |
1.1048 |
|
| S4 |
0.8900 |
0.9344 |
1.0848 |
|
|
| 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 |
1.1375 |
1.0532 |
0.0843 |
7.5% |
0.0234 |
2.1% |
85% |
True |
False |
117,460 |
| 10 |
1.1375 |
1.0532 |
0.0843 |
7.5% |
0.0168 |
1.5% |
85% |
True |
False |
128,979 |
| 20 |
1.1375 |
1.0532 |
0.0843 |
7.5% |
0.0132 |
1.2% |
85% |
True |
False |
118,776 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.5% |
0.0114 |
1.0% |
85% |
True |
False |
106,864 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.5% |
0.0111 |
1.0% |
85% |
True |
False |
72,881 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.5% |
0.0111 |
1.0% |
85% |
True |
False |
54,696 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.5% |
0.0105 |
0.9% |
85% |
True |
False |
43,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4478 |
|
2.618 |
1.3286 |
|
1.618 |
1.2556 |
|
1.000 |
1.2105 |
|
0.618 |
1.1826 |
|
HIGH |
1.1375 |
|
0.618 |
1.1096 |
|
0.500 |
1.1010 |
|
0.382 |
1.0924 |
|
LOW |
1.0645 |
|
0.618 |
1.0194 |
|
1.000 |
0.9915 |
|
1.618 |
0.9464 |
|
2.618 |
0.8734 |
|
4.250 |
0.7543 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1169 |
1.1151 |
| PP |
1.1090 |
1.1052 |
| S1 |
1.1010 |
1.0954 |
|