CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0835 |
1.0800 |
-0.0035 |
-0.3% |
1.0800 |
| High |
1.0903 |
1.0862 |
-0.0041 |
-0.4% |
1.0916 |
| Low |
1.0791 |
1.0759 |
-0.0032 |
-0.3% |
1.0681 |
| Close |
1.0811 |
1.0840 |
0.0029 |
0.3% |
1.0848 |
| Range |
0.0112 |
0.0103 |
-0.0009 |
-8.0% |
0.0235 |
| ATR |
0.0163 |
0.0158 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
137,104 |
133,258 |
-3,846 |
-2.8% |
863,967 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1129 |
1.1088 |
1.0897 |
|
| R3 |
1.1026 |
1.0985 |
1.0868 |
|
| R2 |
1.0923 |
1.0923 |
1.0859 |
|
| R1 |
1.0882 |
1.0882 |
1.0849 |
1.0903 |
| PP |
1.0820 |
1.0820 |
1.0820 |
1.0831 |
| S1 |
1.0779 |
1.0779 |
1.0831 |
1.0800 |
| S2 |
1.0717 |
1.0717 |
1.0821 |
|
| S3 |
1.0614 |
1.0676 |
1.0812 |
|
| S4 |
1.0511 |
1.0573 |
1.0783 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1520 |
1.1419 |
1.0977 |
|
| R3 |
1.1285 |
1.1184 |
1.0913 |
|
| R2 |
1.1050 |
1.1050 |
1.0891 |
|
| R1 |
1.0949 |
1.0949 |
1.0870 |
1.1000 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0840 |
| S1 |
1.0714 |
1.0714 |
1.0826 |
1.0765 |
| S2 |
1.0580 |
1.0580 |
1.0805 |
|
| S3 |
1.0345 |
1.0479 |
1.0783 |
|
| S4 |
1.0110 |
1.0244 |
1.0719 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0903 |
1.0681 |
0.0222 |
2.0% |
0.0118 |
1.1% |
72% |
False |
False |
120,424 |
| 10 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0224 |
2.1% |
37% |
False |
False |
181,333 |
| 20 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0160 |
1.5% |
37% |
False |
False |
149,191 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0130 |
1.2% |
37% |
False |
False |
126,446 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0121 |
1.1% |
37% |
False |
False |
97,950 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0117 |
1.1% |
37% |
False |
False |
73,521 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0111 |
1.0% |
37% |
False |
False |
58,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1300 |
|
2.618 |
1.1132 |
|
1.618 |
1.1029 |
|
1.000 |
1.0965 |
|
0.618 |
1.0926 |
|
HIGH |
1.0862 |
|
0.618 |
1.0823 |
|
0.500 |
1.0811 |
|
0.382 |
1.0798 |
|
LOW |
1.0759 |
|
0.618 |
1.0695 |
|
1.000 |
1.0656 |
|
1.618 |
1.0592 |
|
2.618 |
1.0489 |
|
4.250 |
1.0321 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0830 |
1.0834 |
| PP |
1.0820 |
1.0829 |
| S1 |
1.0811 |
1.0823 |
|