CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0873 |
0.0073 |
0.7% |
1.0800 |
| High |
1.0862 |
1.0998 |
0.0136 |
1.3% |
1.0916 |
| Low |
1.0759 |
1.0840 |
0.0081 |
0.8% |
1.0681 |
| Close |
1.0840 |
1.0925 |
0.0085 |
0.8% |
1.0848 |
| Range |
0.0103 |
0.0158 |
0.0055 |
53.4% |
0.0235 |
| ATR |
0.0158 |
0.0158 |
0.0000 |
0.0% |
0.0000 |
| Volume |
133,258 |
130,724 |
-2,534 |
-1.9% |
863,967 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1395 |
1.1318 |
1.1012 |
|
| R3 |
1.1237 |
1.1160 |
1.0968 |
|
| R2 |
1.1079 |
1.1079 |
1.0954 |
|
| R1 |
1.1002 |
1.1002 |
1.0939 |
1.1041 |
| PP |
1.0921 |
1.0921 |
1.0921 |
1.0940 |
| S1 |
1.0844 |
1.0844 |
1.0911 |
1.0883 |
| S2 |
1.0763 |
1.0763 |
1.0896 |
|
| S3 |
1.0605 |
1.0686 |
1.0882 |
|
| S4 |
1.0447 |
1.0528 |
1.0838 |
|
|
| 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 |
1.0998 |
1.0681 |
0.0317 |
2.9% |
0.0130 |
1.2% |
77% |
True |
False |
122,735 |
| 10 |
1.1375 |
1.0645 |
0.0730 |
6.7% |
0.0223 |
2.0% |
38% |
False |
False |
181,847 |
| 20 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0164 |
1.5% |
47% |
False |
False |
150,917 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0132 |
1.2% |
47% |
False |
False |
127,455 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0121 |
1.1% |
47% |
False |
False |
100,124 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0118 |
1.1% |
47% |
False |
False |
75,152 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0113 |
1.0% |
47% |
False |
False |
60,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1670 |
|
2.618 |
1.1412 |
|
1.618 |
1.1254 |
|
1.000 |
1.1156 |
|
0.618 |
1.1096 |
|
HIGH |
1.0998 |
|
0.618 |
1.0938 |
|
0.500 |
1.0919 |
|
0.382 |
1.0900 |
|
LOW |
1.0840 |
|
0.618 |
1.0742 |
|
1.000 |
1.0682 |
|
1.618 |
1.0584 |
|
2.618 |
1.0426 |
|
4.250 |
1.0169 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0923 |
1.0910 |
| PP |
1.0921 |
1.0894 |
| S1 |
1.0919 |
1.0879 |
|