CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1073 |
1.1115 |
0.0042 |
0.4% |
1.0835 |
| High |
1.1136 |
1.1127 |
-0.0009 |
-0.1% |
1.1246 |
| Low |
1.1031 |
1.0976 |
-0.0055 |
-0.5% |
1.0759 |
| Close |
1.1108 |
1.1011 |
-0.0097 |
-0.9% |
1.1141 |
| Range |
0.0105 |
0.0151 |
0.0046 |
43.8% |
0.0487 |
| ATR |
0.0162 |
0.0161 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
172,240 |
145,295 |
-26,945 |
-15.6% |
900,909 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1491 |
1.1402 |
1.1094 |
|
| R3 |
1.1340 |
1.1251 |
1.1053 |
|
| R2 |
1.1189 |
1.1189 |
1.1039 |
|
| R1 |
1.1100 |
1.1100 |
1.1025 |
1.1069 |
| PP |
1.1038 |
1.1038 |
1.1038 |
1.1023 |
| S1 |
1.0949 |
1.0949 |
1.0997 |
1.0918 |
| S2 |
1.0887 |
1.0887 |
1.0983 |
|
| S3 |
1.0736 |
1.0798 |
1.0969 |
|
| S4 |
1.0585 |
1.0647 |
1.0928 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2510 |
1.2312 |
1.1409 |
|
| R3 |
1.2023 |
1.1825 |
1.1275 |
|
| R2 |
1.1536 |
1.1536 |
1.1230 |
|
| R1 |
1.1338 |
1.1338 |
1.1186 |
1.1437 |
| PP |
1.1049 |
1.1049 |
1.1049 |
1.1098 |
| S1 |
1.0851 |
1.0851 |
1.1096 |
1.0950 |
| S2 |
1.0562 |
1.0562 |
1.1052 |
|
| S3 |
1.0075 |
1.0364 |
1.1007 |
|
| S4 |
0.9588 |
0.9877 |
1.0873 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1212 |
1.0976 |
0.0236 |
2.1% |
0.0131 |
1.2% |
15% |
False |
True |
192,539 |
| 10 |
1.1246 |
1.0743 |
0.0503 |
4.6% |
0.0154 |
1.4% |
53% |
False |
False |
167,868 |
| 20 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0184 |
1.7% |
57% |
False |
False |
169,522 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0140 |
1.3% |
57% |
False |
False |
140,634 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0128 |
1.2% |
57% |
False |
False |
119,378 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0123 |
1.1% |
57% |
False |
False |
89,710 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0120 |
1.1% |
57% |
False |
False |
71,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1769 |
|
2.618 |
1.1522 |
|
1.618 |
1.1371 |
|
1.000 |
1.1278 |
|
0.618 |
1.1220 |
|
HIGH |
1.1127 |
|
0.618 |
1.1069 |
|
0.500 |
1.1052 |
|
0.382 |
1.1034 |
|
LOW |
1.0976 |
|
0.618 |
1.0883 |
|
1.000 |
1.0825 |
|
1.618 |
1.0732 |
|
2.618 |
1.0581 |
|
4.250 |
1.0334 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1052 |
1.1093 |
| PP |
1.1038 |
1.1065 |
| S1 |
1.1025 |
1.1038 |
|