CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1115 |
1.0999 |
-0.0116 |
-1.0% |
1.1093 |
| High |
1.1127 |
1.1040 |
-0.0087 |
-0.8% |
1.1209 |
| Low |
1.0976 |
1.0941 |
-0.0035 |
-0.3% |
1.0941 |
| Close |
1.1011 |
1.1017 |
0.0006 |
0.1% |
1.1017 |
| Range |
0.0151 |
0.0099 |
-0.0052 |
-34.4% |
0.0268 |
| ATR |
0.0161 |
0.0156 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
145,295 |
140,891 |
-4,404 |
-3.0% |
806,672 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1296 |
1.1256 |
1.1071 |
|
| R3 |
1.1197 |
1.1157 |
1.1044 |
|
| R2 |
1.1098 |
1.1098 |
1.1035 |
|
| R1 |
1.1058 |
1.1058 |
1.1026 |
1.1078 |
| PP |
1.0999 |
1.0999 |
1.0999 |
1.1010 |
| S1 |
1.0959 |
1.0959 |
1.1008 |
1.0979 |
| S2 |
1.0900 |
1.0900 |
1.0999 |
|
| S3 |
1.0801 |
1.0860 |
1.0990 |
|
| S4 |
1.0702 |
1.0761 |
1.0963 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1860 |
1.1706 |
1.1164 |
|
| R3 |
1.1592 |
1.1438 |
1.1091 |
|
| R2 |
1.1324 |
1.1324 |
1.1066 |
|
| R1 |
1.1170 |
1.1170 |
1.1042 |
1.1113 |
| PP |
1.1056 |
1.1056 |
1.1056 |
1.1027 |
| S1 |
1.0902 |
1.0902 |
1.0992 |
1.0845 |
| S2 |
1.0788 |
1.0788 |
1.0968 |
|
| S3 |
1.0520 |
1.0634 |
1.0943 |
|
| S4 |
1.0252 |
1.0366 |
1.0870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1209 |
1.0941 |
0.0268 |
2.4% |
0.0119 |
1.1% |
28% |
False |
True |
161,334 |
| 10 |
1.1246 |
1.0759 |
0.0487 |
4.4% |
0.0148 |
1.3% |
53% |
False |
False |
170,758 |
| 20 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0184 |
1.7% |
58% |
False |
False |
172,954 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0140 |
1.3% |
58% |
False |
False |
140,368 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0127 |
1.2% |
58% |
False |
False |
121,659 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0122 |
1.1% |
58% |
False |
False |
91,471 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0119 |
1.1% |
58% |
False |
False |
73,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1461 |
|
2.618 |
1.1299 |
|
1.618 |
1.1200 |
|
1.000 |
1.1139 |
|
0.618 |
1.1101 |
|
HIGH |
1.1040 |
|
0.618 |
1.1002 |
|
0.500 |
1.0991 |
|
0.382 |
1.0979 |
|
LOW |
1.0941 |
|
0.618 |
1.0880 |
|
1.000 |
1.0842 |
|
1.618 |
1.0781 |
|
2.618 |
1.0682 |
|
4.250 |
1.0520 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1008 |
1.1039 |
| PP |
1.0999 |
1.1031 |
| S1 |
1.0991 |
1.1024 |
|