CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0662 |
1.0589 |
-0.0073 |
-0.7% |
1.0634 |
| High |
1.0670 |
1.0616 |
-0.0054 |
-0.5% |
1.0788 |
| Low |
1.0567 |
1.0548 |
-0.0019 |
-0.2% |
1.0590 |
| Close |
1.0588 |
1.0609 |
0.0021 |
0.2% |
1.0663 |
| Range |
0.0103 |
0.0068 |
-0.0035 |
-34.0% |
0.0198 |
| ATR |
0.0090 |
0.0089 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
634 |
256 |
-378 |
-59.6% |
2,263 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0795 |
1.0770 |
1.0646 |
|
| R3 |
1.0727 |
1.0702 |
1.0628 |
|
| R2 |
1.0659 |
1.0659 |
1.0621 |
|
| R1 |
1.0634 |
1.0634 |
1.0615 |
1.0647 |
| PP |
1.0591 |
1.0591 |
1.0591 |
1.0597 |
| S1 |
1.0566 |
1.0566 |
1.0603 |
1.0579 |
| S2 |
1.0523 |
1.0523 |
1.0597 |
|
| S3 |
1.0455 |
1.0498 |
1.0590 |
|
| S4 |
1.0387 |
1.0430 |
1.0572 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1274 |
1.1167 |
1.0772 |
|
| R3 |
1.1076 |
1.0969 |
1.0717 |
|
| R2 |
1.0878 |
1.0878 |
1.0699 |
|
| R1 |
1.0771 |
1.0771 |
1.0681 |
1.0825 |
| PP |
1.0680 |
1.0680 |
1.0680 |
1.0707 |
| S1 |
1.0573 |
1.0573 |
1.0645 |
1.0627 |
| S2 |
1.0482 |
1.0482 |
1.0627 |
|
| S3 |
1.0284 |
1.0375 |
1.0609 |
|
| S4 |
1.0086 |
1.0177 |
1.0554 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0765 |
1.0548 |
0.0217 |
2.0% |
0.0090 |
0.8% |
28% |
False |
True |
532 |
| 10 |
1.0794 |
1.0548 |
0.0246 |
2.3% |
0.0089 |
0.8% |
25% |
False |
True |
394 |
| 20 |
1.0927 |
1.0548 |
0.0379 |
3.6% |
0.0091 |
0.9% |
16% |
False |
True |
429 |
| 40 |
1.1150 |
1.0548 |
0.0602 |
5.7% |
0.0082 |
0.8% |
10% |
False |
True |
328 |
| 60 |
1.1319 |
1.0548 |
0.0771 |
7.3% |
0.0058 |
0.5% |
8% |
False |
True |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0905 |
|
2.618 |
1.0794 |
|
1.618 |
1.0726 |
|
1.000 |
1.0684 |
|
0.618 |
1.0658 |
|
HIGH |
1.0616 |
|
0.618 |
1.0590 |
|
0.500 |
1.0582 |
|
0.382 |
1.0574 |
|
LOW |
1.0548 |
|
0.618 |
1.0506 |
|
1.000 |
1.0480 |
|
1.618 |
1.0438 |
|
2.618 |
1.0370 |
|
4.250 |
1.0259 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0600 |
1.0614 |
| PP |
1.0591 |
1.0612 |
| S1 |
1.0582 |
1.0611 |
|