CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0589 |
1.0587 |
-0.0002 |
0.0% |
1.0634 |
| High |
1.0616 |
1.0709 |
0.0093 |
0.9% |
1.0788 |
| Low |
1.0548 |
1.0548 |
0.0000 |
0.0% |
1.0590 |
| Close |
1.0609 |
1.0693 |
0.0084 |
0.8% |
1.0663 |
| Range |
0.0068 |
0.0161 |
0.0093 |
136.8% |
0.0198 |
| ATR |
0.0089 |
0.0094 |
0.0005 |
5.8% |
0.0000 |
| Volume |
256 |
418 |
162 |
63.3% |
2,263 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1133 |
1.1074 |
1.0782 |
|
| R3 |
1.0972 |
1.0913 |
1.0737 |
|
| R2 |
1.0811 |
1.0811 |
1.0723 |
|
| R1 |
1.0752 |
1.0752 |
1.0708 |
1.0782 |
| PP |
1.0650 |
1.0650 |
1.0650 |
1.0665 |
| S1 |
1.0591 |
1.0591 |
1.0678 |
1.0621 |
| S2 |
1.0489 |
1.0489 |
1.0663 |
|
| S3 |
1.0328 |
1.0430 |
1.0649 |
|
| S4 |
1.0167 |
1.0269 |
1.0604 |
|
|
| 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 |
1.0709 |
1.0548 |
0.0161 |
1.5% |
0.0093 |
0.9% |
90% |
True |
True |
510 |
| 10 |
1.0794 |
1.0548 |
0.0246 |
2.3% |
0.0100 |
0.9% |
59% |
False |
True |
416 |
| 20 |
1.0927 |
1.0548 |
0.0379 |
3.5% |
0.0093 |
0.9% |
38% |
False |
True |
438 |
| 40 |
1.1150 |
1.0548 |
0.0602 |
5.6% |
0.0086 |
0.8% |
24% |
False |
True |
338 |
| 60 |
1.1319 |
1.0548 |
0.0771 |
7.2% |
0.0060 |
0.6% |
19% |
False |
True |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1393 |
|
2.618 |
1.1130 |
|
1.618 |
1.0969 |
|
1.000 |
1.0870 |
|
0.618 |
1.0808 |
|
HIGH |
1.0709 |
|
0.618 |
1.0647 |
|
0.500 |
1.0629 |
|
0.382 |
1.0610 |
|
LOW |
1.0548 |
|
0.618 |
1.0449 |
|
1.000 |
1.0387 |
|
1.618 |
1.0288 |
|
2.618 |
1.0127 |
|
4.250 |
0.9864 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0672 |
1.0672 |
| PP |
1.0650 |
1.0650 |
| S1 |
1.0629 |
1.0629 |
|