CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1033 |
1.0911 |
-0.0122 |
-1.1% |
1.0662 |
| High |
1.1134 |
1.0912 |
-0.0222 |
-2.0% |
1.1381 |
| Low |
1.0750 |
1.0707 |
-0.0043 |
-0.4% |
1.0548 |
| Close |
1.0959 |
1.0749 |
-0.0210 |
-1.9% |
1.0959 |
| Range |
0.0384 |
0.0205 |
-0.0179 |
-46.6% |
0.0833 |
| ATR |
0.0166 |
0.0172 |
0.0006 |
3.7% |
0.0000 |
| Volume |
4,059 |
4,188 |
129 |
3.2% |
9,158 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1404 |
1.1282 |
1.0862 |
|
| R3 |
1.1199 |
1.1077 |
1.0805 |
|
| R2 |
1.0994 |
1.0994 |
1.0787 |
|
| R1 |
1.0872 |
1.0872 |
1.0768 |
1.0831 |
| PP |
1.0789 |
1.0789 |
1.0789 |
1.0769 |
| S1 |
1.0667 |
1.0667 |
1.0730 |
1.0626 |
| S2 |
1.0584 |
1.0584 |
1.0711 |
|
| S3 |
1.0379 |
1.0462 |
1.0693 |
|
| S4 |
1.0174 |
1.0257 |
1.0636 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3462 |
1.3043 |
1.1417 |
|
| R3 |
1.2629 |
1.2210 |
1.1188 |
|
| R2 |
1.1796 |
1.1796 |
1.1112 |
|
| R1 |
1.1377 |
1.1377 |
1.1035 |
1.1587 |
| PP |
1.0963 |
1.0963 |
1.0963 |
1.1067 |
| S1 |
1.0544 |
1.0544 |
1.0883 |
1.0754 |
| S2 |
1.0130 |
1.0130 |
1.0806 |
|
| S3 |
0.9297 |
0.9711 |
1.0730 |
|
| S4 |
0.8464 |
0.8878 |
1.0501 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0308 |
2.9% |
24% |
False |
False |
2,542 |
| 10 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0205 |
1.9% |
24% |
False |
False |
1,534 |
| 20 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0148 |
1.4% |
24% |
False |
False |
985 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0117 |
1.1% |
24% |
False |
False |
638 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0082 |
0.8% |
24% |
False |
False |
428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1783 |
|
2.618 |
1.1449 |
|
1.618 |
1.1244 |
|
1.000 |
1.1117 |
|
0.618 |
1.1039 |
|
HIGH |
1.0912 |
|
0.618 |
1.0834 |
|
0.500 |
1.0810 |
|
0.382 |
1.0785 |
|
LOW |
1.0707 |
|
0.618 |
1.0580 |
|
1.000 |
1.0502 |
|
1.618 |
1.0375 |
|
2.618 |
1.0170 |
|
4.250 |
0.9836 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0810 |
1.1021 |
| PP |
1.0789 |
1.0930 |
| S1 |
1.0769 |
1.0840 |
|