CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0811 |
1.0750 |
-0.0061 |
-0.6% |
1.0662 |
| High |
1.0829 |
1.0812 |
-0.0017 |
-0.2% |
1.1381 |
| Low |
1.0739 |
1.0695 |
-0.0044 |
-0.4% |
1.0548 |
| Close |
1.0744 |
1.0786 |
0.0042 |
0.4% |
1.0959 |
| Range |
0.0090 |
0.0117 |
0.0027 |
30.0% |
0.0833 |
| ATR |
0.0163 |
0.0160 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
291 |
252 |
-39 |
-13.4% |
9,158 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1115 |
1.1068 |
1.0850 |
|
| R3 |
1.0998 |
1.0951 |
1.0818 |
|
| R2 |
1.0881 |
1.0881 |
1.0807 |
|
| R1 |
1.0834 |
1.0834 |
1.0797 |
1.0858 |
| PP |
1.0764 |
1.0764 |
1.0764 |
1.0776 |
| S1 |
1.0717 |
1.0717 |
1.0775 |
1.0741 |
| S2 |
1.0647 |
1.0647 |
1.0765 |
|
| S3 |
1.0530 |
1.0600 |
1.0754 |
|
| S4 |
1.0413 |
1.0483 |
1.0722 |
|
|
| 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 |
1.1134 |
1.0695 |
0.0439 |
4.1% |
0.0185 |
1.7% |
21% |
False |
True |
1,855 |
| 10 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0207 |
1.9% |
29% |
False |
False |
1,480 |
| 20 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0152 |
1.4% |
29% |
False |
False |
959 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0119 |
1.1% |
29% |
False |
False |
638 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0087 |
0.8% |
29% |
False |
False |
444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1309 |
|
2.618 |
1.1118 |
|
1.618 |
1.1001 |
|
1.000 |
1.0929 |
|
0.618 |
1.0884 |
|
HIGH |
1.0812 |
|
0.618 |
1.0767 |
|
0.500 |
1.0754 |
|
0.382 |
1.0740 |
|
LOW |
1.0695 |
|
0.618 |
1.0623 |
|
1.000 |
1.0578 |
|
1.618 |
1.0506 |
|
2.618 |
1.0389 |
|
4.250 |
1.0198 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0775 |
1.0783 |
| PP |
1.0764 |
1.0780 |
| S1 |
1.0754 |
1.0778 |
|