CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0851 |
1.0819 |
-0.0032 |
-0.3% |
1.0911 |
| High |
1.0912 |
1.0875 |
-0.0037 |
-0.3% |
1.0912 |
| Low |
1.0813 |
1.0776 |
-0.0037 |
-0.3% |
1.0695 |
| Close |
1.0826 |
1.0854 |
0.0028 |
0.3% |
1.0862 |
| Range |
0.0099 |
0.0099 |
0.0000 |
0.0% |
0.0217 |
| ATR |
0.0153 |
0.0149 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
438 |
231 |
-207 |
-47.3% |
6,272 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1132 |
1.1092 |
1.0908 |
|
| R3 |
1.1033 |
1.0993 |
1.0881 |
|
| R2 |
1.0934 |
1.0934 |
1.0872 |
|
| R1 |
1.0894 |
1.0894 |
1.0863 |
1.0914 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0845 |
| S1 |
1.0795 |
1.0795 |
1.0845 |
1.0815 |
| S2 |
1.0736 |
1.0736 |
1.0836 |
|
| S3 |
1.0637 |
1.0696 |
1.0827 |
|
| S4 |
1.0538 |
1.0597 |
1.0800 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1385 |
1.0981 |
|
| R3 |
1.1257 |
1.1168 |
1.0922 |
|
| R2 |
1.1040 |
1.1040 |
1.0902 |
|
| R1 |
1.0951 |
1.0951 |
1.0882 |
1.0887 |
| PP |
1.0823 |
1.0823 |
1.0823 |
1.0791 |
| S1 |
1.0734 |
1.0734 |
1.0842 |
1.0670 |
| S2 |
1.0606 |
1.0606 |
1.0822 |
|
| S3 |
1.0389 |
1.0517 |
1.0802 |
|
| S4 |
1.0172 |
1.0300 |
1.0743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0912 |
1.0695 |
0.0217 |
2.0% |
0.0103 |
0.9% |
73% |
False |
False |
453 |
| 10 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0211 |
1.9% |
37% |
False |
False |
1,520 |
| 20 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0150 |
1.4% |
37% |
False |
False |
957 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0123 |
1.1% |
37% |
False |
False |
667 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0093 |
0.9% |
37% |
False |
False |
472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1296 |
|
2.618 |
1.1134 |
|
1.618 |
1.1035 |
|
1.000 |
1.0974 |
|
0.618 |
1.0936 |
|
HIGH |
1.0875 |
|
0.618 |
1.0837 |
|
0.500 |
1.0826 |
|
0.382 |
1.0814 |
|
LOW |
1.0776 |
|
0.618 |
1.0715 |
|
1.000 |
1.0677 |
|
1.618 |
1.0616 |
|
2.618 |
1.0517 |
|
4.250 |
1.0355 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0845 |
1.0851 |
| PP |
1.0835 |
1.0847 |
| S1 |
1.0826 |
1.0844 |
|