CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0819 |
1.0876 |
0.0057 |
0.5% |
1.0911 |
| High |
1.0875 |
1.1005 |
0.0130 |
1.2% |
1.0912 |
| Low |
1.0776 |
1.0875 |
0.0099 |
0.9% |
1.0695 |
| Close |
1.0854 |
1.0940 |
0.0086 |
0.8% |
1.0862 |
| Range |
0.0099 |
0.0130 |
0.0031 |
31.3% |
0.0217 |
| ATR |
0.0149 |
0.0149 |
0.0000 |
0.1% |
0.0000 |
| Volume |
231 |
825 |
594 |
257.1% |
6,272 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1330 |
1.1265 |
1.1012 |
|
| R3 |
1.1200 |
1.1135 |
1.0976 |
|
| R2 |
1.1070 |
1.1070 |
1.0964 |
|
| R1 |
1.1005 |
1.1005 |
1.0952 |
1.1038 |
| PP |
1.0940 |
1.0940 |
1.0940 |
1.0956 |
| S1 |
1.0875 |
1.0875 |
1.0928 |
1.0908 |
| S2 |
1.0810 |
1.0810 |
1.0916 |
|
| S3 |
1.0680 |
1.0745 |
1.0904 |
|
| S4 |
1.0550 |
1.0615 |
1.0869 |
|
|
| 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 |
1.1005 |
1.0695 |
0.0310 |
2.8% |
0.0111 |
1.0% |
79% |
True |
False |
560 |
| 10 |
1.1381 |
1.0660 |
0.0721 |
6.6% |
0.0208 |
1.9% |
39% |
False |
False |
1,561 |
| 20 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0154 |
1.4% |
47% |
False |
False |
989 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0120 |
1.1% |
47% |
False |
False |
686 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0095 |
0.9% |
47% |
False |
False |
486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1558 |
|
2.618 |
1.1345 |
|
1.618 |
1.1215 |
|
1.000 |
1.1135 |
|
0.618 |
1.1085 |
|
HIGH |
1.1005 |
|
0.618 |
1.0955 |
|
0.500 |
1.0940 |
|
0.382 |
1.0925 |
|
LOW |
1.0875 |
|
0.618 |
1.0795 |
|
1.000 |
1.0745 |
|
1.618 |
1.0665 |
|
2.618 |
1.0535 |
|
4.250 |
1.0323 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0940 |
1.0924 |
| PP |
1.0940 |
1.0907 |
| S1 |
1.0940 |
1.0891 |
|