CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1212 |
1.1113 |
-0.0099 |
-0.9% |
1.0851 |
| High |
1.1231 |
1.1162 |
-0.0069 |
-0.6% |
1.1260 |
| Low |
1.1083 |
1.1060 |
-0.0023 |
-0.2% |
1.0776 |
| Close |
1.1160 |
1.1077 |
-0.0083 |
-0.7% |
1.1160 |
| Range |
0.0148 |
0.0102 |
-0.0046 |
-31.1% |
0.0484 |
| ATR |
0.0162 |
0.0158 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
1,155 |
1,206 |
51 |
4.4% |
3,462 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1406 |
1.1343 |
1.1133 |
|
| R3 |
1.1304 |
1.1241 |
1.1105 |
|
| R2 |
1.1202 |
1.1202 |
1.1096 |
|
| R1 |
1.1139 |
1.1139 |
1.1086 |
1.1120 |
| PP |
1.1100 |
1.1100 |
1.1100 |
1.1090 |
| S1 |
1.1037 |
1.1037 |
1.1068 |
1.1018 |
| S2 |
1.0998 |
1.0998 |
1.1058 |
|
| S3 |
1.0896 |
1.0935 |
1.1049 |
|
| S4 |
1.0794 |
1.0833 |
1.1021 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2517 |
1.2323 |
1.1426 |
|
| R3 |
1.2033 |
1.1839 |
1.1293 |
|
| R2 |
1.1549 |
1.1549 |
1.1249 |
|
| R1 |
1.1355 |
1.1355 |
1.1204 |
1.1452 |
| PP |
1.1065 |
1.1065 |
1.1065 |
1.1114 |
| S1 |
1.0871 |
1.0871 |
1.1116 |
1.0968 |
| S2 |
1.0581 |
1.0581 |
1.1071 |
|
| S3 |
1.0097 |
1.0387 |
1.1027 |
|
| S4 |
0.9613 |
0.9903 |
1.0894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1260 |
1.0776 |
0.0484 |
4.4% |
0.0165 |
1.5% |
62% |
False |
False |
846 |
| 10 |
1.1260 |
1.0695 |
0.0565 |
5.1% |
0.0137 |
1.2% |
68% |
False |
False |
675 |
| 20 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0171 |
1.5% |
64% |
False |
False |
1,105 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0129 |
1.2% |
64% |
False |
False |
748 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0104 |
0.9% |
64% |
False |
False |
538 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0079 |
0.7% |
64% |
False |
False |
406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1596 |
|
2.618 |
1.1429 |
|
1.618 |
1.1327 |
|
1.000 |
1.1264 |
|
0.618 |
1.1225 |
|
HIGH |
1.1162 |
|
0.618 |
1.1123 |
|
0.500 |
1.1111 |
|
0.382 |
1.1099 |
|
LOW |
1.1060 |
|
0.618 |
1.0997 |
|
1.000 |
1.0958 |
|
1.618 |
1.0895 |
|
2.618 |
1.0793 |
|
4.250 |
1.0627 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1111 |
1.1087 |
| PP |
1.1100 |
1.1083 |
| S1 |
1.1088 |
1.1080 |
|