CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1140 |
1.1020 |
-0.0120 |
-1.1% |
1.1113 |
| High |
1.1140 |
1.1050 |
-0.0090 |
-0.8% |
1.1230 |
| Low |
1.0995 |
1.0960 |
-0.0035 |
-0.3% |
1.0960 |
| Close |
1.1028 |
1.1033 |
0.0005 |
0.0% |
1.1033 |
| Range |
0.0145 |
0.0090 |
-0.0055 |
-37.9% |
0.0270 |
| ATR |
0.0153 |
0.0148 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
996 |
1,470 |
474 |
47.6% |
6,402 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1284 |
1.1249 |
1.1083 |
|
| R3 |
1.1194 |
1.1159 |
1.1058 |
|
| R2 |
1.1104 |
1.1104 |
1.1050 |
|
| R1 |
1.1069 |
1.1069 |
1.1041 |
1.1087 |
| PP |
1.1014 |
1.1014 |
1.1014 |
1.1023 |
| S1 |
1.0979 |
1.0979 |
1.1025 |
1.0997 |
| S2 |
1.0924 |
1.0924 |
1.1017 |
|
| S3 |
1.0834 |
1.0889 |
1.1008 |
|
| S4 |
1.0744 |
1.0799 |
1.0984 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1884 |
1.1729 |
1.1182 |
|
| R3 |
1.1614 |
1.1459 |
1.1107 |
|
| R2 |
1.1344 |
1.1344 |
1.1083 |
|
| R1 |
1.1189 |
1.1189 |
1.1058 |
1.1132 |
| PP |
1.1074 |
1.1074 |
1.1074 |
1.1046 |
| S1 |
1.0919 |
1.0919 |
1.1008 |
1.0862 |
| S2 |
1.0804 |
1.0804 |
1.0984 |
|
| S3 |
1.0534 |
1.0649 |
1.0959 |
|
| S4 |
1.0264 |
1.0379 |
1.0885 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1230 |
1.0960 |
0.0270 |
2.4% |
0.0113 |
1.0% |
27% |
False |
True |
1,280 |
| 10 |
1.1260 |
1.0776 |
0.0484 |
4.4% |
0.0139 |
1.3% |
53% |
False |
False |
986 |
| 20 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0174 |
1.6% |
58% |
False |
False |
1,264 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0131 |
1.2% |
58% |
False |
False |
834 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0110 |
1.0% |
58% |
False |
False |
625 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0085 |
0.8% |
58% |
False |
False |
471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1433 |
|
2.618 |
1.1286 |
|
1.618 |
1.1196 |
|
1.000 |
1.1140 |
|
0.618 |
1.1106 |
|
HIGH |
1.1050 |
|
0.618 |
1.1016 |
|
0.500 |
1.1005 |
|
0.382 |
1.0994 |
|
LOW |
1.0960 |
|
0.618 |
1.0904 |
|
1.000 |
1.0870 |
|
1.618 |
1.0814 |
|
2.618 |
1.0724 |
|
4.250 |
1.0578 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1024 |
1.1056 |
| PP |
1.1014 |
1.1048 |
| S1 |
1.1005 |
1.1041 |
|