CME Japanese Yen Future December 2010
Trading Metrics calculated at close of trading on 03-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
Open |
1.0639 |
1.0603 |
-0.0036 |
-0.3% |
1.0655 |
High |
1.0639 |
1.0603 |
-0.0036 |
-0.3% |
1.0764 |
Low |
1.0639 |
1.0603 |
-0.0036 |
-0.3% |
1.0635 |
Close |
1.0677 |
1.0603 |
-0.0074 |
-0.7% |
1.0677 |
Range |
|
|
|
|
|
ATR |
0.0049 |
0.0051 |
0.0002 |
3.6% |
0.0000 |
Volume |
37 |
1 |
-36 |
-97.3% |
121 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0603 |
1.0603 |
1.0603 |
|
R3 |
1.0603 |
1.0603 |
1.0603 |
|
R2 |
1.0603 |
1.0603 |
1.0603 |
|
R1 |
1.0603 |
1.0603 |
1.0603 |
1.0603 |
PP |
1.0603 |
1.0603 |
1.0603 |
1.0603 |
S1 |
1.0603 |
1.0603 |
1.0603 |
1.0603 |
S2 |
1.0603 |
1.0603 |
1.0603 |
|
S3 |
1.0603 |
1.0603 |
1.0603 |
|
S4 |
1.0603 |
1.0603 |
1.0603 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1079 |
1.1007 |
1.0748 |
|
R3 |
1.0950 |
1.0878 |
1.0712 |
|
R2 |
1.0821 |
1.0821 |
1.0701 |
|
R1 |
1.0749 |
1.0749 |
1.0689 |
1.0785 |
PP |
1.0692 |
1.0692 |
1.0692 |
1.0710 |
S1 |
1.0620 |
1.0620 |
1.0665 |
1.0656 |
S2 |
1.0563 |
1.0563 |
1.0653 |
|
S3 |
1.0434 |
1.0491 |
1.0642 |
|
S4 |
1.0305 |
1.0362 |
1.0606 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0764 |
1.0603 |
0.0161 |
1.5% |
0.0000 |
0.0% |
0% |
False |
True |
23 |
10 |
1.0810 |
1.0603 |
0.0207 |
2.0% |
0.0000 |
0.0% |
0% |
False |
True |
12 |
20 |
1.0930 |
1.0603 |
0.0327 |
3.1% |
0.0003 |
0.0% |
0% |
False |
True |
9 |
40 |
1.1144 |
1.0588 |
0.0556 |
5.2% |
0.0003 |
0.0% |
3% |
False |
False |
5 |
60 |
1.1338 |
1.0588 |
0.0750 |
7.1% |
0.0002 |
0.0% |
2% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0603 |
2.618 |
1.0603 |
1.618 |
1.0603 |
1.000 |
1.0603 |
0.618 |
1.0603 |
HIGH |
1.0603 |
0.618 |
1.0603 |
0.500 |
1.0603 |
0.382 |
1.0603 |
LOW |
1.0603 |
0.618 |
1.0603 |
1.000 |
1.0603 |
1.618 |
1.0603 |
2.618 |
1.0603 |
4.250 |
1.0603 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1.0603 |
1.0634 |
PP |
1.0603 |
1.0624 |
S1 |
1.0603 |
1.0613 |
|