CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0624 |
1.0585 |
-0.0039 |
-0.4% |
1.0655 |
| High |
1.0624 |
1.0606 |
-0.0018 |
-0.2% |
1.0764 |
| Low |
1.0624 |
1.0583 |
-0.0041 |
-0.4% |
1.0635 |
| Close |
1.0624 |
1.0710 |
0.0086 |
0.8% |
1.0677 |
| Range |
0.0000 |
0.0023 |
0.0023 |
|
0.0129 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
121 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0702 |
1.0729 |
1.0723 |
|
| R3 |
1.0679 |
1.0706 |
1.0716 |
|
| R2 |
1.0656 |
1.0656 |
1.0714 |
|
| R1 |
1.0683 |
1.0683 |
1.0712 |
1.0670 |
| PP |
1.0633 |
1.0633 |
1.0633 |
1.0626 |
| S1 |
1.0660 |
1.0660 |
1.0708 |
1.0647 |
| S2 |
1.0610 |
1.0610 |
1.0706 |
|
| S3 |
1.0587 |
1.0637 |
1.0704 |
|
| S4 |
1.0564 |
1.0614 |
1.0697 |
|
|
| 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 |
1.0665 |
1.0583 |
0.0082 |
0.8% |
0.0005 |
0.0% |
155% |
False |
True |
15 |
| 10 |
1.0764 |
1.0583 |
0.0181 |
1.7% |
0.0002 |
0.0% |
70% |
False |
True |
12 |
| 20 |
1.0930 |
1.0583 |
0.0347 |
3.2% |
0.0003 |
0.0% |
37% |
False |
True |
8 |
| 40 |
1.1124 |
1.0583 |
0.0541 |
5.1% |
0.0003 |
0.0% |
23% |
False |
True |
5 |
| 60 |
1.1338 |
1.0583 |
0.0755 |
7.0% |
0.0002 |
0.0% |
17% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0704 |
|
2.618 |
1.0666 |
|
1.618 |
1.0643 |
|
1.000 |
1.0629 |
|
0.618 |
1.0620 |
|
HIGH |
1.0606 |
|
0.618 |
1.0597 |
|
0.500 |
1.0595 |
|
0.382 |
1.0592 |
|
LOW |
1.0583 |
|
0.618 |
1.0569 |
|
1.000 |
1.0560 |
|
1.618 |
1.0546 |
|
2.618 |
1.0523 |
|
4.250 |
1.0485 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0672 |
1.0675 |
| PP |
1.0633 |
1.0639 |
| S1 |
1.0595 |
1.0604 |
|