CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0585 |
1.0728 |
0.0143 |
1.4% |
1.0655 |
| High |
1.0606 |
1.1234 |
0.0628 |
5.9% |
1.0764 |
| Low |
1.0583 |
1.0728 |
0.0145 |
1.4% |
1.0635 |
| Close |
1.0710 |
1.1287 |
0.0577 |
5.4% |
1.0677 |
| Range |
0.0023 |
0.0506 |
0.0483 |
2,100.0% |
0.0129 |
| ATR |
0.0048 |
0.0082 |
0.0034 |
70.2% |
0.0000 |
| Volume |
1 |
19 |
18 |
1,800.0% |
121 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2601 |
1.2450 |
1.1565 |
|
| R3 |
1.2095 |
1.1944 |
1.1426 |
|
| R2 |
1.1589 |
1.1589 |
1.1380 |
|
| R1 |
1.1438 |
1.1438 |
1.1333 |
1.1514 |
| PP |
1.1083 |
1.1083 |
1.1083 |
1.1121 |
| S1 |
1.0932 |
1.0932 |
1.1241 |
1.1008 |
| S2 |
1.0577 |
1.0577 |
1.1194 |
|
| S3 |
1.0071 |
1.0426 |
1.1148 |
|
| S4 |
0.9565 |
0.9920 |
1.1009 |
|
|
| 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 |
1.1234 |
1.0583 |
0.0651 |
5.8% |
0.0106 |
0.9% |
108% |
True |
False |
11 |
| 10 |
1.1234 |
1.0583 |
0.0651 |
5.8% |
0.0053 |
0.5% |
108% |
True |
False |
14 |
| 20 |
1.1234 |
1.0583 |
0.0651 |
5.8% |
0.0029 |
0.3% |
108% |
True |
False |
8 |
| 40 |
1.1234 |
1.0583 |
0.0651 |
5.8% |
0.0016 |
0.1% |
108% |
True |
False |
5 |
| 60 |
1.1338 |
1.0583 |
0.0755 |
6.7% |
0.0011 |
0.1% |
93% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3385 |
|
2.618 |
1.2559 |
|
1.618 |
1.2053 |
|
1.000 |
1.1740 |
|
0.618 |
1.1547 |
|
HIGH |
1.1234 |
|
0.618 |
1.1041 |
|
0.500 |
1.0981 |
|
0.382 |
1.0921 |
|
LOW |
1.0728 |
|
0.618 |
1.0415 |
|
1.000 |
1.0222 |
|
1.618 |
0.9909 |
|
2.618 |
0.9403 |
|
4.250 |
0.8578 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1185 |
1.1161 |
| PP |
1.1083 |
1.1035 |
| S1 |
1.0981 |
1.0909 |
|