CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0728 |
1.1064 |
0.0336 |
3.1% |
1.0603 |
| High |
1.1234 |
1.1065 |
-0.0169 |
-1.5% |
1.1234 |
| Low |
1.0728 |
1.0840 |
0.0112 |
1.0% |
1.0583 |
| Close |
1.1287 |
1.0981 |
-0.0306 |
-2.7% |
1.0981 |
| Range |
0.0506 |
0.0225 |
-0.0281 |
-55.5% |
0.0651 |
| ATR |
0.0082 |
0.0108 |
0.0026 |
31.6% |
0.0000 |
| Volume |
19 |
16 |
-3 |
-15.8% |
38 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1637 |
1.1534 |
1.1105 |
|
| R3 |
1.1412 |
1.1309 |
1.1043 |
|
| R2 |
1.1187 |
1.1187 |
1.1022 |
|
| R1 |
1.1084 |
1.1084 |
1.1002 |
1.1023 |
| PP |
1.0962 |
1.0962 |
1.0962 |
1.0932 |
| S1 |
1.0859 |
1.0859 |
1.0960 |
1.0798 |
| S2 |
1.0737 |
1.0737 |
1.0940 |
|
| S3 |
1.0512 |
1.0634 |
1.0919 |
|
| S4 |
1.0287 |
1.0409 |
1.0857 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2886 |
1.2584 |
1.1339 |
|
| R3 |
1.2235 |
1.1933 |
1.1160 |
|
| R2 |
1.1584 |
1.1584 |
1.1100 |
|
| R1 |
1.1282 |
1.1282 |
1.1041 |
1.1433 |
| PP |
1.0933 |
1.0933 |
1.0933 |
1.1008 |
| S1 |
1.0631 |
1.0631 |
1.0921 |
1.0782 |
| S2 |
1.0282 |
1.0282 |
1.0862 |
|
| S3 |
0.9631 |
0.9980 |
1.0802 |
|
| S4 |
0.8980 |
0.9329 |
1.0623 |
|
|
| 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 |
5.9% |
0.0151 |
1.4% |
61% |
False |
False |
7 |
| 10 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0075 |
0.7% |
61% |
False |
False |
15 |
| 20 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0039 |
0.4% |
61% |
False |
False |
9 |
| 40 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0022 |
0.2% |
61% |
False |
False |
6 |
| 60 |
1.1338 |
1.0583 |
0.0755 |
6.9% |
0.0014 |
0.1% |
53% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2021 |
|
2.618 |
1.1654 |
|
1.618 |
1.1429 |
|
1.000 |
1.1290 |
|
0.618 |
1.1204 |
|
HIGH |
1.1065 |
|
0.618 |
1.0979 |
|
0.500 |
1.0953 |
|
0.382 |
1.0926 |
|
LOW |
1.0840 |
|
0.618 |
1.0701 |
|
1.000 |
1.0615 |
|
1.618 |
1.0476 |
|
2.618 |
1.0251 |
|
4.250 |
0.9884 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0972 |
1.0957 |
| PP |
1.0962 |
1.0933 |
| S1 |
1.0953 |
1.0909 |
|