CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1064 |
1.0780 |
-0.0284 |
-2.6% |
1.0603 |
| High |
1.1065 |
1.0800 |
-0.0265 |
-2.4% |
1.1234 |
| Low |
1.0840 |
1.0780 |
-0.0060 |
-0.6% |
1.0583 |
| Close |
1.0981 |
1.0766 |
-0.0215 |
-2.0% |
1.0981 |
| Range |
0.0225 |
0.0020 |
-0.0205 |
-91.1% |
0.0651 |
| ATR |
0.0108 |
0.0115 |
0.0007 |
6.1% |
0.0000 |
| Volume |
16 |
40 |
24 |
150.0% |
38 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0842 |
1.0824 |
1.0777 |
|
| R3 |
1.0822 |
1.0804 |
1.0772 |
|
| R2 |
1.0802 |
1.0802 |
1.0770 |
|
| R1 |
1.0784 |
1.0784 |
1.0768 |
1.0783 |
| PP |
1.0782 |
1.0782 |
1.0782 |
1.0782 |
| S1 |
1.0764 |
1.0764 |
1.0764 |
1.0763 |
| S2 |
1.0762 |
1.0762 |
1.0762 |
|
| S3 |
1.0742 |
1.0744 |
1.0761 |
|
| S4 |
1.0722 |
1.0724 |
1.0755 |
|
|
| 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 |
6.0% |
0.0155 |
1.4% |
28% |
False |
False |
15 |
| 10 |
1.1234 |
1.0583 |
0.0651 |
6.0% |
0.0077 |
0.7% |
28% |
False |
False |
19 |
| 20 |
1.1234 |
1.0583 |
0.0651 |
6.0% |
0.0040 |
0.4% |
28% |
False |
False |
11 |
| 40 |
1.1234 |
1.0583 |
0.0651 |
6.0% |
0.0022 |
0.2% |
28% |
False |
False |
7 |
| 60 |
1.1338 |
1.0583 |
0.0755 |
7.0% |
0.0015 |
0.1% |
24% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0885 |
|
2.618 |
1.0852 |
|
1.618 |
1.0832 |
|
1.000 |
1.0820 |
|
0.618 |
1.0812 |
|
HIGH |
1.0800 |
|
0.618 |
1.0792 |
|
0.500 |
1.0790 |
|
0.382 |
1.0788 |
|
LOW |
1.0780 |
|
0.618 |
1.0768 |
|
1.000 |
1.0760 |
|
1.618 |
1.0748 |
|
2.618 |
1.0728 |
|
4.250 |
1.0695 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0790 |
1.0981 |
| PP |
1.0782 |
1.0909 |
| S1 |
1.0774 |
1.0838 |
|