CME Japanese Yen Future December 2010
Trading Metrics calculated at close of trading on 11-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
Open |
1.0780 |
1.0800 |
0.0020 |
0.2% |
1.0603 |
High |
1.0800 |
1.0800 |
0.0000 |
0.0% |
1.1234 |
Low |
1.0780 |
1.0790 |
0.0010 |
0.1% |
1.0583 |
Close |
1.0766 |
1.0811 |
0.0045 |
0.4% |
1.0981 |
Range |
0.0020 |
0.0010 |
-0.0010 |
-50.0% |
0.0651 |
ATR |
0.0115 |
0.0109 |
-0.0006 |
-5.0% |
0.0000 |
Volume |
40 |
16 |
-24 |
-60.0% |
38 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0830 |
1.0831 |
1.0817 |
|
R3 |
1.0820 |
1.0821 |
1.0814 |
|
R2 |
1.0810 |
1.0810 |
1.0813 |
|
R1 |
1.0811 |
1.0811 |
1.0812 |
1.0811 |
PP |
1.0800 |
1.0800 |
1.0800 |
1.0800 |
S1 |
1.0801 |
1.0801 |
1.0810 |
1.0801 |
S2 |
1.0790 |
1.0790 |
1.0809 |
|
S3 |
1.0780 |
1.0791 |
1.0808 |
|
S4 |
1.0770 |
1.0781 |
1.0806 |
|
|
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% |
0.0157 |
1.5% |
35% |
False |
False |
18 |
10 |
1.1234 |
1.0583 |
0.0651 |
6.0% |
0.0078 |
0.7% |
35% |
False |
False |
20 |
20 |
1.1234 |
1.0583 |
0.0651 |
6.0% |
0.0041 |
0.4% |
35% |
False |
False |
11 |
40 |
1.1234 |
1.0583 |
0.0651 |
6.0% |
0.0022 |
0.2% |
35% |
False |
False |
7 |
60 |
1.1338 |
1.0583 |
0.0755 |
7.0% |
0.0015 |
0.1% |
30% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0843 |
2.618 |
1.0826 |
1.618 |
1.0816 |
1.000 |
1.0810 |
0.618 |
1.0806 |
HIGH |
1.0800 |
0.618 |
1.0796 |
0.500 |
1.0795 |
0.382 |
1.0794 |
LOW |
1.0790 |
0.618 |
1.0784 |
1.000 |
1.0780 |
1.618 |
1.0774 |
2.618 |
1.0764 |
4.250 |
1.0748 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1.0806 |
1.0923 |
PP |
1.0800 |
1.0885 |
S1 |
1.0795 |
1.0848 |
|