CME Japanese Yen Future December 2010
Trading Metrics calculated at close of trading on 13-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
Open |
1.0761 |
1.0803 |
0.0042 |
0.4% |
1.0603 |
High |
1.0761 |
1.0803 |
0.0042 |
0.4% |
1.1234 |
Low |
1.0761 |
1.0803 |
0.0042 |
0.4% |
1.0583 |
Close |
1.0761 |
1.0803 |
0.0042 |
0.4% |
1.0981 |
Range |
|
|
|
|
|
ATR |
0.0105 |
0.0101 |
-0.0005 |
-4.3% |
0.0000 |
Volume |
6 |
6 |
0 |
0.0% |
38 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0803 |
1.0803 |
1.0803 |
|
R3 |
1.0803 |
1.0803 |
1.0803 |
|
R2 |
1.0803 |
1.0803 |
1.0803 |
|
R1 |
1.0803 |
1.0803 |
1.0803 |
1.0803 |
PP |
1.0803 |
1.0803 |
1.0803 |
1.0803 |
S1 |
1.0803 |
1.0803 |
1.0803 |
1.0803 |
S2 |
1.0803 |
1.0803 |
1.0803 |
|
S3 |
1.0803 |
1.0803 |
1.0803 |
|
S4 |
1.0803 |
1.0803 |
1.0803 |
|
|
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 |
1.1065 |
1.0761 |
0.0304 |
2.8% |
0.0051 |
0.5% |
14% |
False |
False |
16 |
10 |
1.1234 |
1.0583 |
0.0651 |
6.0% |
0.0078 |
0.7% |
34% |
False |
False |
14 |
20 |
1.1234 |
1.0583 |
0.0651 |
6.0% |
0.0041 |
0.4% |
34% |
False |
False |
12 |
40 |
1.1234 |
1.0583 |
0.0651 |
6.0% |
0.0022 |
0.2% |
34% |
False |
False |
7 |
60 |
1.1338 |
1.0583 |
0.0755 |
7.0% |
0.0015 |
0.1% |
29% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0803 |
2.618 |
1.0803 |
1.618 |
1.0803 |
1.000 |
1.0803 |
0.618 |
1.0803 |
HIGH |
1.0803 |
0.618 |
1.0803 |
0.500 |
1.0803 |
0.382 |
1.0803 |
LOW |
1.0803 |
0.618 |
1.0803 |
1.000 |
1.0803 |
1.618 |
1.0803 |
2.618 |
1.0803 |
4.250 |
1.0803 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1.0803 |
1.0796 |
PP |
1.0803 |
1.0789 |
S1 |
1.0803 |
1.0782 |
|