CME Japanese Yen Future December 2010
Trading Metrics calculated at close of trading on 17-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
Open |
1.0882 |
1.0845 |
-0.0037 |
-0.3% |
1.0780 |
High |
1.0882 |
1.0845 |
-0.0037 |
-0.3% |
1.0882 |
Low |
1.0882 |
1.0845 |
-0.0037 |
-0.3% |
1.0761 |
Close |
1.0882 |
1.0845 |
-0.0037 |
-0.3% |
1.0882 |
Range |
|
|
|
|
|
ATR |
0.0099 |
0.0095 |
-0.0004 |
-4.5% |
0.0000 |
Volume |
6 |
6 |
0 |
0.0% |
74 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0845 |
1.0845 |
1.0845 |
|
R3 |
1.0845 |
1.0845 |
1.0845 |
|
R2 |
1.0845 |
1.0845 |
1.0845 |
|
R1 |
1.0845 |
1.0845 |
1.0845 |
1.0845 |
PP |
1.0845 |
1.0845 |
1.0845 |
1.0845 |
S1 |
1.0845 |
1.0845 |
1.0845 |
1.0845 |
S2 |
1.0845 |
1.0845 |
1.0845 |
|
S3 |
1.0845 |
1.0845 |
1.0845 |
|
S4 |
1.0845 |
1.0845 |
1.0845 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1205 |
1.1164 |
1.0949 |
|
R3 |
1.1084 |
1.1043 |
1.0915 |
|
R2 |
1.0963 |
1.0963 |
1.0904 |
|
R1 |
1.0922 |
1.0922 |
1.0893 |
1.0943 |
PP |
1.0842 |
1.0842 |
1.0842 |
1.0852 |
S1 |
1.0801 |
1.0801 |
1.0871 |
1.0822 |
S2 |
1.0721 |
1.0721 |
1.0860 |
|
S3 |
1.0600 |
1.0680 |
1.0849 |
|
S4 |
1.0479 |
1.0559 |
1.0815 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0882 |
1.0761 |
0.0121 |
1.1% |
0.0002 |
0.0% |
69% |
False |
False |
8 |
10 |
1.1234 |
1.0583 |
0.0651 |
6.0% |
0.0078 |
0.7% |
40% |
False |
False |
11 |
20 |
1.1234 |
1.0583 |
0.0651 |
6.0% |
0.0039 |
0.4% |
40% |
False |
False |
12 |
40 |
1.1234 |
1.0583 |
0.0651 |
6.0% |
0.0022 |
0.2% |
40% |
False |
False |
7 |
60 |
1.1338 |
1.0583 |
0.0755 |
7.0% |
0.0015 |
0.1% |
35% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0845 |
2.618 |
1.0845 |
1.618 |
1.0845 |
1.000 |
1.0845 |
0.618 |
1.0845 |
HIGH |
1.0845 |
0.618 |
1.0845 |
0.500 |
1.0845 |
0.382 |
1.0845 |
LOW |
1.0845 |
0.618 |
1.0845 |
1.000 |
1.0845 |
1.618 |
1.0845 |
2.618 |
1.0845 |
4.250 |
1.0845 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1.0845 |
1.0844 |
PP |
1.0845 |
1.0843 |
S1 |
1.0845 |
1.0843 |
|