CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0850 |
1.0943 |
0.0093 |
0.9% |
1.0780 |
| High |
1.0850 |
1.1009 |
0.0159 |
1.5% |
1.0882 |
| Low |
1.0850 |
1.0930 |
0.0080 |
0.7% |
1.0761 |
| Close |
1.0873 |
1.0960 |
0.0087 |
0.8% |
1.0882 |
| Range |
0.0000 |
0.0079 |
0.0079 |
|
0.0121 |
| ATR |
0.0088 |
0.0092 |
0.0003 |
3.9% |
0.0000 |
| Volume |
6 |
1 |
-5 |
-83.3% |
74 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1203 |
1.1161 |
1.1003 |
|
| R3 |
1.1124 |
1.1082 |
1.0982 |
|
| R2 |
1.1045 |
1.1045 |
1.0974 |
|
| R1 |
1.1003 |
1.1003 |
1.0967 |
1.1024 |
| PP |
1.0966 |
1.0966 |
1.0966 |
1.0977 |
| S1 |
1.0924 |
1.0924 |
1.0953 |
1.0945 |
| S2 |
1.0887 |
1.0887 |
1.0946 |
|
| S3 |
1.0808 |
1.0845 |
1.0938 |
|
| S4 |
1.0729 |
1.0766 |
1.0917 |
|
|
| 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 |
1.1009 |
1.0803 |
0.0206 |
1.9% |
0.0016 |
0.1% |
76% |
True |
False |
5 |
| 10 |
1.1234 |
1.0728 |
0.0506 |
4.6% |
0.0084 |
0.8% |
46% |
False |
False |
12 |
| 20 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0043 |
0.4% |
58% |
False |
False |
12 |
| 40 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0024 |
0.2% |
58% |
False |
False |
8 |
| 60 |
1.1338 |
1.0583 |
0.0755 |
6.9% |
0.0016 |
0.1% |
50% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1345 |
|
2.618 |
1.1216 |
|
1.618 |
1.1137 |
|
1.000 |
1.1088 |
|
0.618 |
1.1058 |
|
HIGH |
1.1009 |
|
0.618 |
1.0979 |
|
0.500 |
1.0970 |
|
0.382 |
1.0960 |
|
LOW |
1.0930 |
|
0.618 |
1.0881 |
|
1.000 |
1.0851 |
|
1.618 |
1.0802 |
|
2.618 |
1.0723 |
|
4.250 |
1.0594 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0970 |
1.0949 |
| PP |
1.0966 |
1.0938 |
| S1 |
1.0963 |
1.0927 |
|