CME Japanese Yen Future December 2010
Trading Metrics calculated at close of trading on 24-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
Open |
1.1197 |
1.1102 |
-0.0095 |
-0.8% |
1.0845 |
High |
1.1197 |
1.1102 |
-0.0095 |
-0.8% |
1.1205 |
Low |
1.1189 |
1.1102 |
-0.0087 |
-0.8% |
1.0845 |
Close |
1.1184 |
1.1102 |
-0.0082 |
-0.7% |
1.1184 |
Range |
0.0008 |
0.0000 |
-0.0008 |
-100.0% |
0.0360 |
ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
8 |
53 |
45 |
562.5% |
25 |
|
Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1102 |
1.1102 |
1.1102 |
|
R3 |
1.1102 |
1.1102 |
1.1102 |
|
R2 |
1.1102 |
1.1102 |
1.1102 |
|
R1 |
1.1102 |
1.1102 |
1.1102 |
1.1102 |
PP |
1.1102 |
1.1102 |
1.1102 |
1.1102 |
S1 |
1.1102 |
1.1102 |
1.1102 |
1.1102 |
S2 |
1.1102 |
1.1102 |
1.1102 |
|
S3 |
1.1102 |
1.1102 |
1.1102 |
|
S4 |
1.1102 |
1.1102 |
1.1102 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2158 |
1.2031 |
1.1382 |
|
R3 |
1.1798 |
1.1671 |
1.1283 |
|
R2 |
1.1438 |
1.1438 |
1.1250 |
|
R1 |
1.1311 |
1.1311 |
1.1217 |
1.1375 |
PP |
1.1078 |
1.1078 |
1.1078 |
1.1110 |
S1 |
1.0951 |
1.0951 |
1.1151 |
1.1015 |
S2 |
1.0718 |
1.0718 |
1.1118 |
|
S3 |
1.0358 |
1.0591 |
1.1085 |
|
S4 |
0.9998 |
1.0231 |
1.0986 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1205 |
1.0850 |
0.0355 |
3.2% |
0.0053 |
0.5% |
71% |
False |
False |
14 |
10 |
1.1205 |
1.0761 |
0.0444 |
4.0% |
0.0027 |
0.2% |
77% |
False |
False |
11 |
20 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0052 |
0.5% |
80% |
False |
False |
15 |
40 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0029 |
0.3% |
80% |
False |
False |
9 |
60 |
1.1338 |
1.0583 |
0.0755 |
6.8% |
0.0019 |
0.2% |
69% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1102 |
2.618 |
1.1102 |
1.618 |
1.1102 |
1.000 |
1.1102 |
0.618 |
1.1102 |
HIGH |
1.1102 |
0.618 |
1.1102 |
0.500 |
1.1102 |
0.382 |
1.1102 |
LOW |
1.1102 |
0.618 |
1.1102 |
1.000 |
1.1102 |
1.618 |
1.1102 |
2.618 |
1.1102 |
4.250 |
1.1102 |
|
|
Fisher Pivots for day following 24-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1102 |
1.1117 |
PP |
1.1102 |
1.1112 |
S1 |
1.1102 |
1.1107 |
|