CME Japanese Yen Future December 2010
Trading Metrics calculated at close of trading on 25-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
Open |
1.1102 |
1.1228 |
0.0126 |
1.1% |
1.0845 |
High |
1.1102 |
1.1228 |
0.0126 |
1.1% |
1.1205 |
Low |
1.1102 |
1.1228 |
0.0126 |
1.1% |
1.0845 |
Close |
1.1102 |
1.1154 |
0.0052 |
0.5% |
1.1184 |
Range |
|
|
|
|
|
ATR |
0.0098 |
0.0100 |
0.0002 |
2.1% |
0.0000 |
Volume |
53 |
53 |
0 |
0.0% |
25 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1203 |
1.1179 |
1.1154 |
|
R3 |
1.1203 |
1.1179 |
1.1154 |
|
R2 |
1.1203 |
1.1203 |
1.1154 |
|
R1 |
1.1179 |
1.1179 |
1.1154 |
1.1191 |
PP |
1.1203 |
1.1203 |
1.1203 |
1.1210 |
S1 |
1.1179 |
1.1179 |
1.1154 |
1.1191 |
S2 |
1.1203 |
1.1203 |
1.1154 |
|
S3 |
1.1203 |
1.1179 |
1.1154 |
|
S4 |
1.1203 |
1.1179 |
1.1154 |
|
|
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 |
1.1228 |
1.0930 |
0.0298 |
2.7% |
0.0053 |
0.5% |
75% |
True |
False |
23 |
10 |
1.1228 |
1.0761 |
0.0467 |
4.2% |
0.0026 |
0.2% |
84% |
True |
False |
14 |
20 |
1.1234 |
1.0583 |
0.0651 |
5.8% |
0.0052 |
0.5% |
88% |
False |
False |
17 |
40 |
1.1234 |
1.0583 |
0.0651 |
5.8% |
0.0029 |
0.3% |
88% |
False |
False |
10 |
60 |
1.1338 |
1.0583 |
0.0755 |
6.8% |
0.0019 |
0.2% |
76% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1228 |
2.618 |
1.1228 |
1.618 |
1.1228 |
1.000 |
1.1228 |
0.618 |
1.1228 |
HIGH |
1.1228 |
0.618 |
1.1228 |
0.500 |
1.1228 |
0.382 |
1.1228 |
LOW |
1.1228 |
0.618 |
1.1228 |
1.000 |
1.1228 |
1.618 |
1.1228 |
2.618 |
1.1228 |
4.250 |
1.1228 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1228 |
1.1165 |
PP |
1.1203 |
1.1161 |
S1 |
1.1179 |
1.1158 |
|