CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0999 |
1.0999 |
0.0000 |
0.0% |
1.1093 |
| High |
1.1040 |
1.1047 |
0.0007 |
0.1% |
1.1209 |
| Low |
1.0941 |
1.0916 |
-0.0025 |
-0.2% |
1.0941 |
| Close |
1.1017 |
1.0963 |
-0.0054 |
-0.5% |
1.1017 |
| Range |
0.0099 |
0.0131 |
0.0032 |
32.3% |
0.0268 |
| ATR |
0.0156 |
0.0155 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
140,891 |
125,796 |
-15,095 |
-10.7% |
806,672 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1368 |
1.1297 |
1.1035 |
|
| R3 |
1.1237 |
1.1166 |
1.0999 |
|
| R2 |
1.1106 |
1.1106 |
1.0987 |
|
| R1 |
1.1035 |
1.1035 |
1.0975 |
1.1005 |
| PP |
1.0975 |
1.0975 |
1.0975 |
1.0961 |
| S1 |
1.0904 |
1.0904 |
1.0951 |
1.0874 |
| S2 |
1.0844 |
1.0844 |
1.0939 |
|
| S3 |
1.0713 |
1.0773 |
1.0927 |
|
| S4 |
1.0582 |
1.0642 |
1.0891 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1860 |
1.1706 |
1.1164 |
|
| R3 |
1.1592 |
1.1438 |
1.1091 |
|
| R2 |
1.1324 |
1.1324 |
1.1066 |
|
| R1 |
1.1170 |
1.1170 |
1.1042 |
1.1113 |
| PP |
1.1056 |
1.1056 |
1.1056 |
1.1027 |
| S1 |
1.0902 |
1.0902 |
1.0992 |
1.0845 |
| S2 |
1.0788 |
1.0788 |
1.0968 |
|
| S3 |
1.0520 |
1.0634 |
1.0943 |
|
| S4 |
1.0252 |
1.0366 |
1.0870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1209 |
1.0916 |
0.0293 |
2.7% |
0.0124 |
1.1% |
16% |
False |
True |
142,112 |
| 10 |
1.1246 |
1.0759 |
0.0487 |
4.4% |
0.0150 |
1.4% |
42% |
False |
False |
169,627 |
| 20 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0186 |
1.7% |
51% |
False |
False |
172,811 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0142 |
1.3% |
51% |
False |
False |
142,784 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0126 |
1.2% |
51% |
False |
False |
123,638 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0120 |
1.1% |
51% |
False |
False |
93,042 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0120 |
1.1% |
51% |
False |
False |
74,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1604 |
|
2.618 |
1.1390 |
|
1.618 |
1.1259 |
|
1.000 |
1.1178 |
|
0.618 |
1.1128 |
|
HIGH |
1.1047 |
|
0.618 |
1.0997 |
|
0.500 |
1.0982 |
|
0.382 |
1.0966 |
|
LOW |
1.0916 |
|
0.618 |
1.0835 |
|
1.000 |
1.0785 |
|
1.618 |
1.0704 |
|
2.618 |
1.0573 |
|
4.250 |
1.0359 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0982 |
1.1022 |
| PP |
1.0975 |
1.1002 |
| S1 |
1.0969 |
1.0983 |
|