CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0999 |
1.0994 |
-0.0005 |
0.0% |
1.1093 |
| High |
1.1047 |
1.0994 |
-0.0053 |
-0.5% |
1.1209 |
| Low |
1.0916 |
1.0828 |
-0.0088 |
-0.8% |
1.0941 |
| Close |
1.0963 |
1.0849 |
-0.0114 |
-1.0% |
1.1017 |
| Range |
0.0131 |
0.0166 |
0.0035 |
26.7% |
0.0268 |
| ATR |
0.0155 |
0.0155 |
0.0001 |
0.5% |
0.0000 |
| Volume |
125,796 |
171,285 |
45,489 |
36.2% |
806,672 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1388 |
1.1285 |
1.0940 |
|
| R3 |
1.1222 |
1.1119 |
1.0895 |
|
| R2 |
1.1056 |
1.1056 |
1.0879 |
|
| R1 |
1.0953 |
1.0953 |
1.0864 |
1.0922 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0875 |
| S1 |
1.0787 |
1.0787 |
1.0834 |
1.0756 |
| S2 |
1.0724 |
1.0724 |
1.0819 |
|
| S3 |
1.0558 |
1.0621 |
1.0803 |
|
| S4 |
1.0392 |
1.0455 |
1.0758 |
|
|
| 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 |
1.1136 |
1.0828 |
0.0308 |
2.8% |
0.0130 |
1.2% |
7% |
False |
True |
151,101 |
| 10 |
1.1246 |
1.0828 |
0.0418 |
3.9% |
0.0157 |
1.4% |
5% |
False |
True |
173,430 |
| 20 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0190 |
1.8% |
38% |
False |
False |
177,381 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0144 |
1.3% |
38% |
False |
False |
145,771 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0128 |
1.2% |
38% |
False |
False |
126,261 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0121 |
1.1% |
38% |
False |
False |
95,180 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0120 |
1.1% |
38% |
False |
False |
76,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1700 |
|
2.618 |
1.1429 |
|
1.618 |
1.1263 |
|
1.000 |
1.1160 |
|
0.618 |
1.1097 |
|
HIGH |
1.0994 |
|
0.618 |
1.0931 |
|
0.500 |
1.0911 |
|
0.382 |
1.0891 |
|
LOW |
1.0828 |
|
0.618 |
1.0725 |
|
1.000 |
1.0662 |
|
1.618 |
1.0559 |
|
2.618 |
1.0393 |
|
4.250 |
1.0123 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0911 |
1.0938 |
| PP |
1.0890 |
1.0908 |
| S1 |
1.0870 |
1.0879 |
|