CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0849 |
1.0800 |
-0.0049 |
-0.5% |
1.0999 |
| High |
1.0867 |
1.0942 |
0.0075 |
0.7% |
1.1047 |
| Low |
1.0775 |
1.0767 |
-0.0008 |
-0.1% |
1.0767 |
| Close |
1.0790 |
1.0938 |
0.0148 |
1.4% |
1.0938 |
| Range |
0.0092 |
0.0175 |
0.0083 |
90.2% |
0.0280 |
| ATR |
0.0151 |
0.0153 |
0.0002 |
1.1% |
0.0000 |
| Volume |
131,956 |
113,268 |
-18,688 |
-14.2% |
542,305 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1407 |
1.1348 |
1.1034 |
|
| R3 |
1.1232 |
1.1173 |
1.0986 |
|
| R2 |
1.1057 |
1.1057 |
1.0970 |
|
| R1 |
1.0998 |
1.0998 |
1.0954 |
1.1028 |
| PP |
1.0882 |
1.0882 |
1.0882 |
1.0897 |
| S1 |
1.0823 |
1.0823 |
1.0922 |
1.0853 |
| S2 |
1.0707 |
1.0707 |
1.0906 |
|
| S3 |
1.0532 |
1.0648 |
1.0890 |
|
| S4 |
1.0357 |
1.0473 |
1.0842 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1757 |
1.1628 |
1.1092 |
|
| R3 |
1.1477 |
1.1348 |
1.1015 |
|
| R2 |
1.1197 |
1.1197 |
1.0989 |
|
| R1 |
1.1068 |
1.1068 |
1.0964 |
1.0993 |
| PP |
1.0917 |
1.0917 |
1.0917 |
1.0880 |
| S1 |
1.0788 |
1.0788 |
1.0912 |
1.0713 |
| S2 |
1.0637 |
1.0637 |
1.0887 |
|
| S3 |
1.0357 |
1.0508 |
1.0861 |
|
| S4 |
1.0077 |
1.0228 |
1.0784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1047 |
1.0767 |
0.0280 |
2.6% |
0.0133 |
1.2% |
61% |
False |
True |
136,639 |
| 10 |
1.1212 |
1.0767 |
0.0445 |
4.1% |
0.0132 |
1.2% |
38% |
False |
True |
164,589 |
| 20 |
1.1246 |
1.0681 |
0.0565 |
5.2% |
0.0159 |
1.5% |
45% |
False |
False |
174,317 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0145 |
1.3% |
48% |
False |
False |
146,547 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0129 |
1.2% |
48% |
False |
False |
129,348 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0123 |
1.1% |
48% |
False |
False |
98,240 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0120 |
1.1% |
48% |
False |
False |
78,620 |
| 120 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0114 |
1.0% |
48% |
False |
False |
65,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1686 |
|
2.618 |
1.1400 |
|
1.618 |
1.1225 |
|
1.000 |
1.1117 |
|
0.618 |
1.1050 |
|
HIGH |
1.0942 |
|
0.618 |
1.0875 |
|
0.500 |
1.0855 |
|
0.382 |
1.0834 |
|
LOW |
1.0767 |
|
0.618 |
1.0659 |
|
1.000 |
1.0592 |
|
1.618 |
1.0484 |
|
2.618 |
1.0309 |
|
4.250 |
1.0023 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0910 |
1.0919 |
| PP |
1.0882 |
1.0900 |
| S1 |
1.0855 |
1.0881 |
|