CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0879 |
0.0079 |
0.7% |
1.0999 |
| High |
1.0942 |
1.0993 |
0.0051 |
0.5% |
1.1047 |
| Low |
1.0767 |
1.0860 |
0.0093 |
0.9% |
1.0767 |
| Close |
1.0938 |
1.0905 |
-0.0033 |
-0.3% |
1.0938 |
| Range |
0.0175 |
0.0133 |
-0.0042 |
-24.0% |
0.0280 |
| ATR |
0.0153 |
0.0151 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
113,268 |
178,406 |
65,138 |
57.5% |
542,305 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1318 |
1.1245 |
1.0978 |
|
| R3 |
1.1185 |
1.1112 |
1.0942 |
|
| R2 |
1.1052 |
1.1052 |
1.0929 |
|
| R1 |
1.0979 |
1.0979 |
1.0917 |
1.1016 |
| PP |
1.0919 |
1.0919 |
1.0919 |
1.0938 |
| S1 |
1.0846 |
1.0846 |
1.0893 |
1.0883 |
| S2 |
1.0786 |
1.0786 |
1.0881 |
|
| S3 |
1.0653 |
1.0713 |
1.0868 |
|
| S4 |
1.0520 |
1.0580 |
1.0832 |
|
|
| 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% |
0.0139 |
1.3% |
49% |
False |
False |
144,142 |
| 10 |
1.1209 |
1.0767 |
0.0442 |
4.1% |
0.0129 |
1.2% |
31% |
False |
False |
152,738 |
| 20 |
1.1246 |
1.0681 |
0.0565 |
5.2% |
0.0146 |
1.3% |
40% |
False |
False |
164,612 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0147 |
1.3% |
44% |
False |
False |
148,350 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0130 |
1.2% |
44% |
False |
False |
131,499 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0124 |
1.1% |
44% |
False |
False |
100,468 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0120 |
1.1% |
44% |
False |
False |
80,403 |
| 120 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0114 |
1.0% |
44% |
False |
False |
67,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1558 |
|
2.618 |
1.1341 |
|
1.618 |
1.1208 |
|
1.000 |
1.1126 |
|
0.618 |
1.1075 |
|
HIGH |
1.0993 |
|
0.618 |
1.0942 |
|
0.500 |
1.0927 |
|
0.382 |
1.0911 |
|
LOW |
1.0860 |
|
0.618 |
1.0778 |
|
1.000 |
1.0727 |
|
1.618 |
1.0645 |
|
2.618 |
1.0512 |
|
4.250 |
1.0295 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0927 |
1.0897 |
| PP |
1.0919 |
1.0888 |
| S1 |
1.0912 |
1.0880 |
|