CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0879 |
1.0935 |
0.0056 |
0.5% |
1.0999 |
| High |
1.0993 |
1.1009 |
0.0016 |
0.1% |
1.1047 |
| Low |
1.0860 |
1.0878 |
0.0018 |
0.2% |
1.0767 |
| Close |
1.0905 |
1.0953 |
0.0048 |
0.4% |
1.0938 |
| Range |
0.0133 |
0.0131 |
-0.0002 |
-1.5% |
0.0280 |
| ATR |
0.0151 |
0.0150 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
178,406 |
169,681 |
-8,725 |
-4.9% |
542,305 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1340 |
1.1277 |
1.1025 |
|
| R3 |
1.1209 |
1.1146 |
1.0989 |
|
| R2 |
1.1078 |
1.1078 |
1.0977 |
|
| R1 |
1.1015 |
1.1015 |
1.0965 |
1.1047 |
| PP |
1.0947 |
1.0947 |
1.0947 |
1.0962 |
| S1 |
1.0884 |
1.0884 |
1.0941 |
1.0916 |
| S2 |
1.0816 |
1.0816 |
1.0929 |
|
| S3 |
1.0685 |
1.0753 |
1.0917 |
|
| S4 |
1.0554 |
1.0622 |
1.0881 |
|
|
| 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 |
1.1009 |
1.0767 |
0.0242 |
2.2% |
0.0139 |
1.3% |
77% |
True |
False |
152,919 |
| 10 |
1.1209 |
1.0767 |
0.0442 |
4.0% |
0.0132 |
1.2% |
42% |
False |
False |
147,515 |
| 20 |
1.1246 |
1.0681 |
0.0565 |
5.2% |
0.0141 |
1.3% |
48% |
False |
False |
154,550 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0148 |
1.4% |
50% |
False |
False |
150,310 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0130 |
1.2% |
50% |
False |
False |
133,251 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0125 |
1.1% |
50% |
False |
False |
102,586 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0120 |
1.1% |
50% |
False |
False |
82,098 |
| 120 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0115 |
1.0% |
50% |
False |
False |
68,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1566 |
|
2.618 |
1.1352 |
|
1.618 |
1.1221 |
|
1.000 |
1.1140 |
|
0.618 |
1.1090 |
|
HIGH |
1.1009 |
|
0.618 |
1.0959 |
|
0.500 |
1.0944 |
|
0.382 |
1.0928 |
|
LOW |
1.0878 |
|
0.618 |
1.0797 |
|
1.000 |
1.0747 |
|
1.618 |
1.0666 |
|
2.618 |
1.0535 |
|
4.250 |
1.0321 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0950 |
1.0931 |
| PP |
1.0947 |
1.0910 |
| S1 |
1.0944 |
1.0888 |
|