CME Japanese Yen Future June 2010

Trading Metrics calculated at close of trading on 11-Jun-2010

Day Change Summary
	Previous	Current
	10-Jun-2010	11-Jun-2010	Change	Change %	Previous Week
Open	1.0952	1.0943	-0.0009	-0.1%	1.0879
High	1.1007	1.0968	-0.0039	-0.4%	1.1009
Low	1.0931	1.0896	-0.0035	-0.3%	1.0860
Close	1.0961	1.0920	-0.0041	-0.4%	1.0920
Range	0.0076	0.0072	-0.0004	-5.3%	0.0149
ATR	0.0139	0.0135	-0.0005	-3.5%	0.0000
Volume	121,911	110,494	-11,417	-9.4%	753,828

Daily Pivots for day following 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1144	1.1104	1.0960
R3	1.1072	1.1032	1.0940
R2	1.1000	1.1000	1.0933
R1	1.0960	1.0960	1.0927	1.0944
PP	1.0928	1.0928	1.0928	1.0920
S1	1.0888	1.0888	1.0913	1.0872
S2	1.0856	1.0856	1.0907
S3	1.0784	1.0816	1.0900
S4	1.0712	1.0744	1.0880

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1377	1.1297	1.1002
R3	1.1228	1.1148	1.0961
R2	1.1079	1.1079	1.0947
R1	1.0999	1.0999	1.0934	1.1039
PP	1.0930	1.0930	1.0930	1.0950
S1	1.0850	1.0850	1.0906	1.0890
S2	1.0781	1.0781	1.0893
S3	1.0632	1.0701	1.0879
S4	1.0483	1.0552	1.0838

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1009	1.0860	0.0149	1.4%	0.0097	0.9%	40%	False	False	150,765
10	1.1047	1.0767	0.0280	2.6%	0.0115	1.1%	55%	False	False	143,702
20	1.1246	1.0743	0.0503	4.6%	0.0134	1.2%	35%	False	False	155,785
40	1.1375	1.0532	0.0843	7.7%	0.0147	1.3%	46%	False	False	152,521
60	1.1375	1.0532	0.0843	7.7%	0.0130	1.2%	46%	False	False	134,815
80	1.1375	1.0532	0.0843	7.7%	0.0124	1.1%	46%	False	False	107,645
100	1.1375	1.0532	0.0843	7.7%	0.0120	1.1%	46%	False	False	86,153
120	1.1375	1.0532	0.0843	7.7%	0.0115	1.1%	46%	False	False	71,814

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	1.1274
2.618	1.1156
1.618	1.1084
1.000	1.1040
0.618	1.1012
HIGH	1.0968
0.618	1.0940
0.500	1.0932
0.382	1.0924
LOW	1.0896
0.618	1.0852
1.000	1.0824
1.618	1.0780
2.618	1.0708
4.250	1.0590

Fisher Pivots for day following 11-Jun-2010
Pivot	1 day	3 day
R1	1.0932	1.0952
PP	1.0928	1.0941
S1	1.0924	1.0931

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols