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 |
|
|
|
| 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 |
|