CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1020 |
1.1004 |
-0.0016 |
-0.1% |
1.1113 |
| High |
1.1050 |
1.1061 |
0.0011 |
0.1% |
1.1230 |
| Low |
1.0960 |
1.0933 |
-0.0027 |
-0.2% |
1.0960 |
| Close |
1.1033 |
1.0980 |
-0.0053 |
-0.5% |
1.1033 |
| Range |
0.0090 |
0.0128 |
0.0038 |
42.2% |
0.0270 |
| ATR |
0.0148 |
0.0147 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1,470 |
663 |
-807 |
-54.9% |
6,402 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1375 |
1.1306 |
1.1050 |
|
| R3 |
1.1247 |
1.1178 |
1.1015 |
|
| R2 |
1.1119 |
1.1119 |
1.1003 |
|
| R1 |
1.1050 |
1.1050 |
1.0992 |
1.1021 |
| PP |
1.0991 |
1.0991 |
1.0991 |
1.0977 |
| S1 |
1.0922 |
1.0922 |
1.0968 |
1.0893 |
| S2 |
1.0863 |
1.0863 |
1.0957 |
|
| S3 |
1.0735 |
1.0794 |
1.0945 |
|
| S4 |
1.0607 |
1.0666 |
1.0910 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1884 |
1.1729 |
1.1182 |
|
| R3 |
1.1614 |
1.1459 |
1.1107 |
|
| R2 |
1.1344 |
1.1344 |
1.1083 |
|
| R1 |
1.1189 |
1.1189 |
1.1058 |
1.1132 |
| PP |
1.1074 |
1.1074 |
1.1074 |
1.1046 |
| S1 |
1.0919 |
1.0919 |
1.1008 |
1.0862 |
| S2 |
1.0804 |
1.0804 |
1.0984 |
|
| S3 |
1.0534 |
1.0649 |
1.0959 |
|
| S4 |
1.0264 |
1.0379 |
1.0885 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1230 |
1.0933 |
0.0297 |
2.7% |
0.0118 |
1.1% |
16% |
False |
True |
1,171 |
| 10 |
1.1260 |
1.0776 |
0.0484 |
4.4% |
0.0142 |
1.3% |
42% |
False |
False |
1,008 |
| 20 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0175 |
1.6% |
52% |
False |
False |
1,266 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0133 |
1.2% |
52% |
False |
False |
842 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0112 |
1.0% |
52% |
False |
False |
636 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0086 |
0.8% |
52% |
False |
False |
479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1605 |
|
2.618 |
1.1396 |
|
1.618 |
1.1268 |
|
1.000 |
1.1189 |
|
0.618 |
1.1140 |
|
HIGH |
1.1061 |
|
0.618 |
1.1012 |
|
0.500 |
1.0997 |
|
0.382 |
1.0982 |
|
LOW |
1.0933 |
|
0.618 |
1.0854 |
|
1.000 |
1.0805 |
|
1.618 |
1.0726 |
|
2.618 |
1.0598 |
|
4.250 |
1.0389 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0997 |
1.1037 |
| PP |
1.0991 |
1.1018 |
| S1 |
1.0986 |
1.0999 |
|