CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1004 |
1.0996 |
-0.0008 |
-0.1% |
1.1113 |
| High |
1.1061 |
1.1006 |
-0.0055 |
-0.5% |
1.1230 |
| Low |
1.0933 |
1.0847 |
-0.0086 |
-0.8% |
1.0960 |
| Close |
1.0980 |
1.0866 |
-0.0114 |
-1.0% |
1.1033 |
| Range |
0.0128 |
0.0159 |
0.0031 |
24.2% |
0.0270 |
| ATR |
0.0147 |
0.0148 |
0.0001 |
0.6% |
0.0000 |
| Volume |
663 |
1,800 |
1,137 |
171.5% |
6,402 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1383 |
1.1284 |
1.0953 |
|
| R3 |
1.1224 |
1.1125 |
1.0910 |
|
| R2 |
1.1065 |
1.1065 |
1.0895 |
|
| R1 |
1.0966 |
1.0966 |
1.0881 |
1.0936 |
| PP |
1.0906 |
1.0906 |
1.0906 |
1.0892 |
| S1 |
1.0807 |
1.0807 |
1.0851 |
1.0777 |
| S2 |
1.0747 |
1.0747 |
1.0837 |
|
| S3 |
1.0588 |
1.0648 |
1.0822 |
|
| S4 |
1.0429 |
1.0489 |
1.0779 |
|
|
| 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 |
1.1152 |
1.0847 |
0.0305 |
2.8% |
0.0124 |
1.1% |
6% |
False |
True |
1,405 |
| 10 |
1.1260 |
1.0847 |
0.0413 |
3.8% |
0.0148 |
1.4% |
5% |
False |
True |
1,165 |
| 20 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0179 |
1.7% |
38% |
False |
False |
1,343 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0135 |
1.2% |
38% |
False |
False |
886 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0114 |
1.1% |
38% |
False |
False |
666 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0088 |
0.8% |
38% |
False |
False |
501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1682 |
|
2.618 |
1.1422 |
|
1.618 |
1.1263 |
|
1.000 |
1.1165 |
|
0.618 |
1.1104 |
|
HIGH |
1.1006 |
|
0.618 |
1.0945 |
|
0.500 |
1.0927 |
|
0.382 |
1.0908 |
|
LOW |
1.0847 |
|
0.618 |
1.0749 |
|
1.000 |
1.0688 |
|
1.618 |
1.0590 |
|
2.618 |
1.0431 |
|
4.250 |
1.0171 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0927 |
1.0954 |
| PP |
1.0906 |
1.0925 |
| S1 |
1.0886 |
1.0895 |
|