CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0996 |
1.0862 |
-0.0134 |
-1.2% |
1.1113 |
| High |
1.1006 |
1.0881 |
-0.0125 |
-1.1% |
1.1230 |
| Low |
1.0847 |
1.0794 |
-0.0053 |
-0.5% |
1.0960 |
| Close |
1.0866 |
1.0805 |
-0.0061 |
-0.6% |
1.1033 |
| Range |
0.0159 |
0.0087 |
-0.0072 |
-45.3% |
0.0270 |
| ATR |
0.0148 |
0.0143 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
1,800 |
1,482 |
-318 |
-17.7% |
6,402 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1088 |
1.1033 |
1.0853 |
|
| R3 |
1.1001 |
1.0946 |
1.0829 |
|
| R2 |
1.0914 |
1.0914 |
1.0821 |
|
| R1 |
1.0859 |
1.0859 |
1.0813 |
1.0843 |
| PP |
1.0827 |
1.0827 |
1.0827 |
1.0819 |
| S1 |
1.0772 |
1.0772 |
1.0797 |
1.0756 |
| S2 |
1.0740 |
1.0740 |
1.0789 |
|
| S3 |
1.0653 |
1.0685 |
1.0781 |
|
| S4 |
1.0566 |
1.0598 |
1.0757 |
|
|
| 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 |
1.1140 |
1.0794 |
0.0346 |
3.2% |
0.0122 |
1.1% |
3% |
False |
True |
1,282 |
| 10 |
1.1260 |
1.0794 |
0.0466 |
4.3% |
0.0143 |
1.3% |
2% |
False |
True |
1,231 |
| 20 |
1.1381 |
1.0660 |
0.0721 |
6.7% |
0.0176 |
1.6% |
20% |
False |
False |
1,396 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0134 |
1.2% |
31% |
False |
False |
917 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0116 |
1.1% |
31% |
False |
False |
691 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.7% |
0.0089 |
0.8% |
31% |
False |
False |
520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1251 |
|
2.618 |
1.1109 |
|
1.618 |
1.1022 |
|
1.000 |
1.0968 |
|
0.618 |
1.0935 |
|
HIGH |
1.0881 |
|
0.618 |
1.0848 |
|
0.500 |
1.0838 |
|
0.382 |
1.0827 |
|
LOW |
1.0794 |
|
0.618 |
1.0740 |
|
1.000 |
1.0707 |
|
1.618 |
1.0653 |
|
2.618 |
1.0566 |
|
4.250 |
1.0424 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0838 |
1.0928 |
| PP |
1.0827 |
1.0887 |
| S1 |
1.0816 |
1.0846 |
|