CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0862 |
1.0816 |
-0.0046 |
-0.4% |
1.1004 |
| High |
1.0881 |
1.0960 |
0.0079 |
0.7% |
1.1061 |
| Low |
1.0794 |
1.0785 |
-0.0009 |
-0.1% |
1.0785 |
| Close |
1.0805 |
1.0955 |
0.0150 |
1.4% |
1.0955 |
| Range |
0.0087 |
0.0175 |
0.0088 |
101.1% |
0.0276 |
| ATR |
0.0143 |
0.0146 |
0.0002 |
1.6% |
0.0000 |
| Volume |
1,482 |
1,645 |
163 |
11.0% |
5,590 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1425 |
1.1365 |
1.1051 |
|
| R3 |
1.1250 |
1.1190 |
1.1003 |
|
| R2 |
1.1075 |
1.1075 |
1.0987 |
|
| R1 |
1.1015 |
1.1015 |
1.0971 |
1.1045 |
| PP |
1.0900 |
1.0900 |
1.0900 |
1.0915 |
| S1 |
1.0840 |
1.0840 |
1.0939 |
1.0870 |
| S2 |
1.0725 |
1.0725 |
1.0923 |
|
| S3 |
1.0550 |
1.0665 |
1.0907 |
|
| S4 |
1.0375 |
1.0490 |
1.0859 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1762 |
1.1634 |
1.1107 |
|
| R3 |
1.1486 |
1.1358 |
1.1031 |
|
| R2 |
1.1210 |
1.1210 |
1.1006 |
|
| R1 |
1.1082 |
1.1082 |
1.0980 |
1.1008 |
| PP |
1.0934 |
1.0934 |
1.0934 |
1.0897 |
| S1 |
1.0806 |
1.0806 |
1.0930 |
1.0732 |
| S2 |
1.0658 |
1.0658 |
1.0904 |
|
| S3 |
1.0382 |
1.0530 |
1.0879 |
|
| S4 |
1.0106 |
1.0254 |
1.0803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1061 |
1.0785 |
0.0276 |
2.5% |
0.0128 |
1.2% |
62% |
False |
True |
1,412 |
| 10 |
1.1231 |
1.0785 |
0.0446 |
4.1% |
0.0126 |
1.2% |
38% |
False |
True |
1,314 |
| 20 |
1.1260 |
1.0695 |
0.0565 |
5.2% |
0.0148 |
1.4% |
46% |
False |
False |
1,289 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0137 |
1.3% |
49% |
False |
False |
952 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0119 |
1.1% |
49% |
False |
False |
718 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0091 |
0.8% |
49% |
False |
False |
540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1704 |
|
2.618 |
1.1418 |
|
1.618 |
1.1243 |
|
1.000 |
1.1135 |
|
0.618 |
1.1068 |
|
HIGH |
1.0960 |
|
0.618 |
1.0893 |
|
0.500 |
1.0873 |
|
0.382 |
1.0852 |
|
LOW |
1.0785 |
|
0.618 |
1.0677 |
|
1.000 |
1.0610 |
|
1.618 |
1.0502 |
|
2.618 |
1.0327 |
|
4.250 |
1.0041 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0928 |
1.0935 |
| PP |
1.0900 |
1.0915 |
| S1 |
1.0873 |
1.0896 |
|