CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0816 |
1.0905 |
0.0089 |
0.8% |
1.1004 |
| High |
1.0960 |
1.1010 |
0.0050 |
0.5% |
1.1061 |
| Low |
1.0785 |
1.0878 |
0.0093 |
0.9% |
1.0785 |
| Close |
1.0955 |
1.0922 |
-0.0033 |
-0.3% |
1.0955 |
| Range |
0.0175 |
0.0132 |
-0.0043 |
-24.6% |
0.0276 |
| ATR |
0.0146 |
0.0145 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
1,645 |
12,100 |
10,455 |
635.6% |
5,590 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1333 |
1.1259 |
1.0995 |
|
| R3 |
1.1201 |
1.1127 |
1.0958 |
|
| R2 |
1.1069 |
1.1069 |
1.0946 |
|
| R1 |
1.0995 |
1.0995 |
1.0934 |
1.1032 |
| PP |
1.0937 |
1.0937 |
1.0937 |
1.0955 |
| S1 |
1.0863 |
1.0863 |
1.0910 |
1.0900 |
| S2 |
1.0805 |
1.0805 |
1.0898 |
|
| S3 |
1.0673 |
1.0731 |
1.0886 |
|
| S4 |
1.0541 |
1.0599 |
1.0849 |
|
|
| 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% |
0.0136 |
1.2% |
50% |
False |
False |
3,538 |
| 10 |
1.1230 |
1.0785 |
0.0445 |
4.1% |
0.0125 |
1.1% |
31% |
False |
False |
2,409 |
| 20 |
1.1260 |
1.0695 |
0.0565 |
5.2% |
0.0136 |
1.2% |
40% |
False |
False |
1,691 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0138 |
1.3% |
45% |
False |
False |
1,244 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0121 |
1.1% |
45% |
False |
False |
920 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0093 |
0.9% |
45% |
False |
False |
691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1571 |
|
2.618 |
1.1356 |
|
1.618 |
1.1224 |
|
1.000 |
1.1142 |
|
0.618 |
1.1092 |
|
HIGH |
1.1010 |
|
0.618 |
1.0960 |
|
0.500 |
1.0944 |
|
0.382 |
1.0928 |
|
LOW |
1.0878 |
|
0.618 |
1.0796 |
|
1.000 |
1.0746 |
|
1.618 |
1.0664 |
|
2.618 |
1.0532 |
|
4.250 |
1.0317 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0944 |
1.0914 |
| PP |
1.0937 |
1.0906 |
| S1 |
1.0929 |
1.0898 |
|