CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0905 |
1.0950 |
0.0045 |
0.4% |
1.1004 |
| High |
1.1010 |
1.1025 |
0.0015 |
0.1% |
1.1061 |
| Low |
1.0878 |
1.0896 |
0.0018 |
0.2% |
1.0785 |
| Close |
1.0922 |
1.0970 |
0.0048 |
0.4% |
1.0955 |
| Range |
0.0132 |
0.0129 |
-0.0003 |
-2.3% |
0.0276 |
| ATR |
0.0145 |
0.0144 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
12,100 |
29,382 |
17,282 |
142.8% |
5,590 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1351 |
1.1289 |
1.1041 |
|
| R3 |
1.1222 |
1.1160 |
1.1005 |
|
| R2 |
1.1093 |
1.1093 |
1.0994 |
|
| R1 |
1.1031 |
1.1031 |
1.0982 |
1.1062 |
| PP |
1.0964 |
1.0964 |
1.0964 |
1.0979 |
| S1 |
1.0902 |
1.0902 |
1.0958 |
1.0933 |
| S2 |
1.0835 |
1.0835 |
1.0946 |
|
| S3 |
1.0706 |
1.0773 |
1.0935 |
|
| S4 |
1.0577 |
1.0644 |
1.0899 |
|
|
| 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 |
1.1025 |
1.0785 |
0.0240 |
2.2% |
0.0136 |
1.2% |
77% |
True |
False |
9,281 |
| 10 |
1.1230 |
1.0785 |
0.0445 |
4.1% |
0.0127 |
1.2% |
42% |
False |
False |
5,226 |
| 20 |
1.1260 |
1.0695 |
0.0565 |
5.2% |
0.0132 |
1.2% |
49% |
False |
False |
2,951 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0140 |
1.3% |
51% |
False |
False |
1,968 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0122 |
1.1% |
51% |
False |
False |
1,409 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0095 |
0.9% |
51% |
False |
False |
1,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1573 |
|
2.618 |
1.1363 |
|
1.618 |
1.1234 |
|
1.000 |
1.1154 |
|
0.618 |
1.1105 |
|
HIGH |
1.1025 |
|
0.618 |
1.0976 |
|
0.500 |
1.0961 |
|
0.382 |
1.0945 |
|
LOW |
1.0896 |
|
0.618 |
1.0816 |
|
1.000 |
1.0767 |
|
1.618 |
1.0687 |
|
2.618 |
1.0558 |
|
4.250 |
1.0348 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0967 |
1.0948 |
| PP |
1.0964 |
1.0927 |
| S1 |
1.0961 |
1.0905 |
|