CME Japanese Yen Future December 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 1.0917 1.0827 -0.0090 -0.8% 1.1102
High 1.0917 1.0827 -0.0090 -0.8% 1.1228
Low 1.0917 1.0827 -0.0090 -0.8% 1.1052
Close 1.0890 1.0827 -0.0063 -0.6% 1.1057
Range
ATR 0.0085 0.0083 -0.0002 -1.8% 0.0000
Volume 1 1 0 0.0% 109
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0827 1.0827 1.0827
R3 1.0827 1.0827 1.0827
R2 1.0827 1.0827 1.0827
R1 1.0827 1.0827 1.0827 1.0827
PP 1.0827 1.0827 1.0827 1.0827
S1 1.0827 1.0827 1.0827 1.0827
S2 1.0827 1.0827 1.0827
S3 1.0827 1.0827 1.0827
S4 1.0827 1.0827 1.0827
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 1.1640 1.1525 1.1154
R3 1.1464 1.1349 1.1105
R2 1.1288 1.1288 1.1089
R1 1.1173 1.1173 1.1073 1.1143
PP 1.1112 1.1112 1.1112 1.1097
S1 1.0997 1.0997 1.1041 1.0967
S2 1.0936 1.0936 1.1025
S3 1.0760 1.0821 1.1009
S4 1.0584 1.0645 1.0960
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1057 1.0827 0.0230 2.1% 0.0000 0.0% 0% False True 1
10 1.1228 1.0827 0.0401 3.7% 0.0019 0.2% 0% False True 12
20 1.1234 1.0728 0.0506 4.7% 0.0051 0.5% 20% False False 12
40 1.1234 1.0583 0.0651 6.0% 0.0027 0.3% 37% False False 10
60 1.1234 1.0583 0.0651 6.0% 0.0019 0.2% 37% False False 7
80 1.1338 1.0583 0.0755 7.0% 0.0015 0.1% 32% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0827
2.618 1.0827
1.618 1.0827
1.000 1.0827
0.618 1.0827
HIGH 1.0827
0.618 1.0827
0.500 1.0827
0.382 1.0827
LOW 1.0827
0.618 1.0827
1.000 1.0827
1.618 1.0827
2.618 1.0827
4.250 1.0827
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 1.0827 1.0916
PP 1.0827 1.0886
S1 1.0827 1.0857

These figures are updated between 7pm and 10pm EST after a trading day.

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