CME Japanese Yen Future December 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 |
1.0827 |
1.0900 |
0.0073 |
0.7% |
1.1004 |
| High |
1.0827 |
1.0900 |
0.0073 |
0.7% |
1.1004 |
| Low |
1.0827 |
1.0900 |
0.0073 |
0.7% |
1.0827 |
| Close |
1.0827 |
1.0977 |
0.0150 |
1.4% |
1.0977 |
| Range |
|
|
|
|
|
| ATR |
0.0083 |
0.0083 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0926 |
1.0951 |
1.0977 |
|
| R3 |
1.0926 |
1.0951 |
1.0977 |
|
| R2 |
1.0926 |
1.0926 |
1.0977 |
|
| R1 |
1.0951 |
1.0951 |
1.0977 |
1.0939 |
| PP |
1.0926 |
1.0926 |
1.0926 |
1.0919 |
| S1 |
1.0951 |
1.0951 |
1.0977 |
1.0939 |
| S2 |
1.0926 |
1.0926 |
1.0977 |
|
| S3 |
1.0926 |
1.0951 |
1.0977 |
|
| S4 |
1.0926 |
1.0951 |
1.0977 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1467 |
1.1399 |
1.1074 |
|
| R3 |
1.1290 |
1.1222 |
1.1026 |
|
| R2 |
1.1113 |
1.1113 |
1.1009 |
|
| R1 |
1.1045 |
1.1045 |
1.0993 |
1.0991 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0909 |
| S1 |
1.0868 |
1.0868 |
1.0961 |
1.0814 |
| S2 |
1.0759 |
1.0759 |
1.0945 |
|
| S3 |
1.0582 |
1.0691 |
1.0928 |
|
| S4 |
1.0405 |
1.0514 |
1.0880 |
|
|
| 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% |
65% |
False |
False |
1 |
| 10 |
1.1228 |
1.0827 |
0.0401 |
3.7% |
0.0001 |
0.0% |
37% |
False |
False |
12 |
| 20 |
1.1228 |
1.0761 |
0.0467 |
4.3% |
0.0026 |
0.2% |
46% |
False |
False |
11 |
| 40 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0027 |
0.2% |
61% |
False |
False |
9 |
| 60 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0019 |
0.2% |
61% |
False |
False |
7 |
| 80 |
1.1338 |
1.0583 |
0.0755 |
6.9% |
0.0015 |
0.1% |
52% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0900 |
|
2.618 |
1.0900 |
|
1.618 |
1.0900 |
|
1.000 |
1.0900 |
|
0.618 |
1.0900 |
|
HIGH |
1.0900 |
|
0.618 |
1.0900 |
|
0.500 |
1.0900 |
|
0.382 |
1.0900 |
|
LOW |
1.0900 |
|
0.618 |
1.0900 |
|
1.000 |
1.0900 |
|
1.618 |
1.0900 |
|
2.618 |
1.0900 |
|
4.250 |
1.0900 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0951 |
1.0942 |
| PP |
1.0926 |
1.0907 |
| S1 |
1.0900 |
1.0872 |
|