CME Japanese Yen Future June 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 |
1.0994 |
1.0849 |
-0.0145 |
-1.3% |
1.1093 |
| High |
1.0994 |
1.0867 |
-0.0127 |
-1.2% |
1.1209 |
| Low |
1.0828 |
1.0775 |
-0.0053 |
-0.5% |
1.0941 |
| Close |
1.0849 |
1.0790 |
-0.0059 |
-0.5% |
1.1017 |
| Range |
0.0166 |
0.0092 |
-0.0074 |
-44.6% |
0.0268 |
| ATR |
0.0155 |
0.0151 |
-0.0005 |
-2.9% |
0.0000 |
| Volume |
171,285 |
131,956 |
-39,329 |
-23.0% |
806,672 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1087 |
1.1030 |
1.0841 |
|
| R3 |
1.0995 |
1.0938 |
1.0815 |
|
| R2 |
1.0903 |
1.0903 |
1.0807 |
|
| R1 |
1.0846 |
1.0846 |
1.0798 |
1.0829 |
| PP |
1.0811 |
1.0811 |
1.0811 |
1.0802 |
| S1 |
1.0754 |
1.0754 |
1.0782 |
1.0737 |
| S2 |
1.0719 |
1.0719 |
1.0773 |
|
| S3 |
1.0627 |
1.0662 |
1.0765 |
|
| S4 |
1.0535 |
1.0570 |
1.0739 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1860 |
1.1706 |
1.1164 |
|
| R3 |
1.1592 |
1.1438 |
1.1091 |
|
| R2 |
1.1324 |
1.1324 |
1.1066 |
|
| R1 |
1.1170 |
1.1170 |
1.1042 |
1.1113 |
| PP |
1.1056 |
1.1056 |
1.1056 |
1.1027 |
| S1 |
1.0902 |
1.0902 |
1.0992 |
1.0845 |
| S2 |
1.0788 |
1.0788 |
1.0968 |
|
| S3 |
1.0520 |
1.0634 |
1.0943 |
|
| S4 |
1.0252 |
1.0366 |
1.0870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1127 |
1.0775 |
0.0352 |
3.3% |
0.0128 |
1.2% |
4% |
False |
True |
143,044 |
| 10 |
1.1246 |
1.0775 |
0.0471 |
4.4% |
0.0150 |
1.4% |
3% |
False |
True |
173,553 |
| 20 |
1.1375 |
1.0645 |
0.0730 |
6.8% |
0.0187 |
1.7% |
20% |
False |
False |
177,700 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0143 |
1.3% |
31% |
False |
False |
146,540 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0128 |
1.2% |
31% |
False |
False |
128,104 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0122 |
1.1% |
31% |
False |
False |
96,826 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.8% |
0.0120 |
1.1% |
31% |
False |
False |
77,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1258 |
|
2.618 |
1.1108 |
|
1.618 |
1.1016 |
|
1.000 |
1.0959 |
|
0.618 |
1.0924 |
|
HIGH |
1.0867 |
|
0.618 |
1.0832 |
|
0.500 |
1.0821 |
|
0.382 |
1.0810 |
|
LOW |
1.0775 |
|
0.618 |
1.0718 |
|
1.000 |
1.0683 |
|
1.618 |
1.0626 |
|
2.618 |
1.0534 |
|
4.250 |
1.0384 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0821 |
1.0911 |
| PP |
1.0811 |
1.0871 |
| S1 |
1.0800 |
1.0830 |
|