CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0935 |
1.0924 |
-0.0011 |
-0.1% |
1.0999 |
| High |
1.1009 |
1.0983 |
-0.0026 |
-0.2% |
1.1047 |
| Low |
1.0878 |
1.0909 |
0.0031 |
0.3% |
1.0767 |
| Close |
1.0953 |
1.0975 |
0.0022 |
0.2% |
1.0938 |
| Range |
0.0131 |
0.0074 |
-0.0057 |
-43.5% |
0.0280 |
| ATR |
0.0150 |
0.0144 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
169,681 |
173,336 |
3,655 |
2.2% |
542,305 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1178 |
1.1150 |
1.1016 |
|
| R3 |
1.1104 |
1.1076 |
1.0995 |
|
| R2 |
1.1030 |
1.1030 |
1.0989 |
|
| R1 |
1.1002 |
1.1002 |
1.0982 |
1.1016 |
| PP |
1.0956 |
1.0956 |
1.0956 |
1.0963 |
| S1 |
1.0928 |
1.0928 |
1.0968 |
1.0942 |
| S2 |
1.0882 |
1.0882 |
1.0961 |
|
| S3 |
1.0808 |
1.0854 |
1.0955 |
|
| S4 |
1.0734 |
1.0780 |
1.0934 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1757 |
1.1628 |
1.1092 |
|
| R3 |
1.1477 |
1.1348 |
1.1015 |
|
| R2 |
1.1197 |
1.1197 |
1.0989 |
|
| R1 |
1.1068 |
1.1068 |
1.0964 |
1.0993 |
| PP |
1.0917 |
1.0917 |
1.0917 |
1.0880 |
| S1 |
1.0788 |
1.0788 |
1.0912 |
1.0713 |
| S2 |
1.0637 |
1.0637 |
1.0887 |
|
| S3 |
1.0357 |
1.0508 |
1.0861 |
|
| S4 |
1.0077 |
1.0228 |
1.0784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1009 |
1.0767 |
0.0242 |
2.2% |
0.0121 |
1.1% |
86% |
False |
False |
153,329 |
| 10 |
1.1136 |
1.0767 |
0.0369 |
3.4% |
0.0126 |
1.1% |
56% |
False |
False |
152,215 |
| 20 |
1.1246 |
1.0681 |
0.0565 |
5.1% |
0.0138 |
1.3% |
52% |
False |
False |
155,153 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0148 |
1.3% |
53% |
False |
False |
152,876 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0131 |
1.2% |
53% |
False |
False |
134,212 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0125 |
1.1% |
53% |
False |
False |
104,750 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0120 |
1.1% |
53% |
False |
False |
83,831 |
| 120 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0115 |
1.0% |
53% |
False |
False |
69,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1298 |
|
2.618 |
1.1177 |
|
1.618 |
1.1103 |
|
1.000 |
1.1057 |
|
0.618 |
1.1029 |
|
HIGH |
1.0983 |
|
0.618 |
1.0955 |
|
0.500 |
1.0946 |
|
0.382 |
1.0937 |
|
LOW |
1.0909 |
|
0.618 |
1.0863 |
|
1.000 |
1.0835 |
|
1.618 |
1.0789 |
|
2.618 |
1.0715 |
|
4.250 |
1.0595 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0965 |
1.0962 |
| PP |
1.0956 |
1.0948 |
| S1 |
1.0946 |
1.0935 |
|