CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0924 |
1.0952 |
0.0028 |
0.3% |
1.0999 |
| High |
1.0983 |
1.1007 |
0.0024 |
0.2% |
1.1047 |
| Low |
1.0909 |
1.0931 |
0.0022 |
0.2% |
1.0767 |
| Close |
1.0975 |
1.0961 |
-0.0014 |
-0.1% |
1.0938 |
| Range |
0.0074 |
0.0076 |
0.0002 |
2.7% |
0.0280 |
| ATR |
0.0144 |
0.0139 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
173,336 |
121,911 |
-51,425 |
-29.7% |
542,305 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1194 |
1.1154 |
1.1003 |
|
| R3 |
1.1118 |
1.1078 |
1.0982 |
|
| R2 |
1.1042 |
1.1042 |
1.0975 |
|
| R1 |
1.1002 |
1.1002 |
1.0968 |
1.1022 |
| PP |
1.0966 |
1.0966 |
1.0966 |
1.0977 |
| S1 |
1.0926 |
1.0926 |
1.0954 |
1.0946 |
| S2 |
1.0890 |
1.0890 |
1.0947 |
|
| S3 |
1.0814 |
1.0850 |
1.0940 |
|
| S4 |
1.0738 |
1.0774 |
1.0919 |
|
|
| 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% |
0.0118 |
1.1% |
80% |
False |
False |
151,320 |
| 10 |
1.1127 |
1.0767 |
0.0360 |
3.3% |
0.0123 |
1.1% |
54% |
False |
False |
147,182 |
| 20 |
1.1246 |
1.0681 |
0.0565 |
5.2% |
0.0137 |
1.2% |
50% |
False |
False |
155,290 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0147 |
1.3% |
51% |
False |
False |
152,797 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0130 |
1.2% |
51% |
False |
False |
135,058 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0124 |
1.1% |
51% |
False |
False |
106,265 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0120 |
1.1% |
51% |
False |
False |
85,049 |
| 120 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0115 |
1.0% |
51% |
False |
False |
70,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1330 |
|
2.618 |
1.1206 |
|
1.618 |
1.1130 |
|
1.000 |
1.1083 |
|
0.618 |
1.1054 |
|
HIGH |
1.1007 |
|
0.618 |
1.0978 |
|
0.500 |
1.0969 |
|
0.382 |
1.0960 |
|
LOW |
1.0931 |
|
0.618 |
1.0884 |
|
1.000 |
1.0855 |
|
1.618 |
1.0808 |
|
2.618 |
1.0732 |
|
4.250 |
1.0608 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0969 |
1.0955 |
| PP |
1.0966 |
1.0949 |
| S1 |
1.0964 |
1.0944 |
|