CME Japanese Yen Future September 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 |
1.0950 |
1.0939 |
-0.0011 |
-0.1% |
1.1004 |
| High |
1.1025 |
1.0998 |
-0.0027 |
-0.2% |
1.1061 |
| Low |
1.0896 |
1.0925 |
0.0029 |
0.3% |
1.0785 |
| Close |
1.0970 |
1.0991 |
0.0021 |
0.2% |
1.0955 |
| Range |
0.0129 |
0.0073 |
-0.0056 |
-43.4% |
0.0276 |
| ATR |
0.0144 |
0.0138 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
29,382 |
26,492 |
-2,890 |
-9.8% |
5,590 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1190 |
1.1164 |
1.1031 |
|
| R3 |
1.1117 |
1.1091 |
1.1011 |
|
| R2 |
1.1044 |
1.1044 |
1.1004 |
|
| R1 |
1.1018 |
1.1018 |
1.0998 |
1.1031 |
| PP |
1.0971 |
1.0971 |
1.0971 |
1.0978 |
| S1 |
1.0945 |
1.0945 |
1.0984 |
1.0958 |
| S2 |
1.0898 |
1.0898 |
1.0978 |
|
| S3 |
1.0825 |
1.0872 |
1.0971 |
|
| S4 |
1.0752 |
1.0799 |
1.0951 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1762 |
1.1634 |
1.1107 |
|
| R3 |
1.1486 |
1.1358 |
1.1031 |
|
| R2 |
1.1210 |
1.1210 |
1.1006 |
|
| R1 |
1.1082 |
1.1082 |
1.0980 |
1.1008 |
| PP |
1.0934 |
1.0934 |
1.0934 |
1.0897 |
| S1 |
1.0806 |
1.0806 |
1.0930 |
1.0732 |
| S2 |
1.0658 |
1.0658 |
1.0904 |
|
| S3 |
1.0382 |
1.0530 |
1.0879 |
|
| S4 |
1.0106 |
1.0254 |
1.0803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1025 |
1.0785 |
0.0240 |
2.2% |
0.0119 |
1.1% |
86% |
False |
False |
14,220 |
| 10 |
1.1152 |
1.0785 |
0.0367 |
3.3% |
0.0122 |
1.1% |
56% |
False |
False |
7,812 |
| 20 |
1.1260 |
1.0695 |
0.0565 |
5.1% |
0.0129 |
1.2% |
52% |
False |
False |
4,251 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0140 |
1.3% |
53% |
False |
False |
2,624 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0122 |
1.1% |
53% |
False |
False |
1,849 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0095 |
0.9% |
53% |
False |
False |
1,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1308 |
|
2.618 |
1.1189 |
|
1.618 |
1.1116 |
|
1.000 |
1.1071 |
|
0.618 |
1.1043 |
|
HIGH |
1.0998 |
|
0.618 |
1.0970 |
|
0.500 |
1.0962 |
|
0.382 |
1.0953 |
|
LOW |
1.0925 |
|
0.618 |
1.0880 |
|
1.000 |
1.0852 |
|
1.618 |
1.0807 |
|
2.618 |
1.0734 |
|
4.250 |
1.0615 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0981 |
1.0978 |
| PP |
1.0971 |
1.0965 |
| S1 |
1.0962 |
1.0952 |
|