CME Japanese Yen Future September 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 |
1.0939 |
1.0968 |
0.0029 |
0.3% |
1.1004 |
| High |
1.0998 |
1.1022 |
0.0024 |
0.2% |
1.1061 |
| Low |
1.0925 |
1.0946 |
0.0021 |
0.2% |
1.0785 |
| Close |
1.0991 |
1.0977 |
-0.0014 |
-0.1% |
1.0955 |
| Range |
0.0073 |
0.0076 |
0.0003 |
4.1% |
0.0276 |
| ATR |
0.0138 |
0.0134 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
26,492 |
43,704 |
17,212 |
65.0% |
5,590 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1210 |
1.1169 |
1.1019 |
|
| R3 |
1.1134 |
1.1093 |
1.0998 |
|
| R2 |
1.1058 |
1.1058 |
1.0991 |
|
| R1 |
1.1017 |
1.1017 |
1.0984 |
1.1038 |
| PP |
1.0982 |
1.0982 |
1.0982 |
1.0992 |
| S1 |
1.0941 |
1.0941 |
1.0970 |
1.0962 |
| S2 |
1.0906 |
1.0906 |
1.0963 |
|
| S3 |
1.0830 |
1.0865 |
1.0956 |
|
| S4 |
1.0754 |
1.0789 |
1.0935 |
|
|
| 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% |
0.0117 |
1.1% |
80% |
False |
False |
22,664 |
| 10 |
1.1140 |
1.0785 |
0.0355 |
3.2% |
0.0119 |
1.1% |
54% |
False |
False |
11,973 |
| 20 |
1.1260 |
1.0695 |
0.0565 |
5.1% |
0.0129 |
1.2% |
50% |
False |
False |
6,421 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0139 |
1.3% |
52% |
False |
False |
3,702 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0122 |
1.1% |
52% |
False |
False |
2,568 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0096 |
0.9% |
52% |
False |
False |
1,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1345 |
|
2.618 |
1.1221 |
|
1.618 |
1.1145 |
|
1.000 |
1.1098 |
|
0.618 |
1.1069 |
|
HIGH |
1.1022 |
|
0.618 |
1.0993 |
|
0.500 |
1.0984 |
|
0.382 |
1.0975 |
|
LOW |
1.0946 |
|
0.618 |
1.0899 |
|
1.000 |
1.0870 |
|
1.618 |
1.0823 |
|
2.618 |
1.0747 |
|
4.250 |
1.0623 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0984 |
1.0972 |
| PP |
1.0982 |
1.0966 |
| S1 |
1.0979 |
1.0961 |
|