CME Japanese Yen Future December 2010
Trading Metrics calculated at close of trading on 02-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1.1004 |
1.0917 |
-0.0087 |
-0.8% |
1.1102 |
High |
1.1004 |
1.0917 |
-0.0087 |
-0.8% |
1.1228 |
Low |
1.1004 |
1.0917 |
-0.0087 |
-0.8% |
1.1052 |
Close |
1.1004 |
1.0890 |
-0.0114 |
-1.0% |
1.1057 |
Range |
|
|
|
|
|
ATR |
0.0085 |
0.0085 |
0.0000 |
0.2% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
109 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0908 |
1.0899 |
1.0890 |
|
R3 |
1.0908 |
1.0899 |
1.0890 |
|
R2 |
1.0908 |
1.0908 |
1.0890 |
|
R1 |
1.0899 |
1.0899 |
1.0890 |
1.0904 |
PP |
1.0908 |
1.0908 |
1.0908 |
1.0910 |
S1 |
1.0899 |
1.0899 |
1.0890 |
1.0904 |
S2 |
1.0908 |
1.0908 |
1.0890 |
|
S3 |
1.0908 |
1.0899 |
1.0890 |
|
S4 |
1.0908 |
1.0899 |
1.0890 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1640 |
1.1525 |
1.1154 |
|
R3 |
1.1464 |
1.1349 |
1.1105 |
|
R2 |
1.1288 |
1.1288 |
1.1089 |
|
R1 |
1.1173 |
1.1173 |
1.1073 |
1.1143 |
PP |
1.1112 |
1.1112 |
1.1112 |
1.1097 |
S1 |
1.0997 |
1.0997 |
1.1041 |
1.0967 |
S2 |
1.0936 |
1.0936 |
1.1025 |
|
S3 |
1.0760 |
1.0821 |
1.1009 |
|
S4 |
1.0584 |
1.0645 |
1.0960 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1156 |
1.0917 |
0.0239 |
2.2% |
0.0000 |
0.0% |
-11% |
False |
True |
1 |
10 |
1.1228 |
1.0917 |
0.0311 |
2.9% |
0.0026 |
0.2% |
-9% |
False |
True |
12 |
20 |
1.1234 |
1.0583 |
0.0651 |
6.0% |
0.0052 |
0.5% |
47% |
False |
False |
12 |
40 |
1.1234 |
1.0583 |
0.0651 |
6.0% |
0.0028 |
0.3% |
47% |
False |
False |
10 |
60 |
1.1234 |
1.0583 |
0.0651 |
6.0% |
0.0019 |
0.2% |
47% |
False |
False |
7 |
80 |
1.1338 |
1.0583 |
0.0755 |
6.9% |
0.0015 |
0.1% |
41% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0917 |
2.618 |
1.0917 |
1.618 |
1.0917 |
1.000 |
1.0917 |
0.618 |
1.0917 |
HIGH |
1.0917 |
0.618 |
1.0917 |
0.500 |
1.0917 |
0.382 |
1.0917 |
LOW |
1.0917 |
0.618 |
1.0917 |
1.000 |
1.0917 |
1.618 |
1.0917 |
2.618 |
1.0917 |
4.250 |
1.0917 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1.0917 |
1.0987 |
PP |
1.0908 |
1.0955 |
S1 |
1.0899 |
1.0922 |
|