CME Japanese Yen Future December 2010
Trading Metrics calculated at close of trading on 08-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1.0915 |
1.0911 |
-0.0004 |
0.0% |
1.1004 |
High |
1.0915 |
1.0911 |
-0.0004 |
0.0% |
1.1004 |
Low |
1.0915 |
1.0911 |
-0.0004 |
0.0% |
1.0827 |
Close |
1.0944 |
1.0991 |
0.0047 |
0.4% |
1.0977 |
Range |
|
|
|
|
|
ATR |
0.0081 |
0.0078 |
-0.0003 |
-4.2% |
0.0000 |
Volume |
6 |
1 |
-5 |
-83.3% |
4 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0938 |
1.0964 |
1.0991 |
|
R3 |
1.0938 |
1.0964 |
1.0991 |
|
R2 |
1.0938 |
1.0938 |
1.0991 |
|
R1 |
1.0964 |
1.0964 |
1.0991 |
1.0951 |
PP |
1.0938 |
1.0938 |
1.0938 |
1.0931 |
S1 |
1.0964 |
1.0964 |
1.0991 |
1.0951 |
S2 |
1.0938 |
1.0938 |
1.0991 |
|
S3 |
1.0938 |
1.0964 |
1.0991 |
|
S4 |
1.0938 |
1.0964 |
1.0991 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1467 |
1.1399 |
1.1074 |
|
R3 |
1.1290 |
1.1222 |
1.1026 |
|
R2 |
1.1113 |
1.1113 |
1.1009 |
|
R1 |
1.1045 |
1.1045 |
1.0993 |
1.0991 |
PP |
1.0936 |
1.0936 |
1.0936 |
1.0909 |
S1 |
1.0868 |
1.0868 |
1.0961 |
1.0814 |
S2 |
1.0759 |
1.0759 |
1.0945 |
|
S3 |
1.0582 |
1.0691 |
1.0928 |
|
S4 |
1.0405 |
1.0514 |
1.0880 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0917 |
1.0827 |
0.0090 |
0.8% |
0.0000 |
0.0% |
182% |
False |
False |
2 |
10 |
1.1228 |
1.0827 |
0.0401 |
3.6% |
0.0000 |
0.0% |
41% |
False |
False |
6 |
20 |
1.1228 |
1.0761 |
0.0467 |
4.2% |
0.0014 |
0.1% |
49% |
False |
False |
8 |
40 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0027 |
0.2% |
63% |
False |
False |
10 |
60 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0019 |
0.2% |
63% |
False |
False |
7 |
80 |
1.1338 |
1.0583 |
0.0755 |
6.9% |
0.0015 |
0.1% |
54% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0911 |
2.618 |
1.0911 |
1.618 |
1.0911 |
1.000 |
1.0911 |
0.618 |
1.0911 |
HIGH |
1.0911 |
0.618 |
1.0911 |
0.500 |
1.0911 |
0.382 |
1.0911 |
LOW |
1.0911 |
0.618 |
1.0911 |
1.000 |
1.0911 |
1.618 |
1.0911 |
2.618 |
1.0911 |
4.250 |
1.0911 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1.0964 |
1.0963 |
PP |
1.0938 |
1.0935 |
S1 |
1.0911 |
1.0908 |
|