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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
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

These figures are updated between 7pm and 10pm EST after a trading day.

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