CME Japanese Yen Future December 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 |
1.0911 |
1.0999 |
0.0088 |
0.8% |
1.1004 |
| High |
1.0911 |
1.1000 |
0.0089 |
0.8% |
1.1004 |
| Low |
1.0911 |
1.0990 |
0.0079 |
0.7% |
1.0827 |
| Close |
1.0991 |
1.1011 |
0.0020 |
0.2% |
1.0977 |
| Range |
0.0000 |
0.0010 |
0.0010 |
|
0.0177 |
| ATR |
0.0078 |
0.0073 |
-0.0005 |
-6.2% |
0.0000 |
| Volume |
1 |
19 |
18 |
1,800.0% |
4 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1030 |
1.1031 |
1.1017 |
|
| R3 |
1.1020 |
1.1021 |
1.1014 |
|
| R2 |
1.1010 |
1.1010 |
1.1013 |
|
| R1 |
1.1011 |
1.1011 |
1.1012 |
1.1011 |
| PP |
1.1000 |
1.1000 |
1.1000 |
1.1000 |
| S1 |
1.1001 |
1.1001 |
1.1010 |
1.1001 |
| S2 |
1.0990 |
1.0990 |
1.1009 |
|
| S3 |
1.0980 |
1.0991 |
1.1008 |
|
| S4 |
1.0970 |
1.0981 |
1.1006 |
|
|
| 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 |
1.1000 |
1.0827 |
0.0173 |
1.6% |
0.0002 |
0.0% |
106% |
True |
False |
5 |
| 10 |
1.1156 |
1.0827 |
0.0329 |
3.0% |
0.0001 |
0.0% |
56% |
False |
False |
3 |
| 20 |
1.1228 |
1.0761 |
0.0467 |
4.2% |
0.0014 |
0.1% |
54% |
False |
False |
9 |
| 40 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0027 |
0.2% |
66% |
False |
False |
10 |
| 60 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0019 |
0.2% |
66% |
False |
False |
7 |
| 80 |
1.1338 |
1.0583 |
0.0755 |
6.9% |
0.0015 |
0.1% |
57% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1043 |
|
2.618 |
1.1026 |
|
1.618 |
1.1016 |
|
1.000 |
1.1010 |
|
0.618 |
1.1006 |
|
HIGH |
1.1000 |
|
0.618 |
1.0996 |
|
0.500 |
1.0995 |
|
0.382 |
1.0994 |
|
LOW |
1.0990 |
|
0.618 |
1.0984 |
|
1.000 |
1.0980 |
|
1.618 |
1.0974 |
|
2.618 |
1.0964 |
|
4.250 |
1.0948 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1006 |
1.0993 |
| PP |
1.1000 |
1.0974 |
| S1 |
1.0995 |
1.0956 |
|