CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0943 |
1.0898 |
-0.0045 |
-0.4% |
1.0879 |
| High |
1.0968 |
1.0920 |
-0.0048 |
-0.4% |
1.1009 |
| Low |
1.0896 |
1.0859 |
-0.0037 |
-0.3% |
1.0860 |
| Close |
1.0920 |
1.0878 |
-0.0042 |
-0.4% |
1.0920 |
| Range |
0.0072 |
0.0061 |
-0.0011 |
-15.3% |
0.0149 |
| ATR |
0.0135 |
0.0129 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
110,494 |
29,778 |
-80,716 |
-73.1% |
753,828 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1069 |
1.1034 |
1.0912 |
|
| R3 |
1.1008 |
1.0973 |
1.0895 |
|
| R2 |
1.0947 |
1.0947 |
1.0889 |
|
| R1 |
1.0912 |
1.0912 |
1.0884 |
1.0899 |
| PP |
1.0886 |
1.0886 |
1.0886 |
1.0879 |
| S1 |
1.0851 |
1.0851 |
1.0872 |
1.0838 |
| S2 |
1.0825 |
1.0825 |
1.0867 |
|
| S3 |
1.0764 |
1.0790 |
1.0861 |
|
| S4 |
1.0703 |
1.0729 |
1.0844 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1377 |
1.1297 |
1.1002 |
|
| R3 |
1.1228 |
1.1148 |
1.0961 |
|
| R2 |
1.1079 |
1.1079 |
1.0947 |
|
| R1 |
1.0999 |
1.0999 |
1.0934 |
1.1039 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0950 |
| S1 |
1.0850 |
1.0850 |
1.0906 |
1.0890 |
| S2 |
1.0781 |
1.0781 |
1.0893 |
|
| S3 |
1.0632 |
1.0701 |
1.0879 |
|
| S4 |
1.0483 |
1.0552 |
1.0838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1009 |
1.0859 |
0.0150 |
1.4% |
0.0083 |
0.8% |
13% |
False |
True |
121,040 |
| 10 |
1.1047 |
1.0767 |
0.0280 |
2.6% |
0.0111 |
1.0% |
40% |
False |
False |
132,591 |
| 20 |
1.1246 |
1.0759 |
0.0487 |
4.5% |
0.0130 |
1.2% |
24% |
False |
False |
151,674 |
| 40 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0145 |
1.3% |
41% |
False |
False |
150,767 |
| 60 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0129 |
1.2% |
41% |
False |
False |
133,727 |
| 80 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0122 |
1.1% |
41% |
False |
False |
108,014 |
| 100 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0120 |
1.1% |
41% |
False |
False |
86,450 |
| 120 |
1.1375 |
1.0532 |
0.0843 |
7.7% |
0.0113 |
1.0% |
41% |
False |
False |
72,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1179 |
|
2.618 |
1.1080 |
|
1.618 |
1.1019 |
|
1.000 |
1.0981 |
|
0.618 |
1.0958 |
|
HIGH |
1.0920 |
|
0.618 |
1.0897 |
|
0.500 |
1.0890 |
|
0.382 |
1.0882 |
|
LOW |
1.0859 |
|
0.618 |
1.0821 |
|
1.000 |
1.0798 |
|
1.618 |
1.0760 |
|
2.618 |
1.0699 |
|
4.250 |
1.0600 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0890 |
1.0933 |
| PP |
1.0886 |
1.0915 |
| S1 |
1.0882 |
1.0896 |
|