CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0915 |
1.0929 |
0.0014 |
0.1% |
1.0905 |
| High |
1.0956 |
1.0996 |
0.0040 |
0.4% |
1.1025 |
| Low |
1.0872 |
1.0922 |
0.0050 |
0.5% |
1.0878 |
| Close |
1.0941 |
1.0963 |
0.0022 |
0.2% |
1.0936 |
| Range |
0.0084 |
0.0074 |
-0.0010 |
-11.9% |
0.0147 |
| ATR |
0.0126 |
0.0123 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
125,769 |
102,393 |
-23,376 |
-18.6% |
205,727 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1182 |
1.1147 |
1.1004 |
|
| R3 |
1.1108 |
1.1073 |
1.0983 |
|
| R2 |
1.1034 |
1.1034 |
1.0977 |
|
| R1 |
1.0999 |
1.0999 |
1.0970 |
1.1017 |
| PP |
1.0960 |
1.0960 |
1.0960 |
1.0969 |
| S1 |
1.0925 |
1.0925 |
1.0956 |
1.0943 |
| S2 |
1.0886 |
1.0886 |
1.0949 |
|
| S3 |
1.0812 |
1.0851 |
1.0943 |
|
| S4 |
1.0738 |
1.0777 |
1.0922 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1387 |
1.1309 |
1.1017 |
|
| R3 |
1.1240 |
1.1162 |
1.0976 |
|
| R2 |
1.1093 |
1.1093 |
1.0963 |
|
| R1 |
1.1015 |
1.1015 |
1.0949 |
1.1054 |
| PP |
1.0946 |
1.0946 |
1.0946 |
1.0966 |
| S1 |
1.0868 |
1.0868 |
1.0923 |
1.0907 |
| S2 |
1.0799 |
1.0799 |
1.0909 |
|
| S3 |
1.0652 |
1.0721 |
1.0896 |
|
| S4 |
1.0505 |
1.0574 |
1.0855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1022 |
1.0872 |
0.0150 |
1.4% |
0.0076 |
0.7% |
61% |
False |
False |
78,481 |
| 10 |
1.1025 |
1.0785 |
0.0240 |
2.2% |
0.0106 |
1.0% |
74% |
False |
False |
43,881 |
| 20 |
1.1260 |
1.0776 |
0.0484 |
4.4% |
0.0124 |
1.1% |
39% |
False |
False |
22,445 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0137 |
1.3% |
50% |
False |
False |
11,709 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0122 |
1.1% |
50% |
False |
False |
7,924 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0099 |
0.9% |
50% |
False |
False |
5,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1311 |
|
2.618 |
1.1190 |
|
1.618 |
1.1116 |
|
1.000 |
1.1070 |
|
0.618 |
1.1042 |
|
HIGH |
1.0996 |
|
0.618 |
1.0968 |
|
0.500 |
1.0959 |
|
0.382 |
1.0950 |
|
LOW |
1.0922 |
|
0.618 |
1.0876 |
|
1.000 |
1.0848 |
|
1.618 |
1.0802 |
|
2.618 |
1.0728 |
|
4.250 |
1.0608 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0962 |
1.0953 |
| PP |
1.0960 |
1.0944 |
| S1 |
1.0959 |
1.0934 |
|