CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0929 |
1.0945 |
0.0016 |
0.1% |
1.0905 |
| High |
1.0996 |
1.0993 |
-0.0003 |
0.0% |
1.1025 |
| Low |
1.0922 |
1.0906 |
-0.0016 |
-0.1% |
1.0878 |
| Close |
1.0963 |
1.0951 |
-0.0012 |
-0.1% |
1.0936 |
| Range |
0.0074 |
0.0087 |
0.0013 |
17.6% |
0.0147 |
| ATR |
0.0123 |
0.0120 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
102,393 |
116,231 |
13,838 |
13.5% |
205,727 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1211 |
1.1168 |
1.0999 |
|
| R3 |
1.1124 |
1.1081 |
1.0975 |
|
| R2 |
1.1037 |
1.1037 |
1.0967 |
|
| R1 |
1.0994 |
1.0994 |
1.0959 |
1.1016 |
| PP |
1.0950 |
1.0950 |
1.0950 |
1.0961 |
| S1 |
1.0907 |
1.0907 |
1.0943 |
1.0929 |
| S2 |
1.0863 |
1.0863 |
1.0935 |
|
| S3 |
1.0776 |
1.0820 |
1.0927 |
|
| S4 |
1.0689 |
1.0733 |
1.0903 |
|
|
| 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% |
0.0079 |
0.7% |
53% |
False |
False |
96,429 |
| 10 |
1.1025 |
1.0785 |
0.0240 |
2.2% |
0.0099 |
0.9% |
69% |
False |
False |
55,324 |
| 20 |
1.1260 |
1.0785 |
0.0475 |
4.3% |
0.0123 |
1.1% |
35% |
False |
False |
28,245 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0137 |
1.2% |
48% |
False |
False |
14,601 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0123 |
1.1% |
48% |
False |
False |
9,860 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0100 |
0.9% |
48% |
False |
False |
7,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1363 |
|
2.618 |
1.1221 |
|
1.618 |
1.1134 |
|
1.000 |
1.1080 |
|
0.618 |
1.1047 |
|
HIGH |
1.0993 |
|
0.618 |
1.0960 |
|
0.500 |
1.0950 |
|
0.382 |
1.0939 |
|
LOW |
1.0906 |
|
0.618 |
1.0852 |
|
1.000 |
1.0819 |
|
1.618 |
1.0765 |
|
2.618 |
1.0678 |
|
4.250 |
1.0536 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0951 |
1.0945 |
| PP |
1.0950 |
1.0940 |
| S1 |
1.0950 |
1.0934 |
|