CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0957 |
1.1012 |
0.0055 |
0.5% |
1.0915 |
| High |
1.1064 |
1.1071 |
0.0007 |
0.1% |
1.1071 |
| Low |
1.0950 |
1.1008 |
0.0058 |
0.5% |
1.0872 |
| Close |
1.1029 |
1.1037 |
0.0008 |
0.1% |
1.1037 |
| Range |
0.0114 |
0.0063 |
-0.0051 |
-44.7% |
0.0199 |
| ATR |
0.0120 |
0.0116 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
112,696 |
154,182 |
41,486 |
36.8% |
611,271 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1228 |
1.1195 |
1.1072 |
|
| R3 |
1.1165 |
1.1132 |
1.1054 |
|
| R2 |
1.1102 |
1.1102 |
1.1049 |
|
| R1 |
1.1069 |
1.1069 |
1.1043 |
1.1086 |
| PP |
1.1039 |
1.1039 |
1.1039 |
1.1047 |
| S1 |
1.1006 |
1.1006 |
1.1031 |
1.1023 |
| S2 |
1.0976 |
1.0976 |
1.1025 |
|
| S3 |
1.0913 |
1.0943 |
1.1020 |
|
| S4 |
1.0850 |
1.0880 |
1.1002 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1590 |
1.1513 |
1.1146 |
|
| R3 |
1.1391 |
1.1314 |
1.1092 |
|
| R2 |
1.1192 |
1.1192 |
1.1073 |
|
| R1 |
1.1115 |
1.1115 |
1.1055 |
1.1154 |
| PP |
1.0993 |
1.0993 |
1.0993 |
1.1013 |
| S1 |
1.0916 |
1.0916 |
1.1019 |
1.0955 |
| S2 |
1.0794 |
1.0794 |
1.1001 |
|
| S3 |
1.0595 |
1.0717 |
1.0982 |
|
| S4 |
1.0396 |
1.0518 |
1.0928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1071 |
1.0872 |
0.0199 |
1.8% |
0.0084 |
0.8% |
83% |
True |
False |
122,254 |
| 10 |
1.1071 |
1.0872 |
0.0199 |
1.8% |
0.0090 |
0.8% |
83% |
True |
False |
81,699 |
| 20 |
1.1231 |
1.0785 |
0.0446 |
4.0% |
0.0108 |
1.0% |
57% |
False |
False |
41,507 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0137 |
1.2% |
59% |
False |
False |
21,261 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0120 |
1.1% |
59% |
False |
False |
14,303 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0102 |
0.9% |
59% |
False |
False |
10,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1339 |
|
2.618 |
1.1236 |
|
1.618 |
1.1173 |
|
1.000 |
1.1134 |
|
0.618 |
1.1110 |
|
HIGH |
1.1071 |
|
0.618 |
1.1047 |
|
0.500 |
1.1040 |
|
0.382 |
1.1032 |
|
LOW |
1.1008 |
|
0.618 |
1.0969 |
|
1.000 |
1.0945 |
|
1.618 |
1.0906 |
|
2.618 |
1.0843 |
|
4.250 |
1.0740 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1040 |
1.1021 |
| PP |
1.1039 |
1.1005 |
| S1 |
1.1038 |
1.0989 |
|