CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1012 |
1.1064 |
0.0052 |
0.5% |
1.0915 |
| High |
1.1071 |
1.1090 |
0.0019 |
0.2% |
1.1071 |
| Low |
1.1008 |
1.0944 |
-0.0064 |
-0.6% |
1.0872 |
| Close |
1.1037 |
1.1005 |
-0.0032 |
-0.3% |
1.1037 |
| Range |
0.0063 |
0.0146 |
0.0083 |
131.7% |
0.0199 |
| ATR |
0.0116 |
0.0118 |
0.0002 |
1.9% |
0.0000 |
| Volume |
154,182 |
87,781 |
-66,401 |
-43.1% |
611,271 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1451 |
1.1374 |
1.1085 |
|
| R3 |
1.1305 |
1.1228 |
1.1045 |
|
| R2 |
1.1159 |
1.1159 |
1.1032 |
|
| R1 |
1.1082 |
1.1082 |
1.1018 |
1.1048 |
| PP |
1.1013 |
1.1013 |
1.1013 |
1.0996 |
| S1 |
1.0936 |
1.0936 |
1.0992 |
1.0902 |
| S2 |
1.0867 |
1.0867 |
1.0978 |
|
| S3 |
1.0721 |
1.0790 |
1.0965 |
|
| S4 |
1.0575 |
1.0644 |
1.0925 |
|
|
| 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 |
1.1090 |
1.0906 |
0.0184 |
1.7% |
0.0097 |
0.9% |
54% |
True |
False |
114,656 |
| 10 |
1.1090 |
1.0872 |
0.0218 |
2.0% |
0.0092 |
0.8% |
61% |
True |
False |
89,267 |
| 20 |
1.1230 |
1.0785 |
0.0445 |
4.0% |
0.0108 |
1.0% |
49% |
False |
False |
45,838 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0138 |
1.3% |
55% |
False |
False |
23,448 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0121 |
1.1% |
55% |
False |
False |
15,761 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0104 |
0.9% |
55% |
False |
False |
11,848 |
| 100 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0084 |
0.8% |
55% |
False |
False |
9,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1711 |
|
2.618 |
1.1472 |
|
1.618 |
1.1326 |
|
1.000 |
1.1236 |
|
0.618 |
1.1180 |
|
HIGH |
1.1090 |
|
0.618 |
1.1034 |
|
0.500 |
1.1017 |
|
0.382 |
1.1000 |
|
LOW |
1.0944 |
|
0.618 |
1.0854 |
|
1.000 |
1.0798 |
|
1.618 |
1.0708 |
|
2.618 |
1.0562 |
|
4.250 |
1.0324 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1017 |
1.1017 |
| PP |
1.1013 |
1.1013 |
| S1 |
1.1009 |
1.1009 |
|