CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0999 |
1.1065 |
0.0066 |
0.6% |
1.0915 |
| High |
1.1085 |
1.1160 |
0.0075 |
0.7% |
1.1071 |
| Low |
1.0990 |
1.1053 |
0.0063 |
0.6% |
1.0872 |
| Close |
1.1064 |
1.1147 |
0.0083 |
0.8% |
1.1037 |
| Range |
0.0095 |
0.0107 |
0.0012 |
12.6% |
0.0199 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
129,339 |
111,354 |
-17,985 |
-13.9% |
611,271 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1441 |
1.1401 |
1.1206 |
|
| R3 |
1.1334 |
1.1294 |
1.1176 |
|
| R2 |
1.1227 |
1.1227 |
1.1167 |
|
| R1 |
1.1187 |
1.1187 |
1.1157 |
1.1207 |
| PP |
1.1120 |
1.1120 |
1.1120 |
1.1130 |
| S1 |
1.1080 |
1.1080 |
1.1137 |
1.1100 |
| S2 |
1.1013 |
1.1013 |
1.1127 |
|
| S3 |
1.0906 |
1.0973 |
1.1118 |
|
| S4 |
1.0799 |
1.0866 |
1.1088 |
|
|
| 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 |
1.1160 |
1.0944 |
0.0216 |
1.9% |
0.0105 |
0.9% |
94% |
True |
False |
119,070 |
| 10 |
1.1160 |
1.0872 |
0.0288 |
2.6% |
0.0092 |
0.8% |
95% |
True |
False |
107,749 |
| 20 |
1.1160 |
1.0785 |
0.0375 |
3.4% |
0.0107 |
1.0% |
97% |
True |
False |
57,781 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0139 |
1.2% |
72% |
False |
False |
29,453 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0122 |
1.1% |
72% |
False |
False |
19,763 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0106 |
1.0% |
72% |
False |
False |
14,857 |
| 100 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0086 |
0.8% |
72% |
False |
False |
11,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1615 |
|
2.618 |
1.1440 |
|
1.618 |
1.1333 |
|
1.000 |
1.1267 |
|
0.618 |
1.1226 |
|
HIGH |
1.1160 |
|
0.618 |
1.1119 |
|
0.500 |
1.1107 |
|
0.382 |
1.1094 |
|
LOW |
1.1053 |
|
0.618 |
1.0987 |
|
1.000 |
1.0946 |
|
1.618 |
1.0880 |
|
2.618 |
1.0773 |
|
4.250 |
1.0598 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1134 |
1.1115 |
| PP |
1.1120 |
1.1084 |
| S1 |
1.1107 |
1.1052 |
|