CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1065 |
1.1135 |
0.0070 |
0.6% |
1.0915 |
| High |
1.1160 |
1.1223 |
0.0063 |
0.6% |
1.1071 |
| Low |
1.1053 |
1.1128 |
0.0075 |
0.7% |
1.0872 |
| Close |
1.1147 |
1.1183 |
0.0036 |
0.3% |
1.1037 |
| Range |
0.0107 |
0.0095 |
-0.0012 |
-11.2% |
0.0199 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
111,354 |
115,414 |
4,060 |
3.6% |
611,271 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1463 |
1.1418 |
1.1235 |
|
| R3 |
1.1368 |
1.1323 |
1.1209 |
|
| R2 |
1.1273 |
1.1273 |
1.1200 |
|
| R1 |
1.1228 |
1.1228 |
1.1192 |
1.1251 |
| PP |
1.1178 |
1.1178 |
1.1178 |
1.1189 |
| S1 |
1.1133 |
1.1133 |
1.1174 |
1.1156 |
| S2 |
1.1083 |
1.1083 |
1.1166 |
|
| S3 |
1.0988 |
1.1038 |
1.1157 |
|
| S4 |
1.0893 |
1.0943 |
1.1131 |
|
|
| 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 |
1.1223 |
1.0944 |
0.0279 |
2.5% |
0.0101 |
0.9% |
86% |
True |
False |
119,614 |
| 10 |
1.1223 |
1.0872 |
0.0351 |
3.1% |
0.0094 |
0.8% |
89% |
True |
False |
114,920 |
| 20 |
1.1223 |
1.0785 |
0.0438 |
3.9% |
0.0107 |
1.0% |
91% |
True |
False |
63,447 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0138 |
1.2% |
76% |
False |
False |
32,325 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0122 |
1.1% |
76% |
False |
False |
21,679 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0107 |
1.0% |
76% |
False |
False |
16,300 |
| 100 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0087 |
0.8% |
76% |
False |
False |
13,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1627 |
|
2.618 |
1.1472 |
|
1.618 |
1.1377 |
|
1.000 |
1.1318 |
|
0.618 |
1.1282 |
|
HIGH |
1.1223 |
|
0.618 |
1.1187 |
|
0.500 |
1.1176 |
|
0.382 |
1.1164 |
|
LOW |
1.1128 |
|
0.618 |
1.1069 |
|
1.000 |
1.1033 |
|
1.618 |
1.0974 |
|
2.618 |
1.0879 |
|
4.250 |
1.0724 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1181 |
1.1158 |
| PP |
1.1178 |
1.1132 |
| S1 |
1.1176 |
1.1107 |
|