CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1201 |
1.1304 |
0.0103 |
0.9% |
1.1064 |
| High |
1.1341 |
1.1331 |
-0.0010 |
-0.1% |
1.1240 |
| Low |
1.1196 |
1.1279 |
0.0083 |
0.7% |
1.0944 |
| Close |
1.1313 |
1.1315 |
0.0002 |
0.0% |
1.1201 |
| Range |
0.0145 |
0.0052 |
-0.0093 |
-64.1% |
0.0296 |
| ATR |
0.0111 |
0.0106 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
85,488 |
156,408 |
70,920 |
83.0% |
577,770 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1464 |
1.1442 |
1.1344 |
|
| R3 |
1.1412 |
1.1390 |
1.1329 |
|
| R2 |
1.1360 |
1.1360 |
1.1325 |
|
| R1 |
1.1338 |
1.1338 |
1.1320 |
1.1349 |
| PP |
1.1308 |
1.1308 |
1.1308 |
1.1314 |
| S1 |
1.1286 |
1.1286 |
1.1310 |
1.1297 |
| S2 |
1.1256 |
1.1256 |
1.1305 |
|
| S3 |
1.1204 |
1.1234 |
1.1301 |
|
| S4 |
1.1152 |
1.1182 |
1.1286 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2016 |
1.1905 |
1.1364 |
|
| R3 |
1.1720 |
1.1609 |
1.1282 |
|
| R2 |
1.1424 |
1.1424 |
1.1255 |
|
| R1 |
1.1313 |
1.1313 |
1.1228 |
1.1369 |
| PP |
1.1128 |
1.1128 |
1.1128 |
1.1156 |
| S1 |
1.1017 |
1.1017 |
1.1174 |
1.1073 |
| S2 |
1.0832 |
1.0832 |
1.1147 |
|
| S3 |
1.0536 |
1.0721 |
1.1120 |
|
| S4 |
1.0240 |
1.0425 |
1.1038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1341 |
1.1128 |
0.0213 |
1.9% |
0.0087 |
0.8% |
88% |
False |
False |
121,011 |
| 10 |
1.1341 |
1.0944 |
0.0397 |
3.5% |
0.0096 |
0.8% |
93% |
False |
False |
120,040 |
| 20 |
1.1341 |
1.0785 |
0.0556 |
4.9% |
0.0097 |
0.9% |
95% |
False |
False |
87,682 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0138 |
1.2% |
92% |
False |
False |
44,513 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0123 |
1.1% |
92% |
False |
False |
29,818 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0110 |
1.0% |
92% |
False |
False |
22,420 |
| 100 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0090 |
0.8% |
92% |
False |
False |
17,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1552 |
|
2.618 |
1.1467 |
|
1.618 |
1.1415 |
|
1.000 |
1.1383 |
|
0.618 |
1.1363 |
|
HIGH |
1.1331 |
|
0.618 |
1.1311 |
|
0.500 |
1.1305 |
|
0.382 |
1.1299 |
|
LOW |
1.1279 |
|
0.618 |
1.1247 |
|
1.000 |
1.1227 |
|
1.618 |
1.1195 |
|
2.618 |
1.1143 |
|
4.250 |
1.1058 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1312 |
1.1299 |
| PP |
1.1308 |
1.1282 |
| S1 |
1.1305 |
1.1266 |
|