CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 01-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1304 |
1.1328 |
0.0024 |
0.2% |
1.1064 |
| High |
1.1331 |
1.1512 |
0.0181 |
1.6% |
1.1240 |
| Low |
1.1279 |
1.1305 |
0.0026 |
0.2% |
1.0944 |
| Close |
1.1315 |
1.1444 |
0.0129 |
1.1% |
1.1201 |
| Range |
0.0052 |
0.0207 |
0.0155 |
298.1% |
0.0296 |
| ATR |
0.0106 |
0.0114 |
0.0007 |
6.8% |
0.0000 |
| Volume |
156,408 |
132,460 |
-23,948 |
-15.3% |
577,770 |
|
| Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2041 |
1.1950 |
1.1558 |
|
| R3 |
1.1834 |
1.1743 |
1.1501 |
|
| R2 |
1.1627 |
1.1627 |
1.1482 |
|
| R1 |
1.1536 |
1.1536 |
1.1463 |
1.1582 |
| PP |
1.1420 |
1.1420 |
1.1420 |
1.1443 |
| S1 |
1.1329 |
1.1329 |
1.1425 |
1.1375 |
| S2 |
1.1213 |
1.1213 |
1.1406 |
|
| S3 |
1.1006 |
1.1122 |
1.1387 |
|
| S4 |
1.0799 |
1.0915 |
1.1330 |
|
|
| 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 |
1.1512 |
1.1152 |
0.0360 |
3.1% |
0.0109 |
1.0% |
81% |
True |
False |
124,420 |
| 10 |
1.1512 |
1.0944 |
0.0568 |
5.0% |
0.0105 |
0.9% |
88% |
True |
False |
122,017 |
| 20 |
1.1512 |
1.0785 |
0.0727 |
6.4% |
0.0103 |
0.9% |
91% |
True |
False |
94,231 |
| 40 |
1.1512 |
1.0660 |
0.0852 |
7.4% |
0.0140 |
1.2% |
92% |
True |
False |
47,814 |
| 60 |
1.1512 |
1.0548 |
0.0964 |
8.4% |
0.0124 |
1.1% |
93% |
True |
False |
32,022 |
| 80 |
1.1512 |
1.0548 |
0.0964 |
8.4% |
0.0113 |
1.0% |
93% |
True |
False |
24,076 |
| 100 |
1.1512 |
1.0548 |
0.0964 |
8.4% |
0.0092 |
0.8% |
93% |
True |
False |
19,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2392 |
|
2.618 |
1.2054 |
|
1.618 |
1.1847 |
|
1.000 |
1.1719 |
|
0.618 |
1.1640 |
|
HIGH |
1.1512 |
|
0.618 |
1.1433 |
|
0.500 |
1.1409 |
|
0.382 |
1.1384 |
|
LOW |
1.1305 |
|
0.618 |
1.1177 |
|
1.000 |
1.1098 |
|
1.618 |
1.0970 |
|
2.618 |
1.0763 |
|
4.250 |
1.0425 |
|
|
| Fisher Pivots for day following 01-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1432 |
1.1414 |
| PP |
1.1420 |
1.1384 |
| S1 |
1.1409 |
1.1354 |
|