CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0962 |
1.0999 |
0.0037 |
0.3% |
1.0915 |
| High |
1.1005 |
1.1078 |
0.0073 |
0.7% |
1.1000 |
| Low |
1.0936 |
1.0999 |
0.0063 |
0.6% |
1.0911 |
| Close |
1.0971 |
1.1049 |
0.0078 |
0.7% |
1.0956 |
| Range |
0.0069 |
0.0079 |
0.0010 |
14.5% |
0.0089 |
| ATR |
0.0066 |
0.0069 |
0.0003 |
4.5% |
0.0000 |
| Volume |
5 |
42 |
37 |
740.0% |
31 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1279 |
1.1243 |
1.1092 |
|
| R3 |
1.1200 |
1.1164 |
1.1071 |
|
| R2 |
1.1121 |
1.1121 |
1.1063 |
|
| R1 |
1.1085 |
1.1085 |
1.1056 |
1.1103 |
| PP |
1.1042 |
1.1042 |
1.1042 |
1.1051 |
| S1 |
1.1006 |
1.1006 |
1.1042 |
1.1024 |
| S2 |
1.0963 |
1.0963 |
1.1035 |
|
| S3 |
1.0884 |
1.0927 |
1.1027 |
|
| S4 |
1.0805 |
1.0848 |
1.1006 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1223 |
1.1178 |
1.1005 |
|
| R3 |
1.1134 |
1.1089 |
1.0980 |
|
| R2 |
1.1045 |
1.1045 |
1.0972 |
|
| R1 |
1.1000 |
1.1000 |
1.0964 |
1.1023 |
| PP |
1.0956 |
1.0956 |
1.0956 |
1.0967 |
| S1 |
1.0911 |
1.0911 |
1.0948 |
1.0934 |
| S2 |
1.0867 |
1.0867 |
1.0940 |
|
| S3 |
1.0778 |
1.0822 |
1.0932 |
|
| S4 |
1.0689 |
1.0733 |
1.0907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1078 |
1.0909 |
0.0169 |
1.5% |
0.0037 |
0.3% |
83% |
True |
False |
14 |
| 10 |
1.1078 |
1.0900 |
0.0178 |
1.6% |
0.0021 |
0.2% |
84% |
True |
False |
10 |
| 20 |
1.1228 |
1.0827 |
0.0401 |
3.6% |
0.0020 |
0.2% |
55% |
False |
False |
11 |
| 40 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0031 |
0.3% |
72% |
False |
False |
11 |
| 60 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0023 |
0.2% |
72% |
False |
False |
9 |
| 80 |
1.1338 |
1.0583 |
0.0755 |
6.8% |
0.0017 |
0.2% |
62% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1414 |
|
2.618 |
1.1285 |
|
1.618 |
1.1206 |
|
1.000 |
1.1157 |
|
0.618 |
1.1127 |
|
HIGH |
1.1078 |
|
0.618 |
1.1048 |
|
0.500 |
1.1039 |
|
0.382 |
1.1029 |
|
LOW |
1.0999 |
|
0.618 |
1.0950 |
|
1.000 |
1.0920 |
|
1.618 |
1.0871 |
|
2.618 |
1.0792 |
|
4.250 |
1.0663 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1046 |
1.1035 |
| PP |
1.1042 |
1.1021 |
| S1 |
1.1039 |
1.1007 |
|