CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 22-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1091 |
1.1025 |
-0.0066 |
-0.6% |
1.0909 |
| High |
1.1104 |
1.1086 |
-0.0018 |
-0.2% |
1.1078 |
| Low |
1.0968 |
1.1025 |
0.0057 |
0.5% |
1.0909 |
| Close |
1.1026 |
1.1083 |
0.0057 |
0.5% |
1.1057 |
| Range |
0.0136 |
0.0061 |
-0.0075 |
-55.1% |
0.0169 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
9 |
90 |
81 |
900.0% |
94 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1248 |
1.1226 |
1.1117 |
|
| R3 |
1.1187 |
1.1165 |
1.1100 |
|
| R2 |
1.1126 |
1.1126 |
1.1094 |
|
| R1 |
1.1104 |
1.1104 |
1.1089 |
1.1115 |
| PP |
1.1065 |
1.1065 |
1.1065 |
1.1070 |
| S1 |
1.1043 |
1.1043 |
1.1077 |
1.1054 |
| S2 |
1.1004 |
1.1004 |
1.1072 |
|
| S3 |
1.0943 |
1.0982 |
1.1066 |
|
| S4 |
1.0882 |
1.0921 |
1.1049 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1522 |
1.1458 |
1.1150 |
|
| R3 |
1.1353 |
1.1289 |
1.1103 |
|
| R2 |
1.1184 |
1.1184 |
1.1088 |
|
| R1 |
1.1120 |
1.1120 |
1.1072 |
1.1152 |
| PP |
1.1015 |
1.1015 |
1.1015 |
1.1031 |
| S1 |
1.0951 |
1.0951 |
1.1042 |
1.0983 |
| S2 |
1.0846 |
1.0846 |
1.1026 |
|
| S3 |
1.0677 |
1.0782 |
1.1011 |
|
| S4 |
1.0508 |
1.0613 |
1.0964 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1104 |
1.0936 |
0.0168 |
1.5% |
0.0074 |
0.7% |
88% |
False |
False |
34 |
| 10 |
1.1104 |
1.0909 |
0.0195 |
1.8% |
0.0043 |
0.4% |
89% |
False |
False |
21 |
| 20 |
1.1228 |
1.0827 |
0.0401 |
3.6% |
0.0022 |
0.2% |
64% |
False |
False |
14 |
| 40 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0037 |
0.3% |
77% |
False |
False |
14 |
| 60 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0026 |
0.2% |
77% |
False |
False |
11 |
| 80 |
1.1338 |
1.0583 |
0.0755 |
6.8% |
0.0020 |
0.2% |
66% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1345 |
|
2.618 |
1.1246 |
|
1.618 |
1.1185 |
|
1.000 |
1.1147 |
|
0.618 |
1.1124 |
|
HIGH |
1.1086 |
|
0.618 |
1.1063 |
|
0.500 |
1.1056 |
|
0.382 |
1.1048 |
|
LOW |
1.1025 |
|
0.618 |
1.0987 |
|
1.000 |
1.0964 |
|
1.618 |
1.0926 |
|
2.618 |
1.0865 |
|
4.250 |
1.0766 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1074 |
1.1067 |
| PP |
1.1065 |
1.1052 |
| S1 |
1.1056 |
1.1036 |
|