CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 25-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1163 |
1.1189 |
0.0026 |
0.2% |
1.1091 |
| High |
1.1236 |
1.1235 |
-0.0001 |
0.0% |
1.1236 |
| Low |
1.1159 |
1.1189 |
0.0030 |
0.3% |
1.0968 |
| Close |
1.1204 |
1.1221 |
0.0017 |
0.2% |
1.1221 |
| Range |
0.0077 |
0.0046 |
-0.0031 |
-40.3% |
0.0268 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
89 |
36 |
-53 |
-59.6% |
251 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1353 |
1.1333 |
1.1246 |
|
| R3 |
1.1307 |
1.1287 |
1.1234 |
|
| R2 |
1.1261 |
1.1261 |
1.1229 |
|
| R1 |
1.1241 |
1.1241 |
1.1225 |
1.1251 |
| PP |
1.1215 |
1.1215 |
1.1215 |
1.1220 |
| S1 |
1.1195 |
1.1195 |
1.1217 |
1.1205 |
| S2 |
1.1169 |
1.1169 |
1.1213 |
|
| S3 |
1.1123 |
1.1149 |
1.1208 |
|
| S4 |
1.1077 |
1.1103 |
1.1196 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1946 |
1.1851 |
1.1368 |
|
| R3 |
1.1678 |
1.1583 |
1.1295 |
|
| R2 |
1.1410 |
1.1410 |
1.1270 |
|
| R1 |
1.1315 |
1.1315 |
1.1246 |
1.1363 |
| PP |
1.1142 |
1.1142 |
1.1142 |
1.1165 |
| S1 |
1.1047 |
1.1047 |
1.1196 |
1.1095 |
| S2 |
1.0874 |
1.0874 |
1.1172 |
|
| S3 |
1.0606 |
1.0779 |
1.1147 |
|
| S4 |
1.0338 |
1.0511 |
1.1074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1236 |
1.0968 |
0.0268 |
2.4% |
0.0080 |
0.7% |
94% |
False |
False |
50 |
| 10 |
1.1236 |
1.0909 |
0.0327 |
2.9% |
0.0061 |
0.5% |
95% |
False |
False |
34 |
| 20 |
1.1236 |
1.0827 |
0.0409 |
3.6% |
0.0032 |
0.3% |
96% |
False |
False |
19 |
| 40 |
1.1236 |
1.0583 |
0.0653 |
5.8% |
0.0042 |
0.4% |
98% |
False |
False |
16 |
| 60 |
1.1236 |
1.0583 |
0.0653 |
5.8% |
0.0030 |
0.3% |
98% |
False |
False |
13 |
| 80 |
1.1236 |
1.0583 |
0.0653 |
5.8% |
0.0022 |
0.2% |
98% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1431 |
|
2.618 |
1.1355 |
|
1.618 |
1.1309 |
|
1.000 |
1.1281 |
|
0.618 |
1.1263 |
|
HIGH |
1.1235 |
|
0.618 |
1.1217 |
|
0.500 |
1.1212 |
|
0.382 |
1.1207 |
|
LOW |
1.1189 |
|
0.618 |
1.1161 |
|
1.000 |
1.1143 |
|
1.618 |
1.1115 |
|
2.618 |
1.1069 |
|
4.250 |
1.0994 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1218 |
1.1201 |
| PP |
1.1215 |
1.1180 |
| S1 |
1.1212 |
1.1160 |
|