CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0968 |
1.0956 |
-0.0012 |
-0.1% |
1.0905 |
| High |
1.1022 |
1.0984 |
-0.0038 |
-0.3% |
1.1025 |
| Low |
1.0946 |
1.0912 |
-0.0034 |
-0.3% |
1.0878 |
| Close |
1.0977 |
1.0936 |
-0.0041 |
-0.4% |
1.0936 |
| Range |
0.0076 |
0.0072 |
-0.0004 |
-5.3% |
0.0147 |
| ATR |
0.0134 |
0.0130 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
43,704 |
94,049 |
50,345 |
115.2% |
205,727 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1120 |
1.0976 |
|
| R3 |
1.1088 |
1.1048 |
1.0956 |
|
| R2 |
1.1016 |
1.1016 |
1.0949 |
|
| R1 |
1.0976 |
1.0976 |
1.0943 |
1.0960 |
| PP |
1.0944 |
1.0944 |
1.0944 |
1.0936 |
| S1 |
1.0904 |
1.0904 |
1.0929 |
1.0888 |
| S2 |
1.0872 |
1.0872 |
1.0923 |
|
| S3 |
1.0800 |
1.0832 |
1.0916 |
|
| S4 |
1.0728 |
1.0760 |
1.0896 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1387 |
1.1309 |
1.1017 |
|
| R3 |
1.1240 |
1.1162 |
1.0976 |
|
| R2 |
1.1093 |
1.1093 |
1.0963 |
|
| R1 |
1.1015 |
1.1015 |
1.0949 |
1.1054 |
| PP |
1.0946 |
1.0946 |
1.0946 |
1.0966 |
| S1 |
1.0868 |
1.0868 |
1.0923 |
1.0907 |
| S2 |
1.0799 |
1.0799 |
1.0909 |
|
| S3 |
1.0652 |
1.0721 |
1.0896 |
|
| S4 |
1.0505 |
1.0574 |
1.0855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1025 |
1.0878 |
0.0147 |
1.3% |
0.0096 |
0.9% |
39% |
False |
False |
41,145 |
| 10 |
1.1061 |
1.0785 |
0.0276 |
2.5% |
0.0112 |
1.0% |
55% |
False |
False |
21,278 |
| 20 |
1.1260 |
1.0776 |
0.0484 |
4.4% |
0.0126 |
1.2% |
33% |
False |
False |
11,111 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0139 |
1.3% |
47% |
False |
False |
6,035 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0121 |
1.1% |
47% |
False |
False |
4,129 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0097 |
0.9% |
47% |
False |
False |
3,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1290 |
|
2.618 |
1.1172 |
|
1.618 |
1.1100 |
|
1.000 |
1.1056 |
|
0.618 |
1.1028 |
|
HIGH |
1.0984 |
|
0.618 |
1.0956 |
|
0.500 |
1.0948 |
|
0.382 |
1.0940 |
|
LOW |
1.0912 |
|
0.618 |
1.0868 |
|
1.000 |
1.0840 |
|
1.618 |
1.0796 |
|
2.618 |
1.0724 |
|
4.250 |
1.0606 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0948 |
1.0967 |
| PP |
1.0944 |
1.0957 |
| S1 |
1.0940 |
1.0946 |
|