CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0956 |
1.0915 |
-0.0041 |
-0.4% |
1.0905 |
| High |
1.0984 |
1.0956 |
-0.0028 |
-0.3% |
1.1025 |
| Low |
1.0912 |
1.0872 |
-0.0040 |
-0.4% |
1.0878 |
| Close |
1.0936 |
1.0941 |
0.0005 |
0.0% |
1.0936 |
| Range |
0.0072 |
0.0084 |
0.0012 |
16.7% |
0.0147 |
| ATR |
0.0130 |
0.0126 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
94,049 |
125,769 |
31,720 |
33.7% |
205,727 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1175 |
1.1142 |
1.0987 |
|
| R3 |
1.1091 |
1.1058 |
1.0964 |
|
| R2 |
1.1007 |
1.1007 |
1.0956 |
|
| R1 |
1.0974 |
1.0974 |
1.0949 |
1.0991 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0931 |
| S1 |
1.0890 |
1.0890 |
1.0933 |
1.0907 |
| S2 |
1.0839 |
1.0839 |
1.0926 |
|
| S3 |
1.0755 |
1.0806 |
1.0918 |
|
| S4 |
1.0671 |
1.0722 |
1.0895 |
|
|
| 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 |
1.0872 |
0.0153 |
1.4% |
0.0087 |
0.8% |
45% |
False |
True |
63,879 |
| 10 |
1.1061 |
1.0785 |
0.0276 |
2.5% |
0.0112 |
1.0% |
57% |
False |
False |
33,708 |
| 20 |
1.1260 |
1.0776 |
0.0484 |
4.4% |
0.0125 |
1.1% |
34% |
False |
False |
17,347 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0138 |
1.3% |
47% |
False |
False |
9,171 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0122 |
1.1% |
47% |
False |
False |
6,219 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0098 |
0.9% |
47% |
False |
False |
4,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1313 |
|
2.618 |
1.1176 |
|
1.618 |
1.1092 |
|
1.000 |
1.1040 |
|
0.618 |
1.1008 |
|
HIGH |
1.0956 |
|
0.618 |
1.0924 |
|
0.500 |
1.0914 |
|
0.382 |
1.0904 |
|
LOW |
1.0872 |
|
0.618 |
1.0820 |
|
1.000 |
1.0788 |
|
1.618 |
1.0736 |
|
2.618 |
1.0652 |
|
4.250 |
1.0515 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0932 |
1.0947 |
| PP |
1.0923 |
1.0945 |
| S1 |
1.0914 |
1.0943 |
|