CME Japanese Yen Future September 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 |
1.0945 |
1.0957 |
0.0012 |
0.1% |
1.0905 |
| High |
1.0993 |
1.1064 |
0.0071 |
0.6% |
1.1025 |
| Low |
1.0906 |
1.0950 |
0.0044 |
0.4% |
1.0878 |
| Close |
1.0951 |
1.1029 |
0.0078 |
0.7% |
1.0936 |
| Range |
0.0087 |
0.0114 |
0.0027 |
31.0% |
0.0147 |
| ATR |
0.0120 |
0.0120 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
116,231 |
112,696 |
-3,535 |
-3.0% |
205,727 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1356 |
1.1307 |
1.1092 |
|
| R3 |
1.1242 |
1.1193 |
1.1060 |
|
| R2 |
1.1128 |
1.1128 |
1.1050 |
|
| R1 |
1.1079 |
1.1079 |
1.1039 |
1.1104 |
| PP |
1.1014 |
1.1014 |
1.1014 |
1.1027 |
| S1 |
1.0965 |
1.0965 |
1.1019 |
1.0990 |
| S2 |
1.0900 |
1.0900 |
1.1008 |
|
| S3 |
1.0786 |
1.0851 |
1.0998 |
|
| S4 |
1.0672 |
1.0737 |
1.0966 |
|
|
| 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 |
1.1064 |
1.0872 |
0.0192 |
1.7% |
0.0086 |
0.8% |
82% |
True |
False |
110,227 |
| 10 |
1.1064 |
1.0785 |
0.0279 |
2.5% |
0.0102 |
0.9% |
87% |
True |
False |
66,446 |
| 20 |
1.1260 |
1.0785 |
0.0475 |
4.3% |
0.0123 |
1.1% |
51% |
False |
False |
33,838 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0138 |
1.3% |
58% |
False |
False |
17,413 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0121 |
1.1% |
58% |
False |
False |
11,737 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.6% |
0.0102 |
0.9% |
58% |
False |
False |
8,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1549 |
|
2.618 |
1.1362 |
|
1.618 |
1.1248 |
|
1.000 |
1.1178 |
|
0.618 |
1.1134 |
|
HIGH |
1.1064 |
|
0.618 |
1.1020 |
|
0.500 |
1.1007 |
|
0.382 |
1.0994 |
|
LOW |
1.0950 |
|
0.618 |
1.0880 |
|
1.000 |
1.0836 |
|
1.618 |
1.0766 |
|
2.618 |
1.0652 |
|
4.250 |
1.0466 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1022 |
1.1014 |
| PP |
1.1014 |
1.1000 |
| S1 |
1.1007 |
1.0985 |
|