CME Japanese Yen Future September 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 |
1.1064 |
1.0999 |
-0.0065 |
-0.6% |
1.0915 |
| High |
1.1090 |
1.1085 |
-0.0005 |
0.0% |
1.1071 |
| Low |
1.0944 |
1.0990 |
0.0046 |
0.4% |
1.0872 |
| Close |
1.1005 |
1.1064 |
0.0059 |
0.5% |
1.1037 |
| Range |
0.0146 |
0.0095 |
-0.0051 |
-34.9% |
0.0199 |
| ATR |
0.0118 |
0.0116 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
87,781 |
129,339 |
41,558 |
47.3% |
611,271 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1331 |
1.1293 |
1.1116 |
|
| R3 |
1.1236 |
1.1198 |
1.1090 |
|
| R2 |
1.1141 |
1.1141 |
1.1081 |
|
| R1 |
1.1103 |
1.1103 |
1.1073 |
1.1122 |
| PP |
1.1046 |
1.1046 |
1.1046 |
1.1056 |
| S1 |
1.1008 |
1.1008 |
1.1055 |
1.1027 |
| S2 |
1.0951 |
1.0951 |
1.1047 |
|
| S3 |
1.0856 |
1.0913 |
1.1038 |
|
| S4 |
1.0761 |
1.0818 |
1.1012 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1590 |
1.1513 |
1.1146 |
|
| R3 |
1.1391 |
1.1314 |
1.1092 |
|
| R2 |
1.1192 |
1.1192 |
1.1073 |
|
| R1 |
1.1115 |
1.1115 |
1.1055 |
1.1154 |
| PP |
1.0993 |
1.0993 |
1.0993 |
1.1013 |
| S1 |
1.0916 |
1.0916 |
1.1019 |
1.0955 |
| S2 |
1.0794 |
1.0794 |
1.1001 |
|
| S3 |
1.0595 |
1.0717 |
1.0982 |
|
| S4 |
1.0396 |
1.0518 |
1.0928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1090 |
1.0906 |
0.0184 |
1.7% |
0.0101 |
0.9% |
86% |
False |
False |
120,045 |
| 10 |
1.1090 |
1.0872 |
0.0218 |
2.0% |
0.0088 |
0.8% |
88% |
False |
False |
99,263 |
| 20 |
1.1230 |
1.0785 |
0.0445 |
4.0% |
0.0108 |
1.0% |
63% |
False |
False |
52,245 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0139 |
1.3% |
62% |
False |
False |
26,675 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0122 |
1.1% |
62% |
False |
False |
17,913 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0105 |
0.9% |
62% |
False |
False |
13,465 |
| 100 |
1.1381 |
1.0548 |
0.0833 |
7.5% |
0.0085 |
0.8% |
62% |
False |
False |
10,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1489 |
|
2.618 |
1.1334 |
|
1.618 |
1.1239 |
|
1.000 |
1.1180 |
|
0.618 |
1.1144 |
|
HIGH |
1.1085 |
|
0.618 |
1.1049 |
|
0.500 |
1.1038 |
|
0.382 |
1.1026 |
|
LOW |
1.0990 |
|
0.618 |
1.0931 |
|
1.000 |
1.0895 |
|
1.618 |
1.0836 |
|
2.618 |
1.0741 |
|
4.250 |
1.0586 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1055 |
1.1048 |
| PP |
1.1046 |
1.1033 |
| S1 |
1.1038 |
1.1017 |
|