CME Japanese Yen Future September 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 |
1.1135 |
1.1172 |
0.0037 |
0.3% |
1.1064 |
| High |
1.1223 |
1.1240 |
0.0017 |
0.2% |
1.1240 |
| Low |
1.1128 |
1.1152 |
0.0024 |
0.2% |
1.0944 |
| Close |
1.1183 |
1.1201 |
0.0018 |
0.2% |
1.1201 |
| Range |
0.0095 |
0.0088 |
-0.0007 |
-7.4% |
0.0296 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
115,414 |
133,882 |
18,468 |
16.0% |
577,770 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1462 |
1.1419 |
1.1249 |
|
| R3 |
1.1374 |
1.1331 |
1.1225 |
|
| R2 |
1.1286 |
1.1286 |
1.1217 |
|
| R1 |
1.1243 |
1.1243 |
1.1209 |
1.1265 |
| PP |
1.1198 |
1.1198 |
1.1198 |
1.1208 |
| S1 |
1.1155 |
1.1155 |
1.1193 |
1.1177 |
| S2 |
1.1110 |
1.1110 |
1.1185 |
|
| S3 |
1.1022 |
1.1067 |
1.1177 |
|
| S4 |
1.0934 |
1.0979 |
1.1153 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2016 |
1.1905 |
1.1364 |
|
| R3 |
1.1720 |
1.1609 |
1.1282 |
|
| R2 |
1.1424 |
1.1424 |
1.1255 |
|
| R1 |
1.1313 |
1.1313 |
1.1228 |
1.1369 |
| PP |
1.1128 |
1.1128 |
1.1128 |
1.1156 |
| S1 |
1.1017 |
1.1017 |
1.1174 |
1.1073 |
| S2 |
1.0832 |
1.0832 |
1.1147 |
|
| S3 |
1.0536 |
1.0721 |
1.1120 |
|
| S4 |
1.0240 |
1.0425 |
1.1038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1240 |
1.0944 |
0.0296 |
2.6% |
0.0106 |
0.9% |
87% |
True |
False |
115,554 |
| 10 |
1.1240 |
1.0872 |
0.0368 |
3.3% |
0.0095 |
0.9% |
89% |
True |
False |
118,904 |
| 20 |
1.1240 |
1.0785 |
0.0455 |
4.1% |
0.0104 |
0.9% |
91% |
True |
False |
70,091 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0139 |
1.2% |
78% |
False |
False |
35,651 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0123 |
1.1% |
78% |
False |
False |
23,901 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0107 |
1.0% |
78% |
False |
False |
17,973 |
| 100 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0088 |
0.8% |
78% |
False |
False |
14,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1614 |
|
2.618 |
1.1470 |
|
1.618 |
1.1382 |
|
1.000 |
1.1328 |
|
0.618 |
1.1294 |
|
HIGH |
1.1240 |
|
0.618 |
1.1206 |
|
0.500 |
1.1196 |
|
0.382 |
1.1186 |
|
LOW |
1.1152 |
|
0.618 |
1.1098 |
|
1.000 |
1.1064 |
|
1.618 |
1.1010 |
|
2.618 |
1.0922 |
|
4.250 |
1.0778 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1199 |
1.1183 |
| PP |
1.1198 |
1.1165 |
| S1 |
1.1196 |
1.1147 |
|