CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1172 |
1.1208 |
0.0036 |
0.3% |
1.1064 |
| High |
1.1240 |
1.1243 |
0.0003 |
0.0% |
1.1240 |
| Low |
1.1152 |
1.1190 |
0.0038 |
0.3% |
1.0944 |
| Close |
1.1201 |
1.1201 |
0.0000 |
0.0% |
1.1201 |
| Range |
0.0088 |
0.0053 |
-0.0035 |
-39.8% |
0.0296 |
| ATR |
0.0112 |
0.0108 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
133,882 |
113,865 |
-20,017 |
-15.0% |
577,770 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1370 |
1.1339 |
1.1230 |
|
| R3 |
1.1317 |
1.1286 |
1.1216 |
|
| R2 |
1.1264 |
1.1264 |
1.1211 |
|
| R1 |
1.1233 |
1.1233 |
1.1206 |
1.1222 |
| PP |
1.1211 |
1.1211 |
1.1211 |
1.1206 |
| S1 |
1.1180 |
1.1180 |
1.1196 |
1.1169 |
| S2 |
1.1158 |
1.1158 |
1.1191 |
|
| S3 |
1.1105 |
1.1127 |
1.1186 |
|
| S4 |
1.1052 |
1.1074 |
1.1172 |
|
|
| 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 |
1.1243 |
1.0990 |
0.0253 |
2.3% |
0.0088 |
0.8% |
83% |
True |
False |
120,770 |
| 10 |
1.1243 |
1.0906 |
0.0337 |
3.0% |
0.0092 |
0.8% |
88% |
True |
False |
117,713 |
| 20 |
1.1243 |
1.0785 |
0.0458 |
4.1% |
0.0102 |
0.9% |
91% |
True |
False |
75,711 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0138 |
1.2% |
78% |
False |
False |
38,487 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0121 |
1.1% |
78% |
False |
False |
25,793 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0108 |
1.0% |
78% |
False |
False |
19,396 |
| 100 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0088 |
0.8% |
78% |
False |
False |
15,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1468 |
|
2.618 |
1.1382 |
|
1.618 |
1.1329 |
|
1.000 |
1.1296 |
|
0.618 |
1.1276 |
|
HIGH |
1.1243 |
|
0.618 |
1.1223 |
|
0.500 |
1.1217 |
|
0.382 |
1.1210 |
|
LOW |
1.1190 |
|
0.618 |
1.1157 |
|
1.000 |
1.1137 |
|
1.618 |
1.1104 |
|
2.618 |
1.1051 |
|
4.250 |
1.0965 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1217 |
1.1196 |
| PP |
1.1211 |
1.1191 |
| S1 |
1.1206 |
1.1186 |
|