CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 29-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1208 |
1.1201 |
-0.0007 |
-0.1% |
1.1064 |
| High |
1.1243 |
1.1341 |
0.0098 |
0.9% |
1.1240 |
| Low |
1.1190 |
1.1196 |
0.0006 |
0.1% |
1.0944 |
| Close |
1.1201 |
1.1313 |
0.0112 |
1.0% |
1.1201 |
| Range |
0.0053 |
0.0145 |
0.0092 |
173.6% |
0.0296 |
| ATR |
0.0108 |
0.0111 |
0.0003 |
2.5% |
0.0000 |
| Volume |
113,865 |
85,488 |
-28,377 |
-24.9% |
577,770 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1718 |
1.1661 |
1.1393 |
|
| R3 |
1.1573 |
1.1516 |
1.1353 |
|
| R2 |
1.1428 |
1.1428 |
1.1340 |
|
| R1 |
1.1371 |
1.1371 |
1.1326 |
1.1400 |
| PP |
1.1283 |
1.1283 |
1.1283 |
1.1298 |
| S1 |
1.1226 |
1.1226 |
1.1300 |
1.1255 |
| S2 |
1.1138 |
1.1138 |
1.1286 |
|
| S3 |
1.0993 |
1.1081 |
1.1273 |
|
| S4 |
1.0848 |
1.0936 |
1.1233 |
|
|
| 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 |
1.1341 |
1.1053 |
0.0288 |
2.5% |
0.0098 |
0.9% |
90% |
True |
False |
112,000 |
| 10 |
1.1341 |
1.0906 |
0.0435 |
3.8% |
0.0099 |
0.9% |
94% |
True |
False |
116,023 |
| 20 |
1.1341 |
1.0785 |
0.0556 |
4.9% |
0.0103 |
0.9% |
95% |
True |
False |
79,952 |
| 40 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0139 |
1.2% |
92% |
False |
False |
40,609 |
| 60 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0123 |
1.1% |
92% |
False |
False |
27,212 |
| 80 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0110 |
1.0% |
92% |
False |
False |
20,465 |
| 100 |
1.1381 |
1.0548 |
0.0833 |
7.4% |
0.0089 |
0.8% |
92% |
False |
False |
16,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1957 |
|
2.618 |
1.1721 |
|
1.618 |
1.1576 |
|
1.000 |
1.1486 |
|
0.618 |
1.1431 |
|
HIGH |
1.1341 |
|
0.618 |
1.1286 |
|
0.500 |
1.1269 |
|
0.382 |
1.1251 |
|
LOW |
1.1196 |
|
0.618 |
1.1106 |
|
1.000 |
1.1051 |
|
1.618 |
1.0961 |
|
2.618 |
1.0816 |
|
4.250 |
1.0580 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1298 |
1.1291 |
| PP |
1.1283 |
1.1269 |
| S1 |
1.1269 |
1.1247 |
|