CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0909 |
1.1000 |
0.0091 |
0.8% |
1.0915 |
| High |
1.0930 |
1.1000 |
0.0070 |
0.6% |
1.1000 |
| Low |
1.0909 |
1.0984 |
0.0075 |
0.7% |
1.0911 |
| Close |
1.0961 |
1.0983 |
0.0022 |
0.2% |
1.0956 |
| Range |
0.0021 |
0.0016 |
-0.0005 |
-23.8% |
0.0089 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
2 |
19 |
17 |
850.0% |
31 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1037 |
1.1026 |
1.0992 |
|
| R3 |
1.1021 |
1.1010 |
1.0987 |
|
| R2 |
1.1005 |
1.1005 |
1.0986 |
|
| R1 |
1.0994 |
1.0994 |
1.0984 |
1.0992 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.0988 |
| S1 |
1.0978 |
1.0978 |
1.0982 |
1.0976 |
| S2 |
1.0973 |
1.0973 |
1.0980 |
|
| S3 |
1.0957 |
1.0962 |
1.0979 |
|
| S4 |
1.0941 |
1.0946 |
1.0974 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1223 |
1.1178 |
1.1005 |
|
| R3 |
1.1134 |
1.1089 |
1.0980 |
|
| R2 |
1.1045 |
1.1045 |
1.0972 |
|
| R1 |
1.1000 |
1.1000 |
1.0964 |
1.1023 |
| PP |
1.0956 |
1.0956 |
1.0956 |
1.0967 |
| S1 |
1.0911 |
1.0911 |
1.0948 |
1.0934 |
| S2 |
1.0867 |
1.0867 |
1.0940 |
|
| S3 |
1.0778 |
1.0822 |
1.0932 |
|
| S4 |
1.0689 |
1.0733 |
1.0907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1000 |
1.0909 |
0.0091 |
0.8% |
0.0013 |
0.1% |
81% |
True |
False |
9 |
| 10 |
1.1000 |
1.0827 |
0.0173 |
1.6% |
0.0006 |
0.1% |
90% |
True |
False |
5 |
| 20 |
1.1228 |
1.0827 |
0.0401 |
3.7% |
0.0016 |
0.1% |
39% |
False |
False |
9 |
| 40 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0028 |
0.3% |
61% |
False |
False |
10 |
| 60 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0020 |
0.2% |
61% |
False |
False |
8 |
| 80 |
1.1338 |
1.0583 |
0.0755 |
6.9% |
0.0015 |
0.1% |
53% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1068 |
|
2.618 |
1.1042 |
|
1.618 |
1.1026 |
|
1.000 |
1.1016 |
|
0.618 |
1.1010 |
|
HIGH |
1.1000 |
|
0.618 |
1.0994 |
|
0.500 |
1.0992 |
|
0.382 |
1.0990 |
|
LOW |
1.0984 |
|
0.618 |
1.0974 |
|
1.000 |
1.0968 |
|
1.618 |
1.0958 |
|
2.618 |
1.0942 |
|
4.250 |
1.0916 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0992 |
1.0974 |
| PP |
1.0989 |
1.0964 |
| S1 |
1.0986 |
1.0955 |
|