CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0999 |
1.1069 |
0.0070 |
0.6% |
1.0909 |
| High |
1.1078 |
1.1069 |
-0.0009 |
-0.1% |
1.1078 |
| Low |
1.0999 |
1.1046 |
0.0047 |
0.4% |
1.0909 |
| Close |
1.1049 |
1.1057 |
0.0008 |
0.1% |
1.1057 |
| Range |
0.0079 |
0.0023 |
-0.0056 |
-70.9% |
0.0169 |
| ATR |
0.0069 |
0.0066 |
-0.0003 |
-4.8% |
0.0000 |
| Volume |
42 |
26 |
-16 |
-38.1% |
94 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1126 |
1.1115 |
1.1070 |
|
| R3 |
1.1103 |
1.1092 |
1.1063 |
|
| R2 |
1.1080 |
1.1080 |
1.1061 |
|
| R1 |
1.1069 |
1.1069 |
1.1059 |
1.1063 |
| PP |
1.1057 |
1.1057 |
1.1057 |
1.1055 |
| S1 |
1.1046 |
1.1046 |
1.1055 |
1.1040 |
| S2 |
1.1034 |
1.1034 |
1.1053 |
|
| S3 |
1.1011 |
1.1023 |
1.1051 |
|
| S4 |
1.0988 |
1.1000 |
1.1044 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1522 |
1.1458 |
1.1150 |
|
| R3 |
1.1353 |
1.1289 |
1.1103 |
|
| R2 |
1.1184 |
1.1184 |
1.1088 |
|
| R1 |
1.1120 |
1.1120 |
1.1072 |
1.1152 |
| PP |
1.1015 |
1.1015 |
1.1015 |
1.1031 |
| S1 |
1.0951 |
1.0951 |
1.1042 |
1.0983 |
| S2 |
1.0846 |
1.0846 |
1.1026 |
|
| S3 |
1.0677 |
1.0782 |
1.1011 |
|
| S4 |
1.0508 |
1.0613 |
1.0964 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1078 |
1.0909 |
0.0169 |
1.5% |
0.0042 |
0.4% |
88% |
False |
False |
18 |
| 10 |
1.1078 |
1.0909 |
0.0169 |
1.5% |
0.0023 |
0.2% |
88% |
False |
False |
12 |
| 20 |
1.1228 |
1.0827 |
0.0401 |
3.6% |
0.0012 |
0.1% |
57% |
False |
False |
12 |
| 40 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0032 |
0.3% |
73% |
False |
False |
12 |
| 60 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0023 |
0.2% |
73% |
False |
False |
9 |
| 80 |
1.1338 |
1.0583 |
0.0755 |
6.8% |
0.0017 |
0.2% |
63% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1167 |
|
2.618 |
1.1129 |
|
1.618 |
1.1106 |
|
1.000 |
1.1092 |
|
0.618 |
1.1083 |
|
HIGH |
1.1069 |
|
0.618 |
1.1060 |
|
0.500 |
1.1058 |
|
0.382 |
1.1055 |
|
LOW |
1.1046 |
|
0.618 |
1.1032 |
|
1.000 |
1.1023 |
|
1.618 |
1.1009 |
|
2.618 |
1.0986 |
|
4.250 |
1.0948 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1058 |
1.1040 |
| PP |
1.1057 |
1.1024 |
| S1 |
1.1057 |
1.1007 |
|