CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1069 |
1.1091 |
0.0022 |
0.2% |
1.0909 |
| High |
1.1069 |
1.1104 |
0.0035 |
0.3% |
1.1078 |
| Low |
1.1046 |
1.0968 |
-0.0078 |
-0.7% |
1.0909 |
| Close |
1.1057 |
1.1026 |
-0.0031 |
-0.3% |
1.1057 |
| Range |
0.0023 |
0.0136 |
0.0113 |
491.3% |
0.0169 |
| ATR |
0.0066 |
0.0071 |
0.0005 |
7.7% |
0.0000 |
| Volume |
26 |
9 |
-17 |
-65.4% |
94 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1441 |
1.1369 |
1.1101 |
|
| R3 |
1.1305 |
1.1233 |
1.1063 |
|
| R2 |
1.1169 |
1.1169 |
1.1051 |
|
| R1 |
1.1097 |
1.1097 |
1.1038 |
1.1065 |
| PP |
1.1033 |
1.1033 |
1.1033 |
1.1017 |
| S1 |
1.0961 |
1.0961 |
1.1014 |
1.0929 |
| S2 |
1.0897 |
1.0897 |
1.1001 |
|
| S3 |
1.0761 |
1.0825 |
1.0989 |
|
| S4 |
1.0625 |
1.0689 |
1.0951 |
|
|
| 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 |
1.1104 |
1.0936 |
0.0168 |
1.5% |
0.0065 |
0.6% |
54% |
True |
False |
20 |
| 10 |
1.1104 |
1.0909 |
0.0195 |
1.8% |
0.0037 |
0.3% |
60% |
True |
False |
12 |
| 20 |
1.1228 |
1.0827 |
0.0401 |
3.6% |
0.0019 |
0.2% |
50% |
False |
False |
12 |
| 40 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0035 |
0.3% |
68% |
False |
False |
12 |
| 60 |
1.1234 |
1.0583 |
0.0651 |
5.9% |
0.0025 |
0.2% |
68% |
False |
False |
9 |
| 80 |
1.1338 |
1.0583 |
0.0755 |
6.8% |
0.0019 |
0.2% |
59% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1682 |
|
2.618 |
1.1460 |
|
1.618 |
1.1324 |
|
1.000 |
1.1240 |
|
0.618 |
1.1188 |
|
HIGH |
1.1104 |
|
0.618 |
1.1052 |
|
0.500 |
1.1036 |
|
0.382 |
1.1020 |
|
LOW |
1.0968 |
|
0.618 |
1.0884 |
|
1.000 |
1.0832 |
|
1.618 |
1.0748 |
|
2.618 |
1.0612 |
|
4.250 |
1.0390 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1036 |
1.1036 |
| PP |
1.1033 |
1.1033 |
| S1 |
1.1029 |
1.1029 |
|