CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1025 |
1.1093 |
0.0068 |
0.6% |
1.0909 |
| High |
1.1086 |
1.1166 |
0.0080 |
0.7% |
1.1078 |
| Low |
1.1025 |
1.1084 |
0.0059 |
0.5% |
1.0909 |
| Close |
1.1083 |
1.1168 |
0.0085 |
0.8% |
1.1057 |
| Range |
0.0061 |
0.0082 |
0.0021 |
34.4% |
0.0169 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.3% |
0.0000 |
| Volume |
90 |
27 |
-63 |
-70.0% |
94 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1385 |
1.1359 |
1.1213 |
|
| R3 |
1.1303 |
1.1277 |
1.1191 |
|
| R2 |
1.1221 |
1.1221 |
1.1183 |
|
| R1 |
1.1195 |
1.1195 |
1.1176 |
1.1208 |
| PP |
1.1139 |
1.1139 |
1.1139 |
1.1146 |
| S1 |
1.1113 |
1.1113 |
1.1160 |
1.1126 |
| S2 |
1.1057 |
1.1057 |
1.1153 |
|
| S3 |
1.0975 |
1.1031 |
1.1145 |
|
| S4 |
1.0893 |
1.0949 |
1.1123 |
|
|
| 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 |
1.1166 |
1.0968 |
0.0198 |
1.8% |
0.0076 |
0.7% |
101% |
True |
False |
38 |
| 10 |
1.1166 |
1.0909 |
0.0257 |
2.3% |
0.0050 |
0.5% |
101% |
True |
False |
22 |
| 20 |
1.1166 |
1.0827 |
0.0339 |
3.0% |
0.0026 |
0.2% |
101% |
True |
False |
12 |
| 40 |
1.1234 |
1.0583 |
0.0651 |
5.8% |
0.0039 |
0.3% |
90% |
False |
False |
15 |
| 60 |
1.1234 |
1.0583 |
0.0651 |
5.8% |
0.0028 |
0.2% |
90% |
False |
False |
11 |
| 80 |
1.1338 |
1.0583 |
0.0755 |
6.8% |
0.0021 |
0.2% |
77% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1515 |
|
2.618 |
1.1381 |
|
1.618 |
1.1299 |
|
1.000 |
1.1248 |
|
0.618 |
1.1217 |
|
HIGH |
1.1166 |
|
0.618 |
1.1135 |
|
0.500 |
1.1125 |
|
0.382 |
1.1115 |
|
LOW |
1.1084 |
|
0.618 |
1.1033 |
|
1.000 |
1.1002 |
|
1.618 |
1.0951 |
|
2.618 |
1.0869 |
|
4.250 |
1.0736 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1154 |
1.1134 |
| PP |
1.1139 |
1.1101 |
| S1 |
1.1125 |
1.1067 |
|