CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1093 |
1.1163 |
0.0070 |
0.6% |
1.0909 |
| High |
1.1166 |
1.1236 |
0.0070 |
0.6% |
1.1078 |
| Low |
1.1084 |
1.1159 |
0.0075 |
0.7% |
1.0909 |
| Close |
1.1168 |
1.1204 |
0.0036 |
0.3% |
1.1057 |
| Range |
0.0082 |
0.0077 |
-0.0005 |
-6.1% |
0.0169 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.6% |
0.0000 |
| Volume |
27 |
89 |
62 |
229.6% |
94 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1431 |
1.1394 |
1.1246 |
|
| R3 |
1.1354 |
1.1317 |
1.1225 |
|
| R2 |
1.1277 |
1.1277 |
1.1218 |
|
| R1 |
1.1240 |
1.1240 |
1.1211 |
1.1259 |
| PP |
1.1200 |
1.1200 |
1.1200 |
1.1209 |
| S1 |
1.1163 |
1.1163 |
1.1197 |
1.1182 |
| S2 |
1.1123 |
1.1123 |
1.1190 |
|
| S3 |
1.1046 |
1.1086 |
1.1183 |
|
| S4 |
1.0969 |
1.1009 |
1.1162 |
|
|
| 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 |
1.1236 |
1.0968 |
0.0268 |
2.4% |
0.0076 |
0.7% |
88% |
True |
False |
48 |
| 10 |
1.1236 |
1.0909 |
0.0327 |
2.9% |
0.0056 |
0.5% |
90% |
True |
False |
31 |
| 20 |
1.1236 |
1.0827 |
0.0409 |
3.7% |
0.0030 |
0.3% |
92% |
True |
False |
17 |
| 40 |
1.1236 |
1.0583 |
0.0653 |
5.8% |
0.0041 |
0.4% |
95% |
True |
False |
16 |
| 60 |
1.1236 |
1.0583 |
0.0653 |
5.8% |
0.0029 |
0.3% |
95% |
True |
False |
12 |
| 80 |
1.1250 |
1.0583 |
0.0667 |
6.0% |
0.0022 |
0.2% |
93% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1563 |
|
2.618 |
1.1438 |
|
1.618 |
1.1361 |
|
1.000 |
1.1313 |
|
0.618 |
1.1284 |
|
HIGH |
1.1236 |
|
0.618 |
1.1207 |
|
0.500 |
1.1198 |
|
0.382 |
1.1188 |
|
LOW |
1.1159 |
|
0.618 |
1.1111 |
|
1.000 |
1.1082 |
|
1.618 |
1.1034 |
|
2.618 |
1.0957 |
|
4.250 |
1.0832 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1202 |
1.1180 |
| PP |
1.1200 |
1.1155 |
| S1 |
1.1198 |
1.1131 |
|