CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1189 |
1.1219 |
0.0030 |
0.3% |
1.1091 |
| High |
1.1235 |
1.1237 |
0.0002 |
0.0% |
1.1236 |
| Low |
1.1189 |
1.1219 |
0.0030 |
0.3% |
1.0968 |
| Close |
1.1221 |
1.1221 |
0.0000 |
0.0% |
1.1221 |
| Range |
0.0046 |
0.0018 |
-0.0028 |
-60.9% |
0.0268 |
| ATR |
0.0069 |
0.0066 |
-0.0004 |
-5.3% |
0.0000 |
| Volume |
36 |
8 |
-28 |
-77.8% |
251 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1280 |
1.1268 |
1.1231 |
|
| R3 |
1.1262 |
1.1250 |
1.1226 |
|
| R2 |
1.1244 |
1.1244 |
1.1224 |
|
| R1 |
1.1232 |
1.1232 |
1.1223 |
1.1238 |
| PP |
1.1226 |
1.1226 |
1.1226 |
1.1229 |
| S1 |
1.1214 |
1.1214 |
1.1219 |
1.1220 |
| S2 |
1.1208 |
1.1208 |
1.1218 |
|
| S3 |
1.1190 |
1.1196 |
1.1216 |
|
| S4 |
1.1172 |
1.1178 |
1.1211 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1946 |
1.1851 |
1.1368 |
|
| R3 |
1.1678 |
1.1583 |
1.1295 |
|
| R2 |
1.1410 |
1.1410 |
1.1270 |
|
| R1 |
1.1315 |
1.1315 |
1.1246 |
1.1363 |
| PP |
1.1142 |
1.1142 |
1.1142 |
1.1165 |
| S1 |
1.1047 |
1.1047 |
1.1196 |
1.1095 |
| S2 |
1.0874 |
1.0874 |
1.1172 |
|
| S3 |
1.0606 |
1.0779 |
1.1147 |
|
| S4 |
1.0338 |
1.0511 |
1.1074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1237 |
1.1025 |
0.0212 |
1.9% |
0.0057 |
0.5% |
92% |
True |
False |
50 |
| 10 |
1.1237 |
1.0936 |
0.0301 |
2.7% |
0.0061 |
0.5% |
95% |
True |
False |
35 |
| 20 |
1.1237 |
1.0827 |
0.0410 |
3.7% |
0.0033 |
0.3% |
96% |
True |
False |
19 |
| 40 |
1.1237 |
1.0583 |
0.0654 |
5.8% |
0.0043 |
0.4% |
98% |
True |
False |
15 |
| 60 |
1.1237 |
1.0583 |
0.0654 |
5.8% |
0.0030 |
0.3% |
98% |
True |
False |
13 |
| 80 |
1.1237 |
1.0583 |
0.0654 |
5.8% |
0.0023 |
0.2% |
98% |
True |
False |
10 |
| 100 |
1.1338 |
1.0583 |
0.0755 |
6.7% |
0.0018 |
0.2% |
85% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1314 |
|
2.618 |
1.1284 |
|
1.618 |
1.1266 |
|
1.000 |
1.1255 |
|
0.618 |
1.1248 |
|
HIGH |
1.1237 |
|
0.618 |
1.1230 |
|
0.500 |
1.1228 |
|
0.382 |
1.1226 |
|
LOW |
1.1219 |
|
0.618 |
1.1208 |
|
1.000 |
1.1201 |
|
1.618 |
1.1190 |
|
2.618 |
1.1172 |
|
4.250 |
1.1143 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1228 |
1.1213 |
| PP |
1.1226 |
1.1206 |
| S1 |
1.1223 |
1.1198 |
|