CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 29-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1219 |
1.1257 |
0.0038 |
0.3% |
1.1091 |
| High |
1.1237 |
1.1347 |
0.0110 |
1.0% |
1.1236 |
| Low |
1.1219 |
1.1257 |
0.0038 |
0.3% |
1.0968 |
| Close |
1.1221 |
1.1334 |
0.0113 |
1.0% |
1.1221 |
| Range |
0.0018 |
0.0090 |
0.0072 |
400.0% |
0.0268 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
6.5% |
0.0000 |
| Volume |
8 |
6 |
-2 |
-25.0% |
251 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1583 |
1.1548 |
1.1384 |
|
| R3 |
1.1493 |
1.1458 |
1.1359 |
|
| R2 |
1.1403 |
1.1403 |
1.1351 |
|
| R1 |
1.1368 |
1.1368 |
1.1342 |
1.1386 |
| PP |
1.1313 |
1.1313 |
1.1313 |
1.1321 |
| S1 |
1.1278 |
1.1278 |
1.1326 |
1.1296 |
| S2 |
1.1223 |
1.1223 |
1.1318 |
|
| S3 |
1.1133 |
1.1188 |
1.1309 |
|
| S4 |
1.1043 |
1.1098 |
1.1285 |
|
|
| 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 |
1.1347 |
1.1084 |
0.0263 |
2.3% |
0.0063 |
0.6% |
95% |
True |
False |
33 |
| 10 |
1.1347 |
1.0936 |
0.0411 |
3.6% |
0.0068 |
0.6% |
97% |
True |
False |
33 |
| 20 |
1.1347 |
1.0827 |
0.0520 |
4.6% |
0.0037 |
0.3% |
98% |
True |
False |
19 |
| 40 |
1.1347 |
1.0583 |
0.0764 |
6.7% |
0.0045 |
0.4% |
98% |
True |
False |
15 |
| 60 |
1.1347 |
1.0583 |
0.0764 |
6.7% |
0.0031 |
0.3% |
98% |
True |
False |
13 |
| 80 |
1.1347 |
1.0583 |
0.0764 |
6.7% |
0.0024 |
0.2% |
98% |
True |
False |
10 |
| 100 |
1.1347 |
1.0583 |
0.0764 |
6.7% |
0.0019 |
0.2% |
98% |
True |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1730 |
|
2.618 |
1.1583 |
|
1.618 |
1.1493 |
|
1.000 |
1.1437 |
|
0.618 |
1.1403 |
|
HIGH |
1.1347 |
|
0.618 |
1.1313 |
|
0.500 |
1.1302 |
|
0.382 |
1.1291 |
|
LOW |
1.1257 |
|
0.618 |
1.1201 |
|
1.000 |
1.1167 |
|
1.618 |
1.1111 |
|
2.618 |
1.1021 |
|
4.250 |
1.0875 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1323 |
1.1312 |
| PP |
1.1313 |
1.1290 |
| S1 |
1.1302 |
1.1268 |
|