CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1257 |
1.1320 |
0.0063 |
0.6% |
1.1091 |
| High |
1.1347 |
1.1350 |
0.0003 |
0.0% |
1.1236 |
| Low |
1.1257 |
1.1311 |
0.0054 |
0.5% |
1.0968 |
| Close |
1.1334 |
1.1336 |
0.0002 |
0.0% |
1.1221 |
| Range |
0.0090 |
0.0039 |
-0.0051 |
-56.7% |
0.0268 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
6 |
65 |
59 |
983.3% |
251 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1449 |
1.1432 |
1.1357 |
|
| R3 |
1.1410 |
1.1393 |
1.1347 |
|
| R2 |
1.1371 |
1.1371 |
1.1343 |
|
| R1 |
1.1354 |
1.1354 |
1.1340 |
1.1363 |
| PP |
1.1332 |
1.1332 |
1.1332 |
1.1337 |
| S1 |
1.1315 |
1.1315 |
1.1332 |
1.1324 |
| S2 |
1.1293 |
1.1293 |
1.1329 |
|
| S3 |
1.1254 |
1.1276 |
1.1325 |
|
| S4 |
1.1215 |
1.1237 |
1.1315 |
|
|
| 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 |
1.1350 |
1.1159 |
0.0191 |
1.7% |
0.0054 |
0.5% |
93% |
True |
False |
40 |
| 10 |
1.1350 |
1.0968 |
0.0382 |
3.4% |
0.0065 |
0.6% |
96% |
True |
False |
39 |
| 20 |
1.1350 |
1.0827 |
0.0523 |
4.6% |
0.0039 |
0.3% |
97% |
True |
False |
22 |
| 40 |
1.1350 |
1.0583 |
0.0767 |
6.8% |
0.0046 |
0.4% |
98% |
True |
False |
17 |
| 60 |
1.1350 |
1.0583 |
0.0767 |
6.8% |
0.0032 |
0.3% |
98% |
True |
False |
14 |
| 80 |
1.1350 |
1.0583 |
0.0767 |
6.8% |
0.0024 |
0.2% |
98% |
True |
False |
11 |
| 100 |
1.1350 |
1.0583 |
0.0767 |
6.8% |
0.0019 |
0.2% |
98% |
True |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1516 |
|
2.618 |
1.1452 |
|
1.618 |
1.1413 |
|
1.000 |
1.1389 |
|
0.618 |
1.1374 |
|
HIGH |
1.1350 |
|
0.618 |
1.1335 |
|
0.500 |
1.1331 |
|
0.382 |
1.1326 |
|
LOW |
1.1311 |
|
0.618 |
1.1287 |
|
1.000 |
1.1272 |
|
1.618 |
1.1248 |
|
2.618 |
1.1209 |
|
4.250 |
1.1145 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1334 |
1.1319 |
| PP |
1.1332 |
1.1302 |
| S1 |
1.1331 |
1.1285 |
|