CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 01-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1320 |
1.1344 |
0.0024 |
0.2% |
1.1091 |
| High |
1.1350 |
1.1525 |
0.0175 |
1.5% |
1.1236 |
| Low |
1.1311 |
1.1344 |
0.0033 |
0.3% |
1.0968 |
| Close |
1.1336 |
1.1465 |
0.0129 |
1.1% |
1.1221 |
| Range |
0.0039 |
0.0181 |
0.0142 |
364.1% |
0.0268 |
| ATR |
0.0068 |
0.0077 |
0.0009 |
12.7% |
0.0000 |
| Volume |
65 |
31 |
-34 |
-52.3% |
251 |
|
| Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1988 |
1.1907 |
1.1565 |
|
| R3 |
1.1807 |
1.1726 |
1.1515 |
|
| R2 |
1.1626 |
1.1626 |
1.1498 |
|
| R1 |
1.1545 |
1.1545 |
1.1482 |
1.1586 |
| PP |
1.1445 |
1.1445 |
1.1445 |
1.1465 |
| S1 |
1.1364 |
1.1364 |
1.1448 |
1.1405 |
| S2 |
1.1264 |
1.1264 |
1.1432 |
|
| S3 |
1.1083 |
1.1183 |
1.1415 |
|
| S4 |
1.0902 |
1.1002 |
1.1365 |
|
|
| 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 |
1.1525 |
1.1189 |
0.0336 |
2.9% |
0.0075 |
0.7% |
82% |
True |
False |
29 |
| 10 |
1.1525 |
1.0968 |
0.0557 |
4.9% |
0.0075 |
0.7% |
89% |
True |
False |
38 |
| 20 |
1.1525 |
1.0900 |
0.0625 |
5.5% |
0.0048 |
0.4% |
90% |
True |
False |
24 |
| 40 |
1.1525 |
1.0728 |
0.0797 |
7.0% |
0.0050 |
0.4% |
92% |
True |
False |
18 |
| 60 |
1.1525 |
1.0583 |
0.0942 |
8.2% |
0.0034 |
0.3% |
94% |
True |
False |
15 |
| 80 |
1.1525 |
1.0583 |
0.0942 |
8.2% |
0.0027 |
0.2% |
94% |
True |
False |
11 |
| 100 |
1.1525 |
1.0583 |
0.0942 |
8.2% |
0.0021 |
0.2% |
94% |
True |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2294 |
|
2.618 |
1.1999 |
|
1.618 |
1.1818 |
|
1.000 |
1.1706 |
|
0.618 |
1.1637 |
|
HIGH |
1.1525 |
|
0.618 |
1.1456 |
|
0.500 |
1.1435 |
|
0.382 |
1.1413 |
|
LOW |
1.1344 |
|
0.618 |
1.1232 |
|
1.000 |
1.1163 |
|
1.618 |
1.1051 |
|
2.618 |
1.0870 |
|
4.250 |
1.0575 |
|
|
| Fisher Pivots for day following 01-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1455 |
1.1440 |
| PP |
1.1445 |
1.1416 |
| S1 |
1.1435 |
1.1391 |
|