CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1328 |
1.1411 |
0.0083 |
0.7% |
1.1208 |
| High |
1.1512 |
1.1465 |
-0.0047 |
-0.4% |
1.1512 |
| Low |
1.1305 |
1.1350 |
0.0045 |
0.4% |
1.1190 |
| Close |
1.1444 |
1.1410 |
-0.0034 |
-0.3% |
1.1410 |
| Range |
0.0207 |
0.0115 |
-0.0092 |
-44.4% |
0.0322 |
| ATR |
0.0114 |
0.0114 |
0.0000 |
0.1% |
0.0000 |
| Volume |
132,460 |
207,851 |
75,391 |
56.9% |
696,072 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1753 |
1.1697 |
1.1473 |
|
| R3 |
1.1638 |
1.1582 |
1.1442 |
|
| R2 |
1.1523 |
1.1523 |
1.1431 |
|
| R1 |
1.1467 |
1.1467 |
1.1421 |
1.1438 |
| PP |
1.1408 |
1.1408 |
1.1408 |
1.1394 |
| S1 |
1.1352 |
1.1352 |
1.1399 |
1.1323 |
| S2 |
1.1293 |
1.1293 |
1.1389 |
|
| S3 |
1.1178 |
1.1237 |
1.1378 |
|
| S4 |
1.1063 |
1.1122 |
1.1347 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2337 |
1.2195 |
1.1587 |
|
| R3 |
1.2015 |
1.1873 |
1.1499 |
|
| R2 |
1.1693 |
1.1693 |
1.1469 |
|
| R1 |
1.1551 |
1.1551 |
1.1440 |
1.1622 |
| PP |
1.1371 |
1.1371 |
1.1371 |
1.1406 |
| S1 |
1.1229 |
1.1229 |
1.1380 |
1.1300 |
| S2 |
1.1049 |
1.1049 |
1.1351 |
|
| S3 |
1.0727 |
1.0907 |
1.1321 |
|
| S4 |
1.0405 |
1.0585 |
1.1233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1512 |
1.1190 |
0.0322 |
2.8% |
0.0114 |
1.0% |
68% |
False |
False |
139,214 |
| 10 |
1.1512 |
1.0944 |
0.0568 |
5.0% |
0.0110 |
1.0% |
82% |
False |
False |
127,384 |
| 20 |
1.1512 |
1.0872 |
0.0640 |
5.6% |
0.0100 |
0.9% |
84% |
False |
False |
104,542 |
| 40 |
1.1512 |
1.0695 |
0.0817 |
7.2% |
0.0124 |
1.1% |
88% |
False |
False |
52,915 |
| 60 |
1.1512 |
1.0548 |
0.0964 |
8.4% |
0.0125 |
1.1% |
89% |
False |
False |
35,482 |
| 80 |
1.1512 |
1.0548 |
0.0964 |
8.4% |
0.0114 |
1.0% |
89% |
False |
False |
26,674 |
| 100 |
1.1512 |
1.0548 |
0.0964 |
8.4% |
0.0093 |
0.8% |
89% |
False |
False |
21,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1954 |
|
2.618 |
1.1766 |
|
1.618 |
1.1651 |
|
1.000 |
1.1580 |
|
0.618 |
1.1536 |
|
HIGH |
1.1465 |
|
0.618 |
1.1421 |
|
0.500 |
1.1408 |
|
0.382 |
1.1394 |
|
LOW |
1.1350 |
|
0.618 |
1.1279 |
|
1.000 |
1.1235 |
|
1.618 |
1.1164 |
|
2.618 |
1.1049 |
|
4.250 |
1.0861 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1409 |
1.1405 |
| PP |
1.1408 |
1.1400 |
| S1 |
1.1408 |
1.1396 |
|