CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1411 |
1.1410 |
-0.0001 |
0.0% |
1.1208 |
| High |
1.1465 |
1.1459 |
-0.0006 |
-0.1% |
1.1512 |
| Low |
1.1350 |
1.1376 |
0.0026 |
0.2% |
1.1190 |
| Close |
1.1410 |
1.1448 |
0.0038 |
0.3% |
1.1410 |
| Range |
0.0115 |
0.0083 |
-0.0032 |
-27.8% |
0.0322 |
| ATR |
0.0114 |
0.0111 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
207,851 |
141,663 |
-66,188 |
-31.8% |
696,072 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1677 |
1.1645 |
1.1494 |
|
| R3 |
1.1594 |
1.1562 |
1.1471 |
|
| R2 |
1.1511 |
1.1511 |
1.1463 |
|
| R1 |
1.1479 |
1.1479 |
1.1456 |
1.1495 |
| PP |
1.1428 |
1.1428 |
1.1428 |
1.1436 |
| S1 |
1.1396 |
1.1396 |
1.1440 |
1.1412 |
| S2 |
1.1345 |
1.1345 |
1.1433 |
|
| S3 |
1.1262 |
1.1313 |
1.1425 |
|
| S4 |
1.1179 |
1.1230 |
1.1402 |
|
|
| 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 |
1.1196 |
0.0316 |
2.8% |
0.0120 |
1.1% |
80% |
False |
False |
144,774 |
| 10 |
1.1512 |
1.0990 |
0.0522 |
4.6% |
0.0104 |
0.9% |
88% |
False |
False |
132,772 |
| 20 |
1.1512 |
1.0872 |
0.0640 |
5.6% |
0.0098 |
0.9% |
90% |
False |
False |
111,020 |
| 40 |
1.1512 |
1.0695 |
0.0817 |
7.1% |
0.0117 |
1.0% |
92% |
False |
False |
56,355 |
| 60 |
1.1512 |
1.0548 |
0.0964 |
8.4% |
0.0125 |
1.1% |
93% |
False |
False |
37,836 |
| 80 |
1.1512 |
1.0548 |
0.0964 |
8.4% |
0.0115 |
1.0% |
93% |
False |
False |
28,445 |
| 100 |
1.1512 |
1.0548 |
0.0964 |
8.4% |
0.0094 |
0.8% |
93% |
False |
False |
22,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1812 |
|
2.618 |
1.1676 |
|
1.618 |
1.1593 |
|
1.000 |
1.1542 |
|
0.618 |
1.1510 |
|
HIGH |
1.1459 |
|
0.618 |
1.1427 |
|
0.500 |
1.1418 |
|
0.382 |
1.1408 |
|
LOW |
1.1376 |
|
0.618 |
1.1325 |
|
1.000 |
1.1293 |
|
1.618 |
1.1242 |
|
2.618 |
1.1159 |
|
4.250 |
1.1023 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1438 |
1.1435 |
| PP |
1.1428 |
1.1422 |
| S1 |
1.1418 |
1.1409 |
|