CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1406 |
1.1317 |
-0.0089 |
-0.8% |
1.1410 |
| High |
1.1417 |
1.1325 |
-0.0092 |
-0.8% |
1.1502 |
| Low |
1.1288 |
1.1282 |
-0.0006 |
-0.1% |
1.1282 |
| Close |
1.1321 |
1.1301 |
-0.0020 |
-0.2% |
1.1301 |
| Range |
0.0129 |
0.0043 |
-0.0086 |
-66.7% |
0.0220 |
| ATR |
0.0114 |
0.0109 |
-0.0005 |
-4.5% |
0.0000 |
| Volume |
126,507 |
143,645 |
17,138 |
13.5% |
555,325 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1432 |
1.1409 |
1.1325 |
|
| R3 |
1.1389 |
1.1366 |
1.1313 |
|
| R2 |
1.1346 |
1.1346 |
1.1309 |
|
| R1 |
1.1323 |
1.1323 |
1.1305 |
1.1313 |
| PP |
1.1303 |
1.1303 |
1.1303 |
1.1298 |
| S1 |
1.1280 |
1.1280 |
1.1297 |
1.1270 |
| S2 |
1.1260 |
1.1260 |
1.1293 |
|
| S3 |
1.1217 |
1.1237 |
1.1289 |
|
| S4 |
1.1174 |
1.1194 |
1.1277 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2022 |
1.1881 |
1.1422 |
|
| R3 |
1.1802 |
1.1661 |
1.1362 |
|
| R2 |
1.1582 |
1.1582 |
1.1341 |
|
| R1 |
1.1441 |
1.1441 |
1.1321 |
1.1402 |
| PP |
1.1362 |
1.1362 |
1.1362 |
1.1342 |
| S1 |
1.1221 |
1.1221 |
1.1281 |
1.1182 |
| S2 |
1.1142 |
1.1142 |
1.1261 |
|
| S3 |
1.0922 |
1.1001 |
1.1241 |
|
| S4 |
1.0702 |
1.0781 |
1.1180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1502 |
1.1282 |
0.0220 |
1.9% |
0.0094 |
0.8% |
9% |
False |
True |
152,635 |
| 10 |
1.1512 |
1.1152 |
0.0360 |
3.2% |
0.0102 |
0.9% |
41% |
False |
False |
138,527 |
| 20 |
1.1512 |
1.0872 |
0.0640 |
5.7% |
0.0098 |
0.9% |
67% |
False |
False |
126,724 |
| 40 |
1.1512 |
1.0695 |
0.0817 |
7.2% |
0.0113 |
1.0% |
74% |
False |
False |
66,573 |
| 60 |
1.1512 |
1.0548 |
0.0964 |
8.5% |
0.0125 |
1.1% |
78% |
False |
False |
44,709 |
| 80 |
1.1512 |
1.0548 |
0.0964 |
8.5% |
0.0116 |
1.0% |
78% |
False |
False |
33,607 |
| 100 |
1.1512 |
1.0548 |
0.0964 |
8.5% |
0.0097 |
0.9% |
78% |
False |
False |
26,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1508 |
|
2.618 |
1.1438 |
|
1.618 |
1.1395 |
|
1.000 |
1.1368 |
|
0.618 |
1.1352 |
|
HIGH |
1.1325 |
|
0.618 |
1.1309 |
|
0.500 |
1.1304 |
|
0.382 |
1.1298 |
|
LOW |
1.1282 |
|
0.618 |
1.1255 |
|
1.000 |
1.1239 |
|
1.618 |
1.1212 |
|
2.618 |
1.1169 |
|
4.250 |
1.1099 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1304 |
1.1392 |
| PP |
1.1303 |
1.1362 |
| S1 |
1.1302 |
1.1331 |
|