CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1317 |
1.1284 |
-0.0033 |
-0.3% |
1.1410 |
| High |
1.1325 |
1.1323 |
-0.0002 |
0.0% |
1.1502 |
| Low |
1.1282 |
1.1225 |
-0.0057 |
-0.5% |
1.1282 |
| Close |
1.1301 |
1.1305 |
0.0004 |
0.0% |
1.1301 |
| Range |
0.0043 |
0.0098 |
0.0055 |
127.9% |
0.0220 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
143,645 |
84,687 |
-58,958 |
-41.0% |
555,325 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1578 |
1.1540 |
1.1359 |
|
| R3 |
1.1480 |
1.1442 |
1.1332 |
|
| R2 |
1.1382 |
1.1382 |
1.1323 |
|
| R1 |
1.1344 |
1.1344 |
1.1314 |
1.1363 |
| PP |
1.1284 |
1.1284 |
1.1284 |
1.1294 |
| S1 |
1.1246 |
1.1246 |
1.1296 |
1.1265 |
| S2 |
1.1186 |
1.1186 |
1.1287 |
|
| S3 |
1.1088 |
1.1148 |
1.1278 |
|
| S4 |
1.0990 |
1.1050 |
1.1251 |
|
|
| 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 |
1.1225 |
0.0277 |
2.5% |
0.0091 |
0.8% |
29% |
False |
True |
128,002 |
| 10 |
1.1512 |
1.1190 |
0.0322 |
2.8% |
0.0103 |
0.9% |
36% |
False |
False |
133,608 |
| 20 |
1.1512 |
1.0872 |
0.0640 |
5.7% |
0.0099 |
0.9% |
68% |
False |
False |
126,256 |
| 40 |
1.1512 |
1.0776 |
0.0736 |
6.5% |
0.0113 |
1.0% |
72% |
False |
False |
68,684 |
| 60 |
1.1512 |
1.0548 |
0.0964 |
8.5% |
0.0126 |
1.1% |
79% |
False |
False |
46,109 |
| 80 |
1.1512 |
1.0548 |
0.0964 |
8.5% |
0.0116 |
1.0% |
79% |
False |
False |
34,661 |
| 100 |
1.1512 |
1.0548 |
0.0964 |
8.5% |
0.0098 |
0.9% |
79% |
False |
False |
27,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1740 |
|
2.618 |
1.1580 |
|
1.618 |
1.1482 |
|
1.000 |
1.1421 |
|
0.618 |
1.1384 |
|
HIGH |
1.1323 |
|
0.618 |
1.1286 |
|
0.500 |
1.1274 |
|
0.382 |
1.1262 |
|
LOW |
1.1225 |
|
0.618 |
1.1164 |
|
1.000 |
1.1127 |
|
1.618 |
1.1066 |
|
2.618 |
1.0968 |
|
4.250 |
1.0809 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1295 |
1.1321 |
| PP |
1.1284 |
1.1316 |
| S1 |
1.1274 |
1.1310 |
|