CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1291 |
1.1281 |
-0.0010 |
-0.1% |
1.1410 |
| High |
1.1370 |
1.1364 |
-0.0006 |
-0.1% |
1.1502 |
| Low |
1.1261 |
1.1231 |
-0.0030 |
-0.3% |
1.1282 |
| Close |
1.1300 |
1.1341 |
0.0041 |
0.4% |
1.1301 |
| Range |
0.0109 |
0.0133 |
0.0024 |
22.0% |
0.0220 |
| ATR |
0.0108 |
0.0110 |
0.0002 |
1.6% |
0.0000 |
| Volume |
90,750 |
117,868 |
27,118 |
29.9% |
555,325 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1711 |
1.1659 |
1.1414 |
|
| R3 |
1.1578 |
1.1526 |
1.1378 |
|
| R2 |
1.1445 |
1.1445 |
1.1365 |
|
| R1 |
1.1393 |
1.1393 |
1.1353 |
1.1419 |
| PP |
1.1312 |
1.1312 |
1.1312 |
1.1325 |
| S1 |
1.1260 |
1.1260 |
1.1329 |
1.1286 |
| S2 |
1.1179 |
1.1179 |
1.1317 |
|
| S3 |
1.1046 |
1.1127 |
1.1304 |
|
| S4 |
1.0913 |
1.0994 |
1.1268 |
|
|
| 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 |
1.1417 |
1.1225 |
0.0192 |
1.7% |
0.0102 |
0.9% |
60% |
False |
False |
112,691 |
| 10 |
1.1512 |
1.1225 |
0.0287 |
2.5% |
0.0107 |
0.9% |
40% |
False |
False |
134,534 |
| 20 |
1.1512 |
1.0906 |
0.0606 |
5.3% |
0.0103 |
0.9% |
72% |
False |
False |
125,279 |
| 40 |
1.1512 |
1.0776 |
0.0736 |
6.5% |
0.0114 |
1.0% |
77% |
False |
False |
73,862 |
| 60 |
1.1512 |
1.0548 |
0.0964 |
8.5% |
0.0126 |
1.1% |
82% |
False |
False |
49,565 |
| 80 |
1.1512 |
1.0548 |
0.0964 |
8.5% |
0.0117 |
1.0% |
82% |
False |
False |
37,262 |
| 100 |
1.1512 |
1.0548 |
0.0964 |
8.5% |
0.0100 |
0.9% |
82% |
False |
False |
29,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1929 |
|
2.618 |
1.1712 |
|
1.618 |
1.1579 |
|
1.000 |
1.1497 |
|
0.618 |
1.1446 |
|
HIGH |
1.1364 |
|
0.618 |
1.1313 |
|
0.500 |
1.1298 |
|
0.382 |
1.1282 |
|
LOW |
1.1231 |
|
0.618 |
1.1149 |
|
1.000 |
1.1098 |
|
1.618 |
1.1016 |
|
2.618 |
1.0883 |
|
4.250 |
1.0666 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1327 |
1.1327 |
| PP |
1.1312 |
1.1312 |
| S1 |
1.1298 |
1.1298 |
|