CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1281 |
1.1321 |
0.0040 |
0.4% |
1.1410 |
| High |
1.1364 |
1.1472 |
0.0108 |
1.0% |
1.1502 |
| Low |
1.1231 |
1.1319 |
0.0088 |
0.8% |
1.1282 |
| Close |
1.1341 |
1.1441 |
0.0100 |
0.9% |
1.1301 |
| Range |
0.0133 |
0.0153 |
0.0020 |
15.0% |
0.0220 |
| ATR |
0.0110 |
0.0113 |
0.0003 |
2.8% |
0.0000 |
| Volume |
117,868 |
127,216 |
9,348 |
7.9% |
555,325 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1870 |
1.1808 |
1.1525 |
|
| R3 |
1.1717 |
1.1655 |
1.1483 |
|
| R2 |
1.1564 |
1.1564 |
1.1469 |
|
| R1 |
1.1502 |
1.1502 |
1.1455 |
1.1533 |
| PP |
1.1411 |
1.1411 |
1.1411 |
1.1426 |
| S1 |
1.1349 |
1.1349 |
1.1427 |
1.1380 |
| S2 |
1.1258 |
1.1258 |
1.1413 |
|
| S3 |
1.1105 |
1.1196 |
1.1399 |
|
| S4 |
1.0952 |
1.1043 |
1.1357 |
|
|
| 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 |
1.1472 |
1.1225 |
0.0247 |
2.2% |
0.0107 |
0.9% |
87% |
True |
False |
112,833 |
| 10 |
1.1512 |
1.1225 |
0.0287 |
2.5% |
0.0117 |
1.0% |
75% |
False |
False |
131,615 |
| 20 |
1.1512 |
1.0944 |
0.0568 |
5.0% |
0.0106 |
0.9% |
88% |
False |
False |
125,828 |
| 40 |
1.1512 |
1.0785 |
0.0727 |
6.4% |
0.0115 |
1.0% |
90% |
False |
False |
77,036 |
| 60 |
1.1512 |
1.0548 |
0.0964 |
8.4% |
0.0127 |
1.1% |
93% |
False |
False |
51,677 |
| 80 |
1.1512 |
1.0548 |
0.0964 |
8.4% |
0.0119 |
1.0% |
93% |
False |
False |
38,852 |
| 100 |
1.1512 |
1.0548 |
0.0964 |
8.4% |
0.0102 |
0.9% |
93% |
False |
False |
31,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2122 |
|
2.618 |
1.1873 |
|
1.618 |
1.1720 |
|
1.000 |
1.1625 |
|
0.618 |
1.1567 |
|
HIGH |
1.1472 |
|
0.618 |
1.1414 |
|
0.500 |
1.1396 |
|
0.382 |
1.1377 |
|
LOW |
1.1319 |
|
0.618 |
1.1224 |
|
1.000 |
1.1166 |
|
1.618 |
1.1071 |
|
2.618 |
1.0918 |
|
4.250 |
1.0669 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1426 |
1.1411 |
| PP |
1.1411 |
1.1381 |
| S1 |
1.1396 |
1.1352 |
|