CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1452 |
1.1559 |
0.0107 |
0.9% |
1.1284 |
| High |
1.1600 |
1.1571 |
-0.0029 |
-0.3% |
1.1600 |
| Low |
1.1435 |
1.1472 |
0.0037 |
0.3% |
1.1225 |
| Close |
1.1542 |
1.1536 |
-0.0006 |
-0.1% |
1.1542 |
| Range |
0.0165 |
0.0099 |
-0.0066 |
-40.0% |
0.0375 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
154,771 |
153,264 |
-1,507 |
-1.0% |
575,292 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1823 |
1.1779 |
1.1590 |
|
| R3 |
1.1724 |
1.1680 |
1.1563 |
|
| R2 |
1.1625 |
1.1625 |
1.1554 |
|
| R1 |
1.1581 |
1.1581 |
1.1545 |
1.1554 |
| PP |
1.1526 |
1.1526 |
1.1526 |
1.1513 |
| S1 |
1.1482 |
1.1482 |
1.1527 |
1.1455 |
| S2 |
1.1427 |
1.1427 |
1.1518 |
|
| S3 |
1.1328 |
1.1383 |
1.1509 |
|
| S4 |
1.1229 |
1.1284 |
1.1482 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2581 |
1.2436 |
1.1748 |
|
| R3 |
1.2206 |
1.2061 |
1.1645 |
|
| R2 |
1.1831 |
1.1831 |
1.1611 |
|
| R1 |
1.1686 |
1.1686 |
1.1576 |
1.1759 |
| PP |
1.1456 |
1.1456 |
1.1456 |
1.1492 |
| S1 |
1.1311 |
1.1311 |
1.1508 |
1.1384 |
| S2 |
1.1081 |
1.1081 |
1.1473 |
|
| S3 |
1.0706 |
1.0936 |
1.1439 |
|
| S4 |
1.0331 |
1.0561 |
1.1336 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1600 |
1.1231 |
0.0369 |
3.2% |
0.0132 |
1.1% |
83% |
False |
False |
128,773 |
| 10 |
1.1600 |
1.1225 |
0.0375 |
3.3% |
0.0111 |
1.0% |
83% |
False |
False |
128,388 |
| 20 |
1.1600 |
1.0944 |
0.0656 |
5.7% |
0.0111 |
1.0% |
90% |
False |
False |
127,886 |
| 40 |
1.1600 |
1.0785 |
0.0815 |
7.1% |
0.0110 |
0.9% |
92% |
False |
False |
84,696 |
| 60 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0128 |
1.1% |
94% |
False |
False |
56,803 |
| 80 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0118 |
1.0% |
94% |
False |
False |
42,699 |
| 100 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0104 |
0.9% |
94% |
False |
False |
34,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1992 |
|
2.618 |
1.1830 |
|
1.618 |
1.1731 |
|
1.000 |
1.1670 |
|
0.618 |
1.1632 |
|
HIGH |
1.1571 |
|
0.618 |
1.1533 |
|
0.500 |
1.1522 |
|
0.382 |
1.1510 |
|
LOW |
1.1472 |
|
0.618 |
1.1411 |
|
1.000 |
1.1373 |
|
1.618 |
1.1312 |
|
2.618 |
1.1213 |
|
4.250 |
1.1051 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1531 |
1.1511 |
| PP |
1.1526 |
1.1485 |
| S1 |
1.1522 |
1.1460 |
|