CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1529 |
1.1444 |
-0.0085 |
-0.7% |
1.1284 |
| High |
1.1543 |
1.1519 |
-0.0024 |
-0.2% |
1.1600 |
| Low |
1.1424 |
1.1441 |
0.0017 |
0.1% |
1.1225 |
| Close |
1.1473 |
1.1504 |
0.0031 |
0.3% |
1.1542 |
| Range |
0.0119 |
0.0078 |
-0.0041 |
-34.5% |
0.0375 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
96,024 |
117,850 |
21,826 |
22.7% |
575,292 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1722 |
1.1691 |
1.1547 |
|
| R3 |
1.1644 |
1.1613 |
1.1525 |
|
| R2 |
1.1566 |
1.1566 |
1.1518 |
|
| R1 |
1.1535 |
1.1535 |
1.1511 |
1.1551 |
| PP |
1.1488 |
1.1488 |
1.1488 |
1.1496 |
| S1 |
1.1457 |
1.1457 |
1.1497 |
1.1473 |
| S2 |
1.1410 |
1.1410 |
1.1490 |
|
| S3 |
1.1332 |
1.1379 |
1.1483 |
|
| S4 |
1.1254 |
1.1301 |
1.1461 |
|
|
| 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 |
1.1319 |
0.0281 |
2.4% |
0.0123 |
1.1% |
66% |
False |
False |
129,825 |
| 10 |
1.1600 |
1.1225 |
0.0375 |
3.3% |
0.0113 |
1.0% |
74% |
False |
False |
121,258 |
| 20 |
1.1600 |
1.1053 |
0.0547 |
4.8% |
0.0109 |
0.9% |
82% |
False |
False |
127,723 |
| 40 |
1.1600 |
1.0785 |
0.0815 |
7.1% |
0.0108 |
0.9% |
88% |
False |
False |
89,984 |
| 60 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0129 |
1.1% |
91% |
False |
False |
60,358 |
| 80 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0119 |
1.0% |
91% |
False |
False |
45,366 |
| 100 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0106 |
0.9% |
91% |
False |
False |
36,317 |
| 120 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0089 |
0.8% |
91% |
False |
False |
30,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1851 |
|
2.618 |
1.1723 |
|
1.618 |
1.1645 |
|
1.000 |
1.1597 |
|
0.618 |
1.1567 |
|
HIGH |
1.1519 |
|
0.618 |
1.1489 |
|
0.500 |
1.1480 |
|
0.382 |
1.1471 |
|
LOW |
1.1441 |
|
0.618 |
1.1393 |
|
1.000 |
1.1363 |
|
1.618 |
1.1315 |
|
2.618 |
1.1237 |
|
4.250 |
1.1110 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1496 |
1.1502 |
| PP |
1.1488 |
1.1500 |
| S1 |
1.1480 |
1.1498 |
|