CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1444 |
1.1502 |
0.0058 |
0.5% |
1.1284 |
| High |
1.1519 |
1.1588 |
0.0069 |
0.6% |
1.1600 |
| Low |
1.1441 |
1.1472 |
0.0031 |
0.3% |
1.1225 |
| Close |
1.1504 |
1.1498 |
-0.0006 |
-0.1% |
1.1542 |
| Range |
0.0078 |
0.0116 |
0.0038 |
48.7% |
0.0375 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
0.2% |
0.0000 |
| Volume |
117,850 |
121,293 |
3,443 |
2.9% |
575,292 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1867 |
1.1799 |
1.1562 |
|
| R3 |
1.1751 |
1.1683 |
1.1530 |
|
| R2 |
1.1635 |
1.1635 |
1.1519 |
|
| R1 |
1.1567 |
1.1567 |
1.1509 |
1.1543 |
| PP |
1.1519 |
1.1519 |
1.1519 |
1.1508 |
| S1 |
1.1451 |
1.1451 |
1.1487 |
1.1427 |
| S2 |
1.1403 |
1.1403 |
1.1477 |
|
| S3 |
1.1287 |
1.1335 |
1.1466 |
|
| S4 |
1.1171 |
1.1219 |
1.1434 |
|
|
| 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 |
1.1424 |
0.0176 |
1.5% |
0.0115 |
1.0% |
42% |
False |
False |
128,640 |
| 10 |
1.1600 |
1.1225 |
0.0375 |
3.3% |
0.0111 |
1.0% |
73% |
False |
False |
120,736 |
| 20 |
1.1600 |
1.1128 |
0.0472 |
4.1% |
0.0109 |
0.9% |
78% |
False |
False |
128,220 |
| 40 |
1.1600 |
1.0785 |
0.0815 |
7.1% |
0.0108 |
0.9% |
87% |
False |
False |
93,001 |
| 60 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0129 |
1.1% |
90% |
False |
False |
62,375 |
| 80 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0119 |
1.0% |
90% |
False |
False |
46,877 |
| 100 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0107 |
0.9% |
90% |
False |
False |
37,530 |
| 120 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0090 |
0.8% |
90% |
False |
False |
31,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2081 |
|
2.618 |
1.1892 |
|
1.618 |
1.1776 |
|
1.000 |
1.1704 |
|
0.618 |
1.1660 |
|
HIGH |
1.1588 |
|
0.618 |
1.1544 |
|
0.500 |
1.1530 |
|
0.382 |
1.1516 |
|
LOW |
1.1472 |
|
0.618 |
1.1400 |
|
1.000 |
1.1356 |
|
1.618 |
1.1284 |
|
2.618 |
1.1168 |
|
4.250 |
1.0979 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1530 |
1.1506 |
| PP |
1.1519 |
1.1503 |
| S1 |
1.1509 |
1.1501 |
|