CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1432 |
1.1505 |
0.0073 |
0.6% |
1.1559 |
| High |
1.1527 |
1.1522 |
-0.0005 |
0.0% |
1.1588 |
| Low |
1.1406 |
1.1370 |
-0.0036 |
-0.3% |
1.1424 |
| Close |
1.1517 |
1.1387 |
-0.0130 |
-1.1% |
1.1447 |
| Range |
0.0121 |
0.0152 |
0.0031 |
25.6% |
0.0164 |
| ATR |
0.0113 |
0.0116 |
0.0003 |
2.4% |
0.0000 |
| Volume |
131,600 |
102,289 |
-29,311 |
-22.3% |
618,495 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1882 |
1.1787 |
1.1471 |
|
| R3 |
1.1730 |
1.1635 |
1.1429 |
|
| R2 |
1.1578 |
1.1578 |
1.1415 |
|
| R1 |
1.1483 |
1.1483 |
1.1401 |
1.1455 |
| PP |
1.1426 |
1.1426 |
1.1426 |
1.1412 |
| S1 |
1.1331 |
1.1331 |
1.1373 |
1.1303 |
| S2 |
1.1274 |
1.1274 |
1.1359 |
|
| S3 |
1.1122 |
1.1179 |
1.1345 |
|
| S4 |
1.0970 |
1.1027 |
1.1303 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1978 |
1.1877 |
1.1537 |
|
| R3 |
1.1814 |
1.1713 |
1.1492 |
|
| R2 |
1.1650 |
1.1650 |
1.1477 |
|
| R1 |
1.1549 |
1.1549 |
1.1462 |
1.1518 |
| PP |
1.1486 |
1.1486 |
1.1486 |
1.1471 |
| S1 |
1.1385 |
1.1385 |
1.1432 |
1.1354 |
| S2 |
1.1322 |
1.1322 |
1.1417 |
|
| S3 |
1.1158 |
1.1221 |
1.1402 |
|
| S4 |
1.0994 |
1.1057 |
1.1357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1588 |
1.1370 |
0.0218 |
1.9% |
0.0114 |
1.0% |
8% |
False |
True |
120,619 |
| 10 |
1.1600 |
1.1231 |
0.0369 |
3.2% |
0.0124 |
1.1% |
42% |
False |
False |
125,223 |
| 20 |
1.1600 |
1.1196 |
0.0404 |
3.5% |
0.0116 |
1.0% |
47% |
False |
False |
128,260 |
| 40 |
1.1600 |
1.0785 |
0.0815 |
7.2% |
0.0109 |
1.0% |
74% |
False |
False |
101,985 |
| 60 |
1.1600 |
1.0548 |
0.1052 |
9.2% |
0.0131 |
1.1% |
80% |
False |
False |
68,412 |
| 80 |
1.1600 |
1.0548 |
0.1052 |
9.2% |
0.0120 |
1.1% |
80% |
False |
False |
51,410 |
| 100 |
1.1600 |
1.0548 |
0.1052 |
9.2% |
0.0109 |
1.0% |
80% |
False |
False |
41,169 |
| 120 |
1.1600 |
1.0548 |
0.1052 |
9.2% |
0.0093 |
0.8% |
80% |
False |
False |
34,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2168 |
|
2.618 |
1.1920 |
|
1.618 |
1.1768 |
|
1.000 |
1.1674 |
|
0.618 |
1.1616 |
|
HIGH |
1.1522 |
|
0.618 |
1.1464 |
|
0.500 |
1.1446 |
|
0.382 |
1.1428 |
|
LOW |
1.1370 |
|
0.618 |
1.1276 |
|
1.000 |
1.1218 |
|
1.618 |
1.1124 |
|
2.618 |
1.0972 |
|
4.250 |
1.0724 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1446 |
1.1453 |
| PP |
1.1426 |
1.1431 |
| S1 |
1.1407 |
1.1409 |
|