CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1386 |
1.1448 |
0.0062 |
0.5% |
1.1559 |
| High |
1.1467 |
1.1557 |
0.0090 |
0.8% |
1.1588 |
| Low |
1.1385 |
1.1429 |
0.0044 |
0.4% |
1.1424 |
| Close |
1.1443 |
1.1506 |
0.0063 |
0.6% |
1.1447 |
| Range |
0.0082 |
0.0128 |
0.0046 |
56.1% |
0.0164 |
| ATR |
0.0114 |
0.0115 |
0.0001 |
0.9% |
0.0000 |
| Volume |
127,285 |
118,637 |
-8,648 |
-6.8% |
618,495 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1881 |
1.1822 |
1.1576 |
|
| R3 |
1.1753 |
1.1694 |
1.1541 |
|
| R2 |
1.1625 |
1.1625 |
1.1529 |
|
| R1 |
1.1566 |
1.1566 |
1.1518 |
1.1596 |
| PP |
1.1497 |
1.1497 |
1.1497 |
1.1512 |
| S1 |
1.1438 |
1.1438 |
1.1494 |
1.1468 |
| S2 |
1.1369 |
1.1369 |
1.1483 |
|
| S3 |
1.1241 |
1.1310 |
1.1471 |
|
| S4 |
1.1113 |
1.1182 |
1.1436 |
|
|
| 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 |
1.1557 |
1.1370 |
0.0187 |
1.6% |
0.0117 |
1.0% |
73% |
True |
False |
121,975 |
| 10 |
1.1600 |
1.1370 |
0.0230 |
2.0% |
0.0116 |
1.0% |
59% |
False |
False |
125,307 |
| 20 |
1.1600 |
1.1225 |
0.0375 |
3.3% |
0.0117 |
1.0% |
75% |
False |
False |
128,461 |
| 40 |
1.1600 |
1.0785 |
0.0815 |
7.1% |
0.0107 |
0.9% |
88% |
False |
False |
108,072 |
| 60 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0131 |
1.1% |
91% |
False |
False |
72,495 |
| 80 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0121 |
1.1% |
91% |
False |
False |
54,479 |
| 100 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0111 |
1.0% |
91% |
False |
False |
43,628 |
| 120 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0094 |
0.8% |
91% |
False |
False |
36,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2101 |
|
2.618 |
1.1892 |
|
1.618 |
1.1764 |
|
1.000 |
1.1685 |
|
0.618 |
1.1636 |
|
HIGH |
1.1557 |
|
0.618 |
1.1508 |
|
0.500 |
1.1493 |
|
0.382 |
1.1478 |
|
LOW |
1.1429 |
|
0.618 |
1.1350 |
|
1.000 |
1.1301 |
|
1.618 |
1.1222 |
|
2.618 |
1.1094 |
|
4.250 |
1.0885 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1502 |
1.1492 |
| PP |
1.1497 |
1.1478 |
| S1 |
1.1493 |
1.1464 |
|