CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1448 |
1.1514 |
0.0066 |
0.6% |
1.1432 |
| High |
1.1557 |
1.1640 |
0.0083 |
0.7% |
1.1640 |
| Low |
1.1429 |
1.1506 |
0.0077 |
0.7% |
1.1370 |
| Close |
1.1506 |
1.1585 |
0.0079 |
0.7% |
1.1585 |
| Range |
0.0128 |
0.0134 |
0.0006 |
4.7% |
0.0270 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
1.2% |
0.0000 |
| Volume |
118,637 |
121,890 |
3,253 |
2.7% |
601,701 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1979 |
1.1916 |
1.1659 |
|
| R3 |
1.1845 |
1.1782 |
1.1622 |
|
| R2 |
1.1711 |
1.1711 |
1.1610 |
|
| R1 |
1.1648 |
1.1648 |
1.1597 |
1.1680 |
| PP |
1.1577 |
1.1577 |
1.1577 |
1.1593 |
| S1 |
1.1514 |
1.1514 |
1.1573 |
1.1546 |
| S2 |
1.1443 |
1.1443 |
1.1560 |
|
| S3 |
1.1309 |
1.1380 |
1.1548 |
|
| S4 |
1.1175 |
1.1246 |
1.1511 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2342 |
1.2233 |
1.1734 |
|
| R3 |
1.2072 |
1.1963 |
1.1659 |
|
| R2 |
1.1802 |
1.1802 |
1.1635 |
|
| R1 |
1.1693 |
1.1693 |
1.1610 |
1.1748 |
| PP |
1.1532 |
1.1532 |
1.1532 |
1.1559 |
| S1 |
1.1423 |
1.1423 |
1.1560 |
1.1478 |
| S2 |
1.1262 |
1.1262 |
1.1536 |
|
| S3 |
1.0992 |
1.1153 |
1.1511 |
|
| S4 |
1.0722 |
1.0883 |
1.1437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1640 |
1.1370 |
0.0270 |
2.3% |
0.0123 |
1.1% |
80% |
True |
False |
120,340 |
| 10 |
1.1640 |
1.1370 |
0.0270 |
2.3% |
0.0113 |
1.0% |
80% |
True |
False |
122,019 |
| 20 |
1.1640 |
1.1225 |
0.0415 |
3.6% |
0.0113 |
1.0% |
87% |
True |
False |
127,933 |
| 40 |
1.1640 |
1.0785 |
0.0855 |
7.4% |
0.0108 |
0.9% |
94% |
True |
False |
111,082 |
| 60 |
1.1640 |
1.0660 |
0.0980 |
8.5% |
0.0131 |
1.1% |
94% |
True |
False |
74,520 |
| 80 |
1.1640 |
1.0548 |
0.1092 |
9.4% |
0.0121 |
1.0% |
95% |
True |
False |
55,999 |
| 100 |
1.1640 |
1.0548 |
0.1092 |
9.4% |
0.0113 |
1.0% |
95% |
True |
False |
44,847 |
| 120 |
1.1640 |
1.0548 |
0.1092 |
9.4% |
0.0095 |
0.8% |
95% |
True |
False |
37,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2210 |
|
2.618 |
1.1991 |
|
1.618 |
1.1857 |
|
1.000 |
1.1774 |
|
0.618 |
1.1723 |
|
HIGH |
1.1640 |
|
0.618 |
1.1589 |
|
0.500 |
1.1573 |
|
0.382 |
1.1557 |
|
LOW |
1.1506 |
|
0.618 |
1.1423 |
|
1.000 |
1.1372 |
|
1.618 |
1.1289 |
|
2.618 |
1.1155 |
|
4.250 |
1.0937 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1581 |
1.1561 |
| PP |
1.1577 |
1.1537 |
| S1 |
1.1573 |
1.1513 |
|