CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1447 |
1.1422 |
-0.0025 |
-0.2% |
1.1219 |
| High |
1.1518 |
1.1422 |
-0.0096 |
-0.8% |
1.1525 |
| Low |
1.1426 |
1.1310 |
-0.0116 |
-1.0% |
1.1219 |
| Close |
1.1467 |
1.1339 |
-0.0128 |
-1.1% |
1.1430 |
| Range |
0.0092 |
0.0112 |
0.0020 |
21.7% |
0.0306 |
| ATR |
0.0080 |
0.0085 |
0.0006 |
7.0% |
0.0000 |
| Volume |
40 |
34 |
-6 |
-15.0% |
223 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1693 |
1.1628 |
1.1401 |
|
| R3 |
1.1581 |
1.1516 |
1.1370 |
|
| R2 |
1.1469 |
1.1469 |
1.1360 |
|
| R1 |
1.1404 |
1.1404 |
1.1349 |
1.1381 |
| PP |
1.1357 |
1.1357 |
1.1357 |
1.1345 |
| S1 |
1.1292 |
1.1292 |
1.1329 |
1.1269 |
| S2 |
1.1245 |
1.1245 |
1.1318 |
|
| S3 |
1.1133 |
1.1180 |
1.1308 |
|
| S4 |
1.1021 |
1.1068 |
1.1277 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2309 |
1.2176 |
1.1598 |
|
| R3 |
1.2003 |
1.1870 |
1.1514 |
|
| R2 |
1.1697 |
1.1697 |
1.1486 |
|
| R1 |
1.1564 |
1.1564 |
1.1458 |
1.1631 |
| PP |
1.1391 |
1.1391 |
1.1391 |
1.1425 |
| S1 |
1.1258 |
1.1258 |
1.1402 |
1.1325 |
| S2 |
1.1085 |
1.1085 |
1.1374 |
|
| S3 |
1.0779 |
1.0952 |
1.1346 |
|
| S4 |
1.0473 |
1.0646 |
1.1262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1525 |
1.1310 |
0.0215 |
1.9% |
0.0114 |
1.0% |
13% |
False |
True |
70 |
| 10 |
1.1525 |
1.1159 |
0.0366 |
3.2% |
0.0084 |
0.7% |
49% |
False |
False |
55 |
| 20 |
1.1525 |
1.0909 |
0.0616 |
5.4% |
0.0067 |
0.6% |
70% |
False |
False |
39 |
| 40 |
1.1525 |
1.0761 |
0.0764 |
6.7% |
0.0040 |
0.4% |
76% |
False |
False |
24 |
| 60 |
1.1525 |
1.0583 |
0.0942 |
8.3% |
0.0040 |
0.4% |
80% |
False |
False |
19 |
| 80 |
1.1525 |
1.0583 |
0.0942 |
8.3% |
0.0031 |
0.3% |
80% |
False |
False |
15 |
| 100 |
1.1525 |
1.0583 |
0.0942 |
8.3% |
0.0025 |
0.2% |
80% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1898 |
|
2.618 |
1.1715 |
|
1.618 |
1.1603 |
|
1.000 |
1.1534 |
|
0.618 |
1.1491 |
|
HIGH |
1.1422 |
|
0.618 |
1.1379 |
|
0.500 |
1.1366 |
|
0.382 |
1.1353 |
|
LOW |
1.1310 |
|
0.618 |
1.1241 |
|
1.000 |
1.1198 |
|
1.618 |
1.1129 |
|
2.618 |
1.1017 |
|
4.250 |
1.0834 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1366 |
1.1414 |
| PP |
1.1357 |
1.1389 |
| S1 |
1.1348 |
1.1364 |
|