CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1327 |
1.1306 |
-0.0021 |
-0.2% |
1.1424 |
| High |
1.1328 |
1.1340 |
0.0012 |
0.1% |
1.1518 |
| Low |
1.1305 |
1.1246 |
-0.0059 |
-0.5% |
1.1305 |
| Close |
1.1318 |
1.1323 |
0.0005 |
0.0% |
1.1318 |
| Range |
0.0023 |
0.0094 |
0.0071 |
308.7% |
0.0213 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.1% |
0.0000 |
| Volume |
85 |
30 |
-55 |
-64.7% |
293 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1585 |
1.1548 |
1.1375 |
|
| R3 |
1.1491 |
1.1454 |
1.1349 |
|
| R2 |
1.1397 |
1.1397 |
1.1340 |
|
| R1 |
1.1360 |
1.1360 |
1.1332 |
1.1379 |
| PP |
1.1303 |
1.1303 |
1.1303 |
1.1312 |
| S1 |
1.1266 |
1.1266 |
1.1314 |
1.1285 |
| S2 |
1.1209 |
1.1209 |
1.1306 |
|
| S3 |
1.1115 |
1.1172 |
1.1297 |
|
| S4 |
1.1021 |
1.1078 |
1.1271 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2019 |
1.1882 |
1.1435 |
|
| R3 |
1.1806 |
1.1669 |
1.1377 |
|
| R2 |
1.1593 |
1.1593 |
1.1357 |
|
| R1 |
1.1456 |
1.1456 |
1.1338 |
1.1418 |
| PP |
1.1380 |
1.1380 |
1.1380 |
1.1362 |
| S1 |
1.1243 |
1.1243 |
1.1298 |
1.1205 |
| S2 |
1.1167 |
1.1167 |
1.1279 |
|
| S3 |
1.0954 |
1.1030 |
1.1259 |
|
| S4 |
1.0741 |
1.0817 |
1.1201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1518 |
1.1246 |
0.0272 |
2.4% |
0.0079 |
0.7% |
28% |
False |
True |
64 |
| 10 |
1.1525 |
1.1219 |
0.0306 |
2.7% |
0.0083 |
0.7% |
34% |
False |
False |
54 |
| 20 |
1.1525 |
1.0909 |
0.0616 |
5.4% |
0.0072 |
0.6% |
67% |
False |
False |
44 |
| 40 |
1.1525 |
1.0827 |
0.0698 |
6.2% |
0.0043 |
0.4% |
71% |
False |
False |
26 |
| 60 |
1.1525 |
1.0583 |
0.0942 |
8.3% |
0.0042 |
0.4% |
79% |
False |
False |
21 |
| 80 |
1.1525 |
1.0583 |
0.0942 |
8.3% |
0.0033 |
0.3% |
79% |
False |
False |
17 |
| 100 |
1.1525 |
1.0583 |
0.0942 |
8.3% |
0.0026 |
0.2% |
79% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1740 |
|
2.618 |
1.1586 |
|
1.618 |
1.1492 |
|
1.000 |
1.1434 |
|
0.618 |
1.1398 |
|
HIGH |
1.1340 |
|
0.618 |
1.1304 |
|
0.500 |
1.1293 |
|
0.382 |
1.1282 |
|
LOW |
1.1246 |
|
0.618 |
1.1188 |
|
1.000 |
1.1152 |
|
1.618 |
1.1094 |
|
2.618 |
1.1000 |
|
4.250 |
1.0847 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1313 |
1.1334 |
| PP |
1.1303 |
1.1330 |
| S1 |
1.1293 |
1.1327 |
|