CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1306 |
1.1294 |
-0.0012 |
-0.1% |
1.1424 |
| High |
1.1340 |
1.1379 |
0.0039 |
0.3% |
1.1518 |
| Low |
1.1246 |
1.1294 |
0.0048 |
0.4% |
1.1305 |
| Close |
1.1323 |
1.1318 |
-0.0005 |
0.0% |
1.1318 |
| Range |
0.0094 |
0.0085 |
-0.0009 |
-9.6% |
0.0213 |
| ATR |
0.0082 |
0.0083 |
0.0000 |
0.2% |
0.0000 |
| Volume |
30 |
71 |
41 |
136.7% |
293 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1585 |
1.1537 |
1.1365 |
|
| R3 |
1.1500 |
1.1452 |
1.1341 |
|
| R2 |
1.1415 |
1.1415 |
1.1334 |
|
| R1 |
1.1367 |
1.1367 |
1.1326 |
1.1391 |
| PP |
1.1330 |
1.1330 |
1.1330 |
1.1343 |
| S1 |
1.1282 |
1.1282 |
1.1310 |
1.1306 |
| S2 |
1.1245 |
1.1245 |
1.1302 |
|
| S3 |
1.1160 |
1.1197 |
1.1295 |
|
| S4 |
1.1075 |
1.1112 |
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% |
0.0081 |
0.7% |
26% |
False |
False |
52 |
| 10 |
1.1525 |
1.1246 |
0.0279 |
2.5% |
0.0090 |
0.8% |
26% |
False |
False |
60 |
| 20 |
1.1525 |
1.0936 |
0.0589 |
5.2% |
0.0075 |
0.7% |
65% |
False |
False |
48 |
| 40 |
1.1525 |
1.0827 |
0.0698 |
6.2% |
0.0045 |
0.4% |
70% |
False |
False |
28 |
| 60 |
1.1525 |
1.0583 |
0.0942 |
8.3% |
0.0044 |
0.4% |
78% |
False |
False |
22 |
| 80 |
1.1525 |
1.0583 |
0.0942 |
8.3% |
0.0034 |
0.3% |
78% |
False |
False |
18 |
| 100 |
1.1525 |
1.0583 |
0.0942 |
8.3% |
0.0027 |
0.2% |
78% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1740 |
|
2.618 |
1.1602 |
|
1.618 |
1.1517 |
|
1.000 |
1.1464 |
|
0.618 |
1.1432 |
|
HIGH |
1.1379 |
|
0.618 |
1.1347 |
|
0.500 |
1.1337 |
|
0.382 |
1.1326 |
|
LOW |
1.1294 |
|
0.618 |
1.1241 |
|
1.000 |
1.1209 |
|
1.618 |
1.1156 |
|
2.618 |
1.1071 |
|
4.250 |
1.0933 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1337 |
1.1316 |
| PP |
1.1330 |
1.1314 |
| S1 |
1.1324 |
1.1313 |
|