CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1294 |
1.1290 |
-0.0004 |
0.0% |
1.1424 |
| High |
1.1379 |
1.1369 |
-0.0010 |
-0.1% |
1.1518 |
| Low |
1.1294 |
1.1267 |
-0.0027 |
-0.2% |
1.1305 |
| Close |
1.1318 |
1.1358 |
0.0040 |
0.4% |
1.1318 |
| Range |
0.0085 |
0.0102 |
0.0017 |
20.0% |
0.0213 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.7% |
0.0000 |
| Volume |
71 |
109 |
38 |
53.5% |
293 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1637 |
1.1600 |
1.1414 |
|
| R3 |
1.1535 |
1.1498 |
1.1386 |
|
| R2 |
1.1433 |
1.1433 |
1.1377 |
|
| R1 |
1.1396 |
1.1396 |
1.1367 |
1.1415 |
| PP |
1.1331 |
1.1331 |
1.1331 |
1.1341 |
| S1 |
1.1294 |
1.1294 |
1.1349 |
1.1313 |
| S2 |
1.1229 |
1.1229 |
1.1339 |
|
| S3 |
1.1127 |
1.1192 |
1.1330 |
|
| S4 |
1.1025 |
1.1090 |
1.1302 |
|
|
| 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 |
1.1422 |
1.1246 |
0.0176 |
1.5% |
0.0083 |
0.7% |
64% |
False |
False |
65 |
| 10 |
1.1525 |
1.1246 |
0.0279 |
2.5% |
0.0091 |
0.8% |
40% |
False |
False |
71 |
| 20 |
1.1525 |
1.0936 |
0.0589 |
5.2% |
0.0080 |
0.7% |
72% |
False |
False |
52 |
| 40 |
1.1525 |
1.0827 |
0.0698 |
6.1% |
0.0048 |
0.4% |
76% |
False |
False |
30 |
| 60 |
1.1525 |
1.0583 |
0.0942 |
8.3% |
0.0045 |
0.4% |
82% |
False |
False |
24 |
| 80 |
1.1525 |
1.0583 |
0.0942 |
8.3% |
0.0035 |
0.3% |
82% |
False |
False |
19 |
| 100 |
1.1525 |
1.0583 |
0.0942 |
8.3% |
0.0028 |
0.2% |
82% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1803 |
|
2.618 |
1.1636 |
|
1.618 |
1.1534 |
|
1.000 |
1.1471 |
|
0.618 |
1.1432 |
|
HIGH |
1.1369 |
|
0.618 |
1.1330 |
|
0.500 |
1.1318 |
|
0.382 |
1.1306 |
|
LOW |
1.1267 |
|
0.618 |
1.1204 |
|
1.000 |
1.1165 |
|
1.618 |
1.1102 |
|
2.618 |
1.1000 |
|
4.250 |
1.0834 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1345 |
1.1343 |
| PP |
1.1331 |
1.1328 |
| S1 |
1.1318 |
1.1313 |
|