CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1290 |
1.1344 |
0.0054 |
0.5% |
1.1424 |
| High |
1.1369 |
1.1482 |
0.0113 |
1.0% |
1.1518 |
| Low |
1.1267 |
1.1344 |
0.0077 |
0.7% |
1.1305 |
| Close |
1.1358 |
1.1457 |
0.0099 |
0.9% |
1.1318 |
| Range |
0.0102 |
0.0138 |
0.0036 |
35.3% |
0.0213 |
| ATR |
0.0084 |
0.0088 |
0.0004 |
4.6% |
0.0000 |
| Volume |
109 |
174 |
65 |
59.6% |
293 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1842 |
1.1787 |
1.1533 |
|
| R3 |
1.1704 |
1.1649 |
1.1495 |
|
| R2 |
1.1566 |
1.1566 |
1.1482 |
|
| R1 |
1.1511 |
1.1511 |
1.1470 |
1.1539 |
| PP |
1.1428 |
1.1428 |
1.1428 |
1.1441 |
| S1 |
1.1373 |
1.1373 |
1.1444 |
1.1401 |
| S2 |
1.1290 |
1.1290 |
1.1432 |
|
| S3 |
1.1152 |
1.1235 |
1.1419 |
|
| S4 |
1.1014 |
1.1097 |
1.1381 |
|
|
| 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 |
1.1482 |
1.1246 |
0.0236 |
2.1% |
0.0088 |
0.8% |
89% |
True |
False |
93 |
| 10 |
1.1525 |
1.1246 |
0.0279 |
2.4% |
0.0101 |
0.9% |
76% |
False |
False |
82 |
| 20 |
1.1525 |
1.0968 |
0.0557 |
4.9% |
0.0083 |
0.7% |
88% |
False |
False |
60 |
| 40 |
1.1525 |
1.0827 |
0.0698 |
6.1% |
0.0051 |
0.4% |
90% |
False |
False |
35 |
| 60 |
1.1525 |
1.0583 |
0.0942 |
8.2% |
0.0047 |
0.4% |
93% |
False |
False |
27 |
| 80 |
1.1525 |
1.0583 |
0.0942 |
8.2% |
0.0037 |
0.3% |
93% |
False |
False |
21 |
| 100 |
1.1525 |
1.0583 |
0.0942 |
8.2% |
0.0030 |
0.3% |
93% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2069 |
|
2.618 |
1.1843 |
|
1.618 |
1.1705 |
|
1.000 |
1.1620 |
|
0.618 |
1.1567 |
|
HIGH |
1.1482 |
|
0.618 |
1.1429 |
|
0.500 |
1.1413 |
|
0.382 |
1.1397 |
|
LOW |
1.1344 |
|
0.618 |
1.1259 |
|
1.000 |
1.1206 |
|
1.618 |
1.1121 |
|
2.618 |
1.0983 |
|
4.250 |
1.0758 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1442 |
1.1430 |
| PP |
1.1428 |
1.1402 |
| S1 |
1.1413 |
1.1375 |
|