CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1344 |
1.1462 |
0.0118 |
1.0% |
1.1306 |
| High |
1.1482 |
1.1601 |
0.0119 |
1.0% |
1.1601 |
| Low |
1.1344 |
1.1462 |
0.0118 |
1.0% |
1.1246 |
| Close |
1.1457 |
1.1558 |
0.0101 |
0.9% |
1.1558 |
| Range |
0.0138 |
0.0139 |
0.0001 |
0.7% |
0.0355 |
| ATR |
0.0088 |
0.0092 |
0.0004 |
4.6% |
0.0000 |
| Volume |
174 |
235 |
61 |
35.1% |
619 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1957 |
1.1897 |
1.1634 |
|
| R3 |
1.1818 |
1.1758 |
1.1596 |
|
| R2 |
1.1679 |
1.1679 |
1.1583 |
|
| R1 |
1.1619 |
1.1619 |
1.1571 |
1.1649 |
| PP |
1.1540 |
1.1540 |
1.1540 |
1.1556 |
| S1 |
1.1480 |
1.1480 |
1.1545 |
1.1510 |
| S2 |
1.1401 |
1.1401 |
1.1533 |
|
| S3 |
1.1262 |
1.1341 |
1.1520 |
|
| S4 |
1.1123 |
1.1202 |
1.1482 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2533 |
1.2401 |
1.1753 |
|
| R3 |
1.2178 |
1.2046 |
1.1656 |
|
| R2 |
1.1823 |
1.1823 |
1.1623 |
|
| R1 |
1.1691 |
1.1691 |
1.1591 |
1.1757 |
| PP |
1.1468 |
1.1468 |
1.1468 |
1.1502 |
| S1 |
1.1336 |
1.1336 |
1.1525 |
1.1402 |
| S2 |
1.1113 |
1.1113 |
1.1493 |
|
| S3 |
1.0758 |
1.0981 |
1.1460 |
|
| S4 |
1.0403 |
1.0626 |
1.1363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1601 |
1.1246 |
0.0355 |
3.1% |
0.0112 |
1.0% |
88% |
True |
False |
123 |
| 10 |
1.1601 |
1.1246 |
0.0355 |
3.1% |
0.0097 |
0.8% |
88% |
True |
False |
102 |
| 20 |
1.1601 |
1.0968 |
0.0633 |
5.5% |
0.0086 |
0.7% |
93% |
True |
False |
70 |
| 40 |
1.1601 |
1.0827 |
0.0774 |
6.7% |
0.0053 |
0.5% |
94% |
True |
False |
40 |
| 60 |
1.1601 |
1.0583 |
0.1018 |
8.8% |
0.0050 |
0.4% |
96% |
True |
False |
31 |
| 80 |
1.1601 |
1.0583 |
0.1018 |
8.8% |
0.0039 |
0.3% |
96% |
True |
False |
24 |
| 100 |
1.1601 |
1.0583 |
0.1018 |
8.8% |
0.0031 |
0.3% |
96% |
True |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2192 |
|
2.618 |
1.1965 |
|
1.618 |
1.1826 |
|
1.000 |
1.1740 |
|
0.618 |
1.1687 |
|
HIGH |
1.1601 |
|
0.618 |
1.1548 |
|
0.500 |
1.1532 |
|
0.382 |
1.1515 |
|
LOW |
1.1462 |
|
0.618 |
1.1376 |
|
1.000 |
1.1323 |
|
1.618 |
1.1237 |
|
2.618 |
1.1098 |
|
4.250 |
1.0871 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1549 |
1.1517 |
| PP |
1.1540 |
1.1475 |
| S1 |
1.1532 |
1.1434 |
|