CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1562 |
1.1551 |
-0.0011 |
-0.1% |
1.1306 |
| High |
1.1571 |
1.1551 |
-0.0020 |
-0.2% |
1.1601 |
| Low |
1.1493 |
1.1441 |
-0.0052 |
-0.5% |
1.1246 |
| Close |
1.1552 |
1.1488 |
-0.0064 |
-0.6% |
1.1558 |
| Range |
0.0078 |
0.0110 |
0.0032 |
41.0% |
0.0355 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.6% |
0.0000 |
| Volume |
154 |
135 |
-19 |
-12.3% |
619 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1823 |
1.1766 |
1.1549 |
|
| R3 |
1.1713 |
1.1656 |
1.1518 |
|
| R2 |
1.1603 |
1.1603 |
1.1508 |
|
| R1 |
1.1546 |
1.1546 |
1.1498 |
1.1520 |
| PP |
1.1493 |
1.1493 |
1.1493 |
1.1480 |
| S1 |
1.1436 |
1.1436 |
1.1478 |
1.1410 |
| S2 |
1.1383 |
1.1383 |
1.1468 |
|
| S3 |
1.1273 |
1.1326 |
1.1458 |
|
| S4 |
1.1163 |
1.1216 |
1.1428 |
|
|
| 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 |
1.1267 |
0.0334 |
2.9% |
0.0113 |
1.0% |
66% |
False |
False |
161 |
| 10 |
1.1601 |
1.1246 |
0.0355 |
3.1% |
0.0097 |
0.8% |
68% |
False |
False |
106 |
| 20 |
1.1601 |
1.1025 |
0.0576 |
5.0% |
0.0088 |
0.8% |
80% |
False |
False |
83 |
| 40 |
1.1601 |
1.0827 |
0.0774 |
6.7% |
0.0053 |
0.5% |
85% |
False |
False |
47 |
| 60 |
1.1601 |
1.0583 |
0.1018 |
8.9% |
0.0053 |
0.5% |
89% |
False |
False |
36 |
| 80 |
1.1601 |
1.0583 |
0.1018 |
8.9% |
0.0041 |
0.4% |
89% |
False |
False |
28 |
| 100 |
1.1601 |
1.0583 |
0.1018 |
8.9% |
0.0033 |
0.3% |
89% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2019 |
|
2.618 |
1.1839 |
|
1.618 |
1.1729 |
|
1.000 |
1.1661 |
|
0.618 |
1.1619 |
|
HIGH |
1.1551 |
|
0.618 |
1.1509 |
|
0.500 |
1.1496 |
|
0.382 |
1.1483 |
|
LOW |
1.1441 |
|
0.618 |
1.1373 |
|
1.000 |
1.1331 |
|
1.618 |
1.1263 |
|
2.618 |
1.1153 |
|
4.250 |
1.0974 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1496 |
1.1521 |
| PP |
1.1493 |
1.1510 |
| S1 |
1.1491 |
1.1499 |
|