CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1476 |
1.1548 |
0.0072 |
0.6% |
1.1306 |
| High |
1.1526 |
1.1590 |
0.0064 |
0.6% |
1.1601 |
| Low |
1.1470 |
1.1490 |
0.0020 |
0.2% |
1.1246 |
| Close |
1.1518 |
1.1512 |
-0.0006 |
-0.1% |
1.1558 |
| Range |
0.0056 |
0.0100 |
0.0044 |
78.6% |
0.0355 |
| ATR |
0.0090 |
0.0090 |
0.0001 |
0.8% |
0.0000 |
| Volume |
133 |
126 |
-7 |
-5.3% |
619 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1831 |
1.1771 |
1.1567 |
|
| R3 |
1.1731 |
1.1671 |
1.1540 |
|
| R2 |
1.1631 |
1.1631 |
1.1530 |
|
| R1 |
1.1571 |
1.1571 |
1.1521 |
1.1551 |
| PP |
1.1531 |
1.1531 |
1.1531 |
1.1521 |
| S1 |
1.1471 |
1.1471 |
1.1503 |
1.1451 |
| S2 |
1.1431 |
1.1431 |
1.1494 |
|
| S3 |
1.1331 |
1.1371 |
1.1485 |
|
| S4 |
1.1231 |
1.1271 |
1.1457 |
|
|
| 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 |
1.1441 |
0.0160 |
1.4% |
0.0097 |
0.8% |
44% |
False |
False |
156 |
| 10 |
1.1601 |
1.1246 |
0.0355 |
3.1% |
0.0093 |
0.8% |
75% |
False |
False |
125 |
| 20 |
1.1601 |
1.1159 |
0.0442 |
3.8% |
0.0088 |
0.8% |
80% |
False |
False |
90 |
| 40 |
1.1601 |
1.0827 |
0.0774 |
6.7% |
0.0057 |
0.5% |
89% |
False |
False |
51 |
| 60 |
1.1601 |
1.0583 |
0.1018 |
8.8% |
0.0055 |
0.5% |
91% |
False |
False |
40 |
| 80 |
1.1601 |
1.0583 |
0.1018 |
8.8% |
0.0043 |
0.4% |
91% |
False |
False |
31 |
| 100 |
1.1601 |
1.0583 |
0.1018 |
8.8% |
0.0034 |
0.3% |
91% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2015 |
|
2.618 |
1.1852 |
|
1.618 |
1.1752 |
|
1.000 |
1.1690 |
|
0.618 |
1.1652 |
|
HIGH |
1.1590 |
|
0.618 |
1.1552 |
|
0.500 |
1.1540 |
|
0.382 |
1.1528 |
|
LOW |
1.1490 |
|
0.618 |
1.1428 |
|
1.000 |
1.1390 |
|
1.618 |
1.1328 |
|
2.618 |
1.1228 |
|
4.250 |
1.1065 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1540 |
1.1516 |
| PP |
1.1531 |
1.1514 |
| S1 |
1.1521 |
1.1513 |
|