CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1496 |
1.1459 |
-0.0037 |
-0.3% |
1.1562 |
| High |
1.1542 |
1.1536 |
-0.0006 |
-0.1% |
1.1590 |
| Low |
1.1454 |
1.1423 |
-0.0031 |
-0.3% |
1.1441 |
| Close |
1.1462 |
1.1531 |
0.0069 |
0.6% |
1.1462 |
| Range |
0.0088 |
0.0113 |
0.0025 |
28.4% |
0.0149 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
1.8% |
0.0000 |
| Volume |
120 |
105 |
-15 |
-12.5% |
668 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1836 |
1.1796 |
1.1593 |
|
| R3 |
1.1723 |
1.1683 |
1.1562 |
|
| R2 |
1.1610 |
1.1610 |
1.1552 |
|
| R1 |
1.1570 |
1.1570 |
1.1541 |
1.1590 |
| PP |
1.1497 |
1.1497 |
1.1497 |
1.1507 |
| S1 |
1.1457 |
1.1457 |
1.1521 |
1.1477 |
| S2 |
1.1384 |
1.1384 |
1.1510 |
|
| S3 |
1.1271 |
1.1344 |
1.1500 |
|
| S4 |
1.1158 |
1.1231 |
1.1469 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1945 |
1.1852 |
1.1544 |
|
| R3 |
1.1796 |
1.1703 |
1.1503 |
|
| R2 |
1.1647 |
1.1647 |
1.1489 |
|
| R1 |
1.1554 |
1.1554 |
1.1476 |
1.1526 |
| PP |
1.1498 |
1.1498 |
1.1498 |
1.1484 |
| S1 |
1.1405 |
1.1405 |
1.1448 |
1.1377 |
| S2 |
1.1349 |
1.1349 |
1.1435 |
|
| S3 |
1.1200 |
1.1256 |
1.1421 |
|
| S4 |
1.1051 |
1.1107 |
1.1380 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1590 |
1.1423 |
0.0167 |
1.4% |
0.0093 |
0.8% |
65% |
False |
True |
123 |
| 10 |
1.1601 |
1.1267 |
0.0334 |
2.9% |
0.0101 |
0.9% |
79% |
False |
False |
136 |
| 20 |
1.1601 |
1.1219 |
0.0382 |
3.3% |
0.0092 |
0.8% |
82% |
False |
False |
95 |
| 40 |
1.1601 |
1.0827 |
0.0774 |
6.7% |
0.0062 |
0.5% |
91% |
False |
False |
57 |
| 60 |
1.1601 |
1.0583 |
0.1018 |
8.8% |
0.0059 |
0.5% |
93% |
False |
False |
42 |
| 80 |
1.1601 |
1.0583 |
0.1018 |
8.8% |
0.0045 |
0.4% |
93% |
False |
False |
34 |
| 100 |
1.1601 |
1.0583 |
0.1018 |
8.8% |
0.0036 |
0.3% |
93% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2016 |
|
2.618 |
1.1832 |
|
1.618 |
1.1719 |
|
1.000 |
1.1649 |
|
0.618 |
1.1606 |
|
HIGH |
1.1536 |
|
0.618 |
1.1493 |
|
0.500 |
1.1480 |
|
0.382 |
1.1466 |
|
LOW |
1.1423 |
|
0.618 |
1.1353 |
|
1.000 |
1.1310 |
|
1.618 |
1.1240 |
|
2.618 |
1.1127 |
|
4.250 |
1.0943 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1514 |
1.1523 |
| PP |
1.1497 |
1.1515 |
| S1 |
1.1480 |
1.1507 |
|