CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1398 |
1.1482 |
0.0084 |
0.7% |
1.1562 |
| High |
1.1465 |
1.1565 |
0.0100 |
0.9% |
1.1590 |
| Low |
1.1373 |
1.1456 |
0.0083 |
0.7% |
1.1441 |
| Close |
1.1455 |
1.1517 |
0.0062 |
0.5% |
1.1462 |
| Range |
0.0092 |
0.0109 |
0.0017 |
18.5% |
0.0149 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
1.1% |
0.0000 |
| Volume |
274 |
333 |
59 |
21.5% |
668 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1840 |
1.1787 |
1.1577 |
|
| R3 |
1.1731 |
1.1678 |
1.1547 |
|
| R2 |
1.1622 |
1.1622 |
1.1537 |
|
| R1 |
1.1569 |
1.1569 |
1.1527 |
1.1596 |
| PP |
1.1513 |
1.1513 |
1.1513 |
1.1526 |
| S1 |
1.1460 |
1.1460 |
1.1507 |
1.1487 |
| S2 |
1.1404 |
1.1404 |
1.1497 |
|
| S3 |
1.1295 |
1.1351 |
1.1487 |
|
| S4 |
1.1186 |
1.1242 |
1.1457 |
|
|
| 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 |
1.1565 |
1.1373 |
0.0192 |
1.7% |
0.0109 |
0.9% |
75% |
True |
False |
222 |
| 10 |
1.1601 |
1.1373 |
0.0228 |
2.0% |
0.0103 |
0.9% |
63% |
False |
False |
189 |
| 20 |
1.1601 |
1.1246 |
0.0355 |
3.1% |
0.0102 |
0.9% |
76% |
False |
False |
135 |
| 40 |
1.1601 |
1.0827 |
0.0774 |
6.7% |
0.0071 |
0.6% |
89% |
False |
False |
79 |
| 60 |
1.1601 |
1.0583 |
0.1018 |
8.8% |
0.0065 |
0.6% |
92% |
False |
False |
57 |
| 80 |
1.1601 |
1.0583 |
0.1018 |
8.8% |
0.0049 |
0.4% |
92% |
False |
False |
45 |
| 100 |
1.1601 |
1.0583 |
0.1018 |
8.8% |
0.0040 |
0.3% |
92% |
False |
False |
36 |
| 120 |
1.1601 |
1.0583 |
0.1018 |
8.8% |
0.0033 |
0.3% |
92% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2028 |
|
2.618 |
1.1850 |
|
1.618 |
1.1741 |
|
1.000 |
1.1674 |
|
0.618 |
1.1632 |
|
HIGH |
1.1565 |
|
0.618 |
1.1523 |
|
0.500 |
1.1511 |
|
0.382 |
1.1498 |
|
LOW |
1.1456 |
|
0.618 |
1.1389 |
|
1.000 |
1.1347 |
|
1.618 |
1.1280 |
|
2.618 |
1.1171 |
|
4.250 |
1.0993 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1515 |
1.1501 |
| PP |
1.1513 |
1.1485 |
| S1 |
1.1511 |
1.1469 |
|