CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1482 |
1.1545 |
0.0063 |
0.5% |
1.1459 |
| High |
1.1565 |
1.1641 |
0.0076 |
0.7% |
1.1641 |
| Low |
1.1456 |
1.1536 |
0.0080 |
0.7% |
1.1373 |
| Close |
1.1517 |
1.1596 |
0.0079 |
0.7% |
1.1596 |
| Range |
0.0109 |
0.0105 |
-0.0004 |
-3.7% |
0.0268 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.0% |
0.0000 |
| Volume |
333 |
287 |
-46 |
-13.8% |
1,281 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1906 |
1.1856 |
1.1654 |
|
| R3 |
1.1801 |
1.1751 |
1.1625 |
|
| R2 |
1.1696 |
1.1696 |
1.1615 |
|
| R1 |
1.1646 |
1.1646 |
1.1606 |
1.1671 |
| PP |
1.1591 |
1.1591 |
1.1591 |
1.1604 |
| S1 |
1.1541 |
1.1541 |
1.1586 |
1.1566 |
| S2 |
1.1486 |
1.1486 |
1.1577 |
|
| S3 |
1.1381 |
1.1436 |
1.1567 |
|
| S4 |
1.1276 |
1.1331 |
1.1538 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2341 |
1.2236 |
1.1743 |
|
| R3 |
1.2073 |
1.1968 |
1.1670 |
|
| R2 |
1.1805 |
1.1805 |
1.1645 |
|
| R1 |
1.1700 |
1.1700 |
1.1621 |
1.1753 |
| PP |
1.1537 |
1.1537 |
1.1537 |
1.1563 |
| S1 |
1.1432 |
1.1432 |
1.1571 |
1.1485 |
| S2 |
1.1269 |
1.1269 |
1.1547 |
|
| S3 |
1.1001 |
1.1164 |
1.1522 |
|
| S4 |
1.0733 |
1.0896 |
1.1449 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1641 |
1.1373 |
0.0268 |
2.3% |
0.0112 |
1.0% |
83% |
True |
False |
256 |
| 10 |
1.1641 |
1.1373 |
0.0268 |
2.3% |
0.0099 |
0.9% |
83% |
True |
False |
194 |
| 20 |
1.1641 |
1.1246 |
0.0395 |
3.4% |
0.0098 |
0.8% |
89% |
True |
False |
148 |
| 40 |
1.1641 |
1.0900 |
0.0741 |
6.4% |
0.0073 |
0.6% |
94% |
True |
False |
86 |
| 60 |
1.1641 |
1.0728 |
0.0913 |
7.9% |
0.0066 |
0.6% |
95% |
True |
False |
61 |
| 80 |
1.1641 |
1.0583 |
0.1058 |
9.1% |
0.0050 |
0.4% |
96% |
True |
False |
48 |
| 100 |
1.1641 |
1.0583 |
0.1058 |
9.1% |
0.0041 |
0.4% |
96% |
True |
False |
39 |
| 120 |
1.1641 |
1.0583 |
0.1058 |
9.1% |
0.0034 |
0.3% |
96% |
True |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2087 |
|
2.618 |
1.1916 |
|
1.618 |
1.1811 |
|
1.000 |
1.1746 |
|
0.618 |
1.1706 |
|
HIGH |
1.1641 |
|
0.618 |
1.1601 |
|
0.500 |
1.1589 |
|
0.382 |
1.1576 |
|
LOW |
1.1536 |
|
0.618 |
1.1471 |
|
1.000 |
1.1431 |
|
1.618 |
1.1366 |
|
2.618 |
1.1261 |
|
4.250 |
1.1090 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1594 |
1.1566 |
| PP |
1.1591 |
1.1537 |
| S1 |
1.1589 |
1.1507 |
|