CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1545 |
1.1592 |
0.0047 |
0.4% |
1.1459 |
| High |
1.1641 |
1.1594 |
-0.0047 |
-0.4% |
1.1641 |
| Low |
1.1536 |
1.1549 |
0.0013 |
0.1% |
1.1373 |
| Close |
1.1596 |
1.1575 |
-0.0021 |
-0.2% |
1.1596 |
| Range |
0.0105 |
0.0045 |
-0.0060 |
-57.1% |
0.0268 |
| ATR |
0.0098 |
0.0095 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
287 |
310 |
23 |
8.0% |
1,281 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1708 |
1.1686 |
1.1600 |
|
| R3 |
1.1663 |
1.1641 |
1.1587 |
|
| R2 |
1.1618 |
1.1618 |
1.1583 |
|
| R1 |
1.1596 |
1.1596 |
1.1579 |
1.1585 |
| PP |
1.1573 |
1.1573 |
1.1573 |
1.1567 |
| S1 |
1.1551 |
1.1551 |
1.1571 |
1.1540 |
| S2 |
1.1528 |
1.1528 |
1.1567 |
|
| S3 |
1.1483 |
1.1506 |
1.1563 |
|
| S4 |
1.1438 |
1.1461 |
1.1550 |
|
|
| 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% |
0.0099 |
0.9% |
75% |
False |
False |
297 |
| 10 |
1.1641 |
1.1373 |
0.0268 |
2.3% |
0.0096 |
0.8% |
75% |
False |
False |
210 |
| 20 |
1.1641 |
1.1246 |
0.0395 |
3.4% |
0.0095 |
0.8% |
83% |
False |
False |
158 |
| 40 |
1.1641 |
1.0909 |
0.0732 |
6.3% |
0.0074 |
0.6% |
91% |
False |
False |
94 |
| 60 |
1.1641 |
1.0761 |
0.0880 |
7.6% |
0.0058 |
0.5% |
93% |
False |
False |
66 |
| 80 |
1.1641 |
1.0583 |
0.1058 |
9.1% |
0.0051 |
0.4% |
94% |
False |
False |
52 |
| 100 |
1.1641 |
1.0583 |
0.1058 |
9.1% |
0.0041 |
0.4% |
94% |
False |
False |
42 |
| 120 |
1.1641 |
1.0583 |
0.1058 |
9.1% |
0.0034 |
0.3% |
94% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1785 |
|
2.618 |
1.1712 |
|
1.618 |
1.1667 |
|
1.000 |
1.1639 |
|
0.618 |
1.1622 |
|
HIGH |
1.1594 |
|
0.618 |
1.1577 |
|
0.500 |
1.1572 |
|
0.382 |
1.1566 |
|
LOW |
1.1549 |
|
0.618 |
1.1521 |
|
1.000 |
1.1504 |
|
1.618 |
1.1476 |
|
2.618 |
1.1431 |
|
4.250 |
1.1358 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1574 |
1.1566 |
| PP |
1.1573 |
1.1557 |
| S1 |
1.1572 |
1.1549 |
|