CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1592 |
1.1570 |
-0.0022 |
-0.2% |
1.1459 |
| High |
1.1594 |
1.1685 |
0.0091 |
0.8% |
1.1641 |
| Low |
1.1549 |
1.1570 |
0.0021 |
0.2% |
1.1373 |
| Close |
1.1575 |
1.1658 |
0.0083 |
0.7% |
1.1596 |
| Range |
0.0045 |
0.0115 |
0.0070 |
155.6% |
0.0268 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
1.5% |
0.0000 |
| Volume |
310 |
68 |
-242 |
-78.1% |
1,281 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1983 |
1.1935 |
1.1721 |
|
| R3 |
1.1868 |
1.1820 |
1.1690 |
|
| R2 |
1.1753 |
1.1753 |
1.1679 |
|
| R1 |
1.1705 |
1.1705 |
1.1669 |
1.1729 |
| PP |
1.1638 |
1.1638 |
1.1638 |
1.1650 |
| S1 |
1.1590 |
1.1590 |
1.1647 |
1.1614 |
| S2 |
1.1523 |
1.1523 |
1.1637 |
|
| S3 |
1.1408 |
1.1475 |
1.1626 |
|
| S4 |
1.1293 |
1.1360 |
1.1595 |
|
|
| 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 |
1.1685 |
1.1373 |
0.0312 |
2.7% |
0.0093 |
0.8% |
91% |
True |
False |
254 |
| 10 |
1.1685 |
1.1373 |
0.0312 |
2.7% |
0.0097 |
0.8% |
91% |
True |
False |
203 |
| 20 |
1.1685 |
1.1246 |
0.0439 |
3.8% |
0.0097 |
0.8% |
94% |
True |
False |
155 |
| 40 |
1.1685 |
1.0909 |
0.0776 |
6.7% |
0.0077 |
0.7% |
97% |
True |
False |
95 |
| 60 |
1.1685 |
1.0761 |
0.0924 |
7.9% |
0.0056 |
0.5% |
97% |
True |
False |
67 |
| 80 |
1.1685 |
1.0583 |
0.1102 |
9.5% |
0.0052 |
0.4% |
98% |
True |
False |
52 |
| 100 |
1.1685 |
1.0583 |
0.1102 |
9.5% |
0.0043 |
0.4% |
98% |
True |
False |
42 |
| 120 |
1.1685 |
1.0583 |
0.1102 |
9.5% |
0.0035 |
0.3% |
98% |
True |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2174 |
|
2.618 |
1.1986 |
|
1.618 |
1.1871 |
|
1.000 |
1.1800 |
|
0.618 |
1.1756 |
|
HIGH |
1.1685 |
|
0.618 |
1.1641 |
|
0.500 |
1.1628 |
|
0.382 |
1.1614 |
|
LOW |
1.1570 |
|
0.618 |
1.1499 |
|
1.000 |
1.1455 |
|
1.618 |
1.1384 |
|
2.618 |
1.1269 |
|
4.250 |
1.1081 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1648 |
1.1642 |
| PP |
1.1638 |
1.1626 |
| S1 |
1.1628 |
1.1611 |
|