CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1420 |
1.1424 |
0.0004 |
0.0% |
1.1219 |
| High |
1.1485 |
1.1474 |
-0.0011 |
-0.1% |
1.1525 |
| Low |
1.1376 |
1.1399 |
0.0023 |
0.2% |
1.1219 |
| Close |
1.1430 |
1.1468 |
0.0038 |
0.3% |
1.1430 |
| Range |
0.0109 |
0.0075 |
-0.0034 |
-31.2% |
0.0306 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
113 |
134 |
21 |
18.6% |
223 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1672 |
1.1645 |
1.1509 |
|
| R3 |
1.1597 |
1.1570 |
1.1489 |
|
| R2 |
1.1522 |
1.1522 |
1.1482 |
|
| R1 |
1.1495 |
1.1495 |
1.1475 |
1.1509 |
| PP |
1.1447 |
1.1447 |
1.1447 |
1.1454 |
| S1 |
1.1420 |
1.1420 |
1.1461 |
1.1434 |
| S2 |
1.1372 |
1.1372 |
1.1454 |
|
| S3 |
1.1297 |
1.1345 |
1.1447 |
|
| S4 |
1.1222 |
1.1270 |
1.1427 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2309 |
1.2176 |
1.1598 |
|
| R3 |
1.2003 |
1.1870 |
1.1514 |
|
| R2 |
1.1697 |
1.1697 |
1.1486 |
|
| R1 |
1.1564 |
1.1564 |
1.1458 |
1.1631 |
| PP |
1.1391 |
1.1391 |
1.1391 |
1.1425 |
| S1 |
1.1258 |
1.1258 |
1.1402 |
1.1325 |
| S2 |
1.1085 |
1.1085 |
1.1374 |
|
| S3 |
1.0779 |
1.0952 |
1.1346 |
|
| S4 |
1.0473 |
1.0646 |
1.1262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1525 |
1.1257 |
0.0268 |
2.3% |
0.0099 |
0.9% |
79% |
False |
False |
69 |
| 10 |
1.1525 |
1.1025 |
0.0500 |
4.4% |
0.0078 |
0.7% |
89% |
False |
False |
59 |
| 20 |
1.1525 |
1.0909 |
0.0616 |
5.4% |
0.0057 |
0.5% |
91% |
False |
False |
36 |
| 40 |
1.1525 |
1.0761 |
0.0764 |
6.7% |
0.0036 |
0.3% |
93% |
False |
False |
23 |
| 60 |
1.1525 |
1.0583 |
0.0942 |
8.2% |
0.0037 |
0.3% |
94% |
False |
False |
18 |
| 80 |
1.1525 |
1.0583 |
0.0942 |
8.2% |
0.0029 |
0.3% |
94% |
False |
False |
14 |
| 100 |
1.1525 |
1.0583 |
0.0942 |
8.2% |
0.0023 |
0.2% |
94% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1793 |
|
2.618 |
1.1670 |
|
1.618 |
1.1595 |
|
1.000 |
1.1549 |
|
0.618 |
1.1520 |
|
HIGH |
1.1474 |
|
0.618 |
1.1445 |
|
0.500 |
1.1437 |
|
0.382 |
1.1428 |
|
LOW |
1.1399 |
|
0.618 |
1.1353 |
|
1.000 |
1.1324 |
|
1.618 |
1.1278 |
|
2.618 |
1.1203 |
|
4.250 |
1.1080 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1458 |
1.1457 |
| PP |
1.1447 |
1.1446 |
| S1 |
1.1437 |
1.1435 |
|