CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1410 |
1.1434 |
0.0024 |
0.2% |
1.1208 |
| High |
1.1459 |
1.1502 |
0.0043 |
0.4% |
1.1512 |
| Low |
1.1376 |
1.1402 |
0.0026 |
0.2% |
1.1190 |
| Close |
1.1448 |
1.1448 |
0.0000 |
0.0% |
1.1410 |
| Range |
0.0083 |
0.0100 |
0.0017 |
20.5% |
0.0322 |
| ATR |
0.0111 |
0.0111 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
141,663 |
143,510 |
1,847 |
1.3% |
696,072 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1751 |
1.1699 |
1.1503 |
|
| R3 |
1.1651 |
1.1599 |
1.1476 |
|
| R2 |
1.1551 |
1.1551 |
1.1466 |
|
| R1 |
1.1499 |
1.1499 |
1.1457 |
1.1525 |
| PP |
1.1451 |
1.1451 |
1.1451 |
1.1464 |
| S1 |
1.1399 |
1.1399 |
1.1439 |
1.1425 |
| S2 |
1.1351 |
1.1351 |
1.1430 |
|
| S3 |
1.1251 |
1.1299 |
1.1421 |
|
| S4 |
1.1151 |
1.1199 |
1.1393 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2337 |
1.2195 |
1.1587 |
|
| R3 |
1.2015 |
1.1873 |
1.1499 |
|
| R2 |
1.1693 |
1.1693 |
1.1469 |
|
| R1 |
1.1551 |
1.1551 |
1.1440 |
1.1622 |
| PP |
1.1371 |
1.1371 |
1.1371 |
1.1406 |
| S1 |
1.1229 |
1.1229 |
1.1380 |
1.1300 |
| S2 |
1.1049 |
1.1049 |
1.1351 |
|
| S3 |
1.0727 |
1.0907 |
1.1321 |
|
| S4 |
1.0405 |
1.0585 |
1.1233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1512 |
1.1279 |
0.0233 |
2.0% |
0.0111 |
1.0% |
73% |
False |
False |
156,378 |
| 10 |
1.1512 |
1.1053 |
0.0459 |
4.0% |
0.0105 |
0.9% |
86% |
False |
False |
134,189 |
| 20 |
1.1512 |
1.0872 |
0.0640 |
5.6% |
0.0096 |
0.8% |
90% |
False |
False |
116,726 |
| 40 |
1.1512 |
1.0695 |
0.0817 |
7.1% |
0.0114 |
1.0% |
92% |
False |
False |
59,838 |
| 60 |
1.1512 |
1.0548 |
0.0964 |
8.4% |
0.0126 |
1.1% |
93% |
False |
False |
40,220 |
| 80 |
1.1512 |
1.0548 |
0.0964 |
8.4% |
0.0116 |
1.0% |
93% |
False |
False |
30,238 |
| 100 |
1.1512 |
1.0548 |
0.0964 |
8.4% |
0.0095 |
0.8% |
93% |
False |
False |
24,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1927 |
|
2.618 |
1.1764 |
|
1.618 |
1.1664 |
|
1.000 |
1.1602 |
|
0.618 |
1.1564 |
|
HIGH |
1.1502 |
|
0.618 |
1.1464 |
|
0.500 |
1.1452 |
|
0.382 |
1.1440 |
|
LOW |
1.1402 |
|
0.618 |
1.1340 |
|
1.000 |
1.1302 |
|
1.618 |
1.1240 |
|
2.618 |
1.1140 |
|
4.250 |
1.0977 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1452 |
1.1441 |
| PP |
1.1451 |
1.1433 |
| S1 |
1.1449 |
1.1426 |
|