CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1434 |
1.1406 |
-0.0028 |
-0.2% |
1.1208 |
| High |
1.1502 |
1.1417 |
-0.0085 |
-0.7% |
1.1512 |
| Low |
1.1402 |
1.1288 |
-0.0114 |
-1.0% |
1.1190 |
| Close |
1.1448 |
1.1321 |
-0.0127 |
-1.1% |
1.1410 |
| Range |
0.0100 |
0.0129 |
0.0029 |
29.0% |
0.0322 |
| ATR |
0.0111 |
0.0114 |
0.0004 |
3.2% |
0.0000 |
| Volume |
143,510 |
126,507 |
-17,003 |
-11.8% |
696,072 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1729 |
1.1654 |
1.1392 |
|
| R3 |
1.1600 |
1.1525 |
1.1356 |
|
| R2 |
1.1471 |
1.1471 |
1.1345 |
|
| R1 |
1.1396 |
1.1396 |
1.1333 |
1.1369 |
| PP |
1.1342 |
1.1342 |
1.1342 |
1.1329 |
| S1 |
1.1267 |
1.1267 |
1.1309 |
1.1240 |
| S2 |
1.1213 |
1.1213 |
1.1297 |
|
| S3 |
1.1084 |
1.1138 |
1.1286 |
|
| S4 |
1.0955 |
1.1009 |
1.1250 |
|
|
| 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 |
1.1288 |
0.0224 |
2.0% |
0.0127 |
1.1% |
15% |
False |
True |
150,398 |
| 10 |
1.1512 |
1.1128 |
0.0384 |
3.4% |
0.0107 |
0.9% |
50% |
False |
False |
135,704 |
| 20 |
1.1512 |
1.0872 |
0.0640 |
5.7% |
0.0099 |
0.9% |
70% |
False |
False |
121,727 |
| 40 |
1.1512 |
1.0695 |
0.0817 |
7.2% |
0.0114 |
1.0% |
77% |
False |
False |
62,989 |
| 60 |
1.1512 |
1.0548 |
0.0964 |
8.5% |
0.0126 |
1.1% |
80% |
False |
False |
42,325 |
| 80 |
1.1512 |
1.0548 |
0.0964 |
8.5% |
0.0116 |
1.0% |
80% |
False |
False |
31,819 |
| 100 |
1.1512 |
1.0548 |
0.0964 |
8.5% |
0.0096 |
0.8% |
80% |
False |
False |
25,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1965 |
|
2.618 |
1.1755 |
|
1.618 |
1.1626 |
|
1.000 |
1.1546 |
|
0.618 |
1.1497 |
|
HIGH |
1.1417 |
|
0.618 |
1.1368 |
|
0.500 |
1.1353 |
|
0.382 |
1.1337 |
|
LOW |
1.1288 |
|
0.618 |
1.1208 |
|
1.000 |
1.1159 |
|
1.618 |
1.1079 |
|
2.618 |
1.0950 |
|
4.250 |
1.0740 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1353 |
1.1395 |
| PP |
1.1342 |
1.1370 |
| S1 |
1.1332 |
1.1346 |
|