CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1284 |
1.1291 |
0.0007 |
0.1% |
1.1410 |
| High |
1.1323 |
1.1370 |
0.0047 |
0.4% |
1.1502 |
| Low |
1.1225 |
1.1261 |
0.0036 |
0.3% |
1.1282 |
| Close |
1.1305 |
1.1300 |
-0.0005 |
0.0% |
1.1301 |
| Range |
0.0098 |
0.0109 |
0.0011 |
11.2% |
0.0220 |
| ATR |
0.0108 |
0.0108 |
0.0000 |
0.0% |
0.0000 |
| Volume |
84,687 |
90,750 |
6,063 |
7.2% |
555,325 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1637 |
1.1578 |
1.1360 |
|
| R3 |
1.1528 |
1.1469 |
1.1330 |
|
| R2 |
1.1419 |
1.1419 |
1.1320 |
|
| R1 |
1.1360 |
1.1360 |
1.1310 |
1.1390 |
| PP |
1.1310 |
1.1310 |
1.1310 |
1.1325 |
| S1 |
1.1251 |
1.1251 |
1.1290 |
1.1281 |
| S2 |
1.1201 |
1.1201 |
1.1280 |
|
| S3 |
1.1092 |
1.1142 |
1.1270 |
|
| S4 |
1.0983 |
1.1033 |
1.1240 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2022 |
1.1881 |
1.1422 |
|
| R3 |
1.1802 |
1.1661 |
1.1362 |
|
| R2 |
1.1582 |
1.1582 |
1.1341 |
|
| R1 |
1.1441 |
1.1441 |
1.1321 |
1.1402 |
| PP |
1.1362 |
1.1362 |
1.1362 |
1.1342 |
| S1 |
1.1221 |
1.1221 |
1.1281 |
1.1182 |
| S2 |
1.1142 |
1.1142 |
1.1261 |
|
| S3 |
1.0922 |
1.1001 |
1.1241 |
|
| S4 |
1.0702 |
1.0781 |
1.1180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1502 |
1.1225 |
0.0277 |
2.5% |
0.0096 |
0.8% |
27% |
False |
False |
117,819 |
| 10 |
1.1512 |
1.1196 |
0.0316 |
2.8% |
0.0108 |
1.0% |
33% |
False |
False |
131,296 |
| 20 |
1.1512 |
1.0906 |
0.0606 |
5.4% |
0.0100 |
0.9% |
65% |
False |
False |
124,505 |
| 40 |
1.1512 |
1.0776 |
0.0736 |
6.5% |
0.0113 |
1.0% |
71% |
False |
False |
70,926 |
| 60 |
1.1512 |
1.0548 |
0.0964 |
8.5% |
0.0125 |
1.1% |
78% |
False |
False |
47,616 |
| 80 |
1.1512 |
1.0548 |
0.0964 |
8.5% |
0.0117 |
1.0% |
78% |
False |
False |
35,791 |
| 100 |
1.1512 |
1.0548 |
0.0964 |
8.5% |
0.0099 |
0.9% |
78% |
False |
False |
28,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1833 |
|
2.618 |
1.1655 |
|
1.618 |
1.1546 |
|
1.000 |
1.1479 |
|
0.618 |
1.1437 |
|
HIGH |
1.1370 |
|
0.618 |
1.1328 |
|
0.500 |
1.1316 |
|
0.382 |
1.1303 |
|
LOW |
1.1261 |
|
0.618 |
1.1194 |
|
1.000 |
1.1152 |
|
1.618 |
1.1085 |
|
2.618 |
1.0976 |
|
4.250 |
1.0798 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1316 |
1.1299 |
| PP |
1.1310 |
1.1298 |
| S1 |
1.1305 |
1.1298 |
|