CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1321 |
1.1452 |
0.0131 |
1.2% |
1.1284 |
| High |
1.1472 |
1.1600 |
0.0128 |
1.1% |
1.1600 |
| Low |
1.1319 |
1.1435 |
0.0116 |
1.0% |
1.1225 |
| Close |
1.1441 |
1.1542 |
0.0101 |
0.9% |
1.1542 |
| Range |
0.0153 |
0.0165 |
0.0012 |
7.8% |
0.0375 |
| ATR |
0.0113 |
0.0117 |
0.0004 |
3.3% |
0.0000 |
| Volume |
127,216 |
154,771 |
27,555 |
21.7% |
575,292 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2021 |
1.1946 |
1.1633 |
|
| R3 |
1.1856 |
1.1781 |
1.1587 |
|
| R2 |
1.1691 |
1.1691 |
1.1572 |
|
| R1 |
1.1616 |
1.1616 |
1.1557 |
1.1654 |
| PP |
1.1526 |
1.1526 |
1.1526 |
1.1544 |
| S1 |
1.1451 |
1.1451 |
1.1527 |
1.1489 |
| S2 |
1.1361 |
1.1361 |
1.1512 |
|
| S3 |
1.1196 |
1.1286 |
1.1497 |
|
| S4 |
1.1031 |
1.1121 |
1.1451 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2581 |
1.2436 |
1.1748 |
|
| R3 |
1.2206 |
1.2061 |
1.1645 |
|
| R2 |
1.1831 |
1.1831 |
1.1611 |
|
| R1 |
1.1686 |
1.1686 |
1.1576 |
1.1759 |
| PP |
1.1456 |
1.1456 |
1.1456 |
1.1492 |
| S1 |
1.1311 |
1.1311 |
1.1508 |
1.1384 |
| S2 |
1.1081 |
1.1081 |
1.1473 |
|
| S3 |
1.0706 |
1.0936 |
1.1439 |
|
| S4 |
1.0331 |
1.0561 |
1.1336 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1600 |
1.1225 |
0.0375 |
3.2% |
0.0132 |
1.1% |
85% |
True |
False |
115,058 |
| 10 |
1.1600 |
1.1225 |
0.0375 |
3.2% |
0.0113 |
1.0% |
85% |
True |
False |
133,846 |
| 20 |
1.1600 |
1.0944 |
0.0656 |
5.7% |
0.0109 |
0.9% |
91% |
True |
False |
127,932 |
| 40 |
1.1600 |
1.0785 |
0.0815 |
7.1% |
0.0116 |
1.0% |
93% |
True |
False |
80,885 |
| 60 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0128 |
1.1% |
94% |
True |
False |
54,253 |
| 80 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0118 |
1.0% |
94% |
True |
False |
40,785 |
| 100 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0103 |
0.9% |
94% |
True |
False |
32,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2301 |
|
2.618 |
1.2032 |
|
1.618 |
1.1867 |
|
1.000 |
1.1765 |
|
0.618 |
1.1702 |
|
HIGH |
1.1600 |
|
0.618 |
1.1537 |
|
0.500 |
1.1518 |
|
0.382 |
1.1498 |
|
LOW |
1.1435 |
|
0.618 |
1.1333 |
|
1.000 |
1.1270 |
|
1.618 |
1.1168 |
|
2.618 |
1.1003 |
|
4.250 |
1.0734 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1534 |
1.1500 |
| PP |
1.1526 |
1.1458 |
| S1 |
1.1518 |
1.1416 |
|