CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1559 |
1.1529 |
-0.0030 |
-0.3% |
1.1284 |
| High |
1.1571 |
1.1543 |
-0.0028 |
-0.2% |
1.1600 |
| Low |
1.1472 |
1.1424 |
-0.0048 |
-0.4% |
1.1225 |
| Close |
1.1536 |
1.1473 |
-0.0063 |
-0.5% |
1.1542 |
| Range |
0.0099 |
0.0119 |
0.0020 |
20.2% |
0.0375 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
0.2% |
0.0000 |
| Volume |
153,264 |
96,024 |
-57,240 |
-37.3% |
575,292 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1837 |
1.1774 |
1.1538 |
|
| R3 |
1.1718 |
1.1655 |
1.1506 |
|
| R2 |
1.1599 |
1.1599 |
1.1495 |
|
| R1 |
1.1536 |
1.1536 |
1.1484 |
1.1508 |
| PP |
1.1480 |
1.1480 |
1.1480 |
1.1466 |
| S1 |
1.1417 |
1.1417 |
1.1462 |
1.1389 |
| S2 |
1.1361 |
1.1361 |
1.1451 |
|
| S3 |
1.1242 |
1.1298 |
1.1440 |
|
| S4 |
1.1123 |
1.1179 |
1.1408 |
|
|
| 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 |
1.1231 |
0.0369 |
3.2% |
0.0134 |
1.2% |
66% |
False |
False |
129,828 |
| 10 |
1.1600 |
1.1225 |
0.0375 |
3.3% |
0.0115 |
1.0% |
66% |
False |
False |
123,824 |
| 20 |
1.1600 |
1.0990 |
0.0610 |
5.3% |
0.0109 |
1.0% |
79% |
False |
False |
128,298 |
| 40 |
1.1600 |
1.0785 |
0.0815 |
7.1% |
0.0109 |
0.9% |
84% |
False |
False |
87,068 |
| 60 |
1.1600 |
1.0548 |
0.1052 |
9.2% |
0.0129 |
1.1% |
88% |
False |
False |
58,398 |
| 80 |
1.1600 |
1.0548 |
0.1052 |
9.2% |
0.0118 |
1.0% |
88% |
False |
False |
43,895 |
| 100 |
1.1600 |
1.0548 |
0.1052 |
9.2% |
0.0105 |
0.9% |
88% |
False |
False |
35,138 |
| 120 |
1.1600 |
1.0548 |
0.1052 |
9.2% |
0.0088 |
0.8% |
88% |
False |
False |
29,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2049 |
|
2.618 |
1.1855 |
|
1.618 |
1.1736 |
|
1.000 |
1.1662 |
|
0.618 |
1.1617 |
|
HIGH |
1.1543 |
|
0.618 |
1.1498 |
|
0.500 |
1.1484 |
|
0.382 |
1.1469 |
|
LOW |
1.1424 |
|
0.618 |
1.1350 |
|
1.000 |
1.1305 |
|
1.618 |
1.1231 |
|
2.618 |
1.1112 |
|
4.250 |
1.0918 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1484 |
1.1512 |
| PP |
1.1480 |
1.1499 |
| S1 |
1.1477 |
1.1486 |
|