CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1502 |
1.1497 |
-0.0005 |
0.0% |
1.1559 |
| High |
1.1588 |
1.1536 |
-0.0052 |
-0.4% |
1.1588 |
| Low |
1.1472 |
1.1433 |
-0.0039 |
-0.3% |
1.1424 |
| Close |
1.1498 |
1.1447 |
-0.0051 |
-0.4% |
1.1447 |
| Range |
0.0116 |
0.0103 |
-0.0013 |
-11.2% |
0.0164 |
| ATR |
0.0113 |
0.0113 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
121,293 |
130,064 |
8,771 |
7.2% |
618,495 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1781 |
1.1717 |
1.1504 |
|
| R3 |
1.1678 |
1.1614 |
1.1475 |
|
| R2 |
1.1575 |
1.1575 |
1.1466 |
|
| R1 |
1.1511 |
1.1511 |
1.1456 |
1.1492 |
| PP |
1.1472 |
1.1472 |
1.1472 |
1.1462 |
| S1 |
1.1408 |
1.1408 |
1.1438 |
1.1389 |
| S2 |
1.1369 |
1.1369 |
1.1428 |
|
| S3 |
1.1266 |
1.1305 |
1.1419 |
|
| S4 |
1.1163 |
1.1202 |
1.1390 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1978 |
1.1877 |
1.1537 |
|
| R3 |
1.1814 |
1.1713 |
1.1492 |
|
| R2 |
1.1650 |
1.1650 |
1.1477 |
|
| R1 |
1.1549 |
1.1549 |
1.1462 |
1.1518 |
| PP |
1.1486 |
1.1486 |
1.1486 |
1.1471 |
| S1 |
1.1385 |
1.1385 |
1.1432 |
1.1354 |
| S2 |
1.1322 |
1.1322 |
1.1417 |
|
| S3 |
1.1158 |
1.1221 |
1.1402 |
|
| S4 |
1.0994 |
1.1057 |
1.1357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1588 |
1.1424 |
0.0164 |
1.4% |
0.0103 |
0.9% |
14% |
False |
False |
123,699 |
| 10 |
1.1600 |
1.1225 |
0.0375 |
3.3% |
0.0117 |
1.0% |
59% |
False |
False |
119,378 |
| 20 |
1.1600 |
1.1152 |
0.0448 |
3.9% |
0.0109 |
1.0% |
66% |
False |
False |
128,953 |
| 40 |
1.1600 |
1.0785 |
0.0815 |
7.1% |
0.0108 |
0.9% |
81% |
False |
False |
96,200 |
| 60 |
1.1600 |
1.0548 |
0.1052 |
9.2% |
0.0128 |
1.1% |
85% |
False |
False |
64,534 |
| 80 |
1.1600 |
1.0548 |
0.1052 |
9.2% |
0.0119 |
1.0% |
85% |
False |
False |
48,498 |
| 100 |
1.1600 |
1.0548 |
0.1052 |
9.2% |
0.0108 |
0.9% |
85% |
False |
False |
38,830 |
| 120 |
1.1600 |
1.0548 |
0.1052 |
9.2% |
0.0090 |
0.8% |
85% |
False |
False |
32,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1974 |
|
2.618 |
1.1806 |
|
1.618 |
1.1703 |
|
1.000 |
1.1639 |
|
0.618 |
1.1600 |
|
HIGH |
1.1536 |
|
0.618 |
1.1497 |
|
0.500 |
1.1485 |
|
0.382 |
1.1472 |
|
LOW |
1.1433 |
|
0.618 |
1.1369 |
|
1.000 |
1.1330 |
|
1.618 |
1.1266 |
|
2.618 |
1.1163 |
|
4.250 |
1.0995 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1485 |
1.1511 |
| PP |
1.1472 |
1.1489 |
| S1 |
1.1460 |
1.1468 |
|