CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1497 |
1.1432 |
-0.0065 |
-0.6% |
1.1559 |
| High |
1.1536 |
1.1527 |
-0.0009 |
-0.1% |
1.1588 |
| Low |
1.1433 |
1.1406 |
-0.0027 |
-0.2% |
1.1424 |
| Close |
1.1447 |
1.1517 |
0.0070 |
0.6% |
1.1447 |
| Range |
0.0103 |
0.0121 |
0.0018 |
17.5% |
0.0164 |
| ATR |
0.0113 |
0.0113 |
0.0001 |
0.5% |
0.0000 |
| Volume |
130,064 |
131,600 |
1,536 |
1.2% |
618,495 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1846 |
1.1803 |
1.1584 |
|
| R3 |
1.1725 |
1.1682 |
1.1550 |
|
| R2 |
1.1604 |
1.1604 |
1.1539 |
|
| R1 |
1.1561 |
1.1561 |
1.1528 |
1.1583 |
| PP |
1.1483 |
1.1483 |
1.1483 |
1.1494 |
| S1 |
1.1440 |
1.1440 |
1.1506 |
1.1462 |
| S2 |
1.1362 |
1.1362 |
1.1495 |
|
| S3 |
1.1241 |
1.1319 |
1.1484 |
|
| S4 |
1.1120 |
1.1198 |
1.1450 |
|
|
| 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 |
1.1406 |
0.0182 |
1.6% |
0.0107 |
0.9% |
61% |
False |
True |
119,366 |
| 10 |
1.1600 |
1.1231 |
0.0369 |
3.2% |
0.0120 |
1.0% |
78% |
False |
False |
124,070 |
| 20 |
1.1600 |
1.1190 |
0.0410 |
3.6% |
0.0111 |
1.0% |
80% |
False |
False |
128,839 |
| 40 |
1.1600 |
1.0785 |
0.0815 |
7.1% |
0.0107 |
0.9% |
90% |
False |
False |
99,465 |
| 60 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0129 |
1.1% |
92% |
False |
False |
66,714 |
| 80 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0120 |
1.0% |
92% |
False |
False |
50,136 |
| 100 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0108 |
0.9% |
92% |
False |
False |
40,146 |
| 120 |
1.1600 |
1.0548 |
0.1052 |
9.1% |
0.0091 |
0.8% |
92% |
False |
False |
33,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2041 |
|
2.618 |
1.1844 |
|
1.618 |
1.1723 |
|
1.000 |
1.1648 |
|
0.618 |
1.1602 |
|
HIGH |
1.1527 |
|
0.618 |
1.1481 |
|
0.500 |
1.1467 |
|
0.382 |
1.1452 |
|
LOW |
1.1406 |
|
0.618 |
1.1331 |
|
1.000 |
1.1285 |
|
1.618 |
1.1210 |
|
2.618 |
1.1089 |
|
4.250 |
1.0892 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1500 |
1.1510 |
| PP |
1.1483 |
1.1504 |
| S1 |
1.1467 |
1.1497 |
|