CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 28-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1505 |
1.1386 |
-0.0119 |
-1.0% |
1.1559 |
| High |
1.1522 |
1.1467 |
-0.0055 |
-0.5% |
1.1588 |
| Low |
1.1370 |
1.1385 |
0.0015 |
0.1% |
1.1424 |
| Close |
1.1387 |
1.1443 |
0.0056 |
0.5% |
1.1447 |
| Range |
0.0152 |
0.0082 |
-0.0070 |
-46.1% |
0.0164 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
102,289 |
127,285 |
24,996 |
24.4% |
618,495 |
|
| Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1678 |
1.1642 |
1.1488 |
|
| R3 |
1.1596 |
1.1560 |
1.1466 |
|
| R2 |
1.1514 |
1.1514 |
1.1458 |
|
| R1 |
1.1478 |
1.1478 |
1.1451 |
1.1496 |
| PP |
1.1432 |
1.1432 |
1.1432 |
1.1441 |
| S1 |
1.1396 |
1.1396 |
1.1435 |
1.1414 |
| S2 |
1.1350 |
1.1350 |
1.1428 |
|
| S3 |
1.1268 |
1.1314 |
1.1420 |
|
| S4 |
1.1186 |
1.1232 |
1.1398 |
|
|
| 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 |
1.1370 |
0.0218 |
1.9% |
0.0115 |
1.0% |
33% |
False |
False |
122,506 |
| 10 |
1.1600 |
1.1319 |
0.0281 |
2.5% |
0.0119 |
1.0% |
44% |
False |
False |
126,165 |
| 20 |
1.1600 |
1.1225 |
0.0375 |
3.3% |
0.0113 |
1.0% |
58% |
False |
False |
130,350 |
| 40 |
1.1600 |
1.0785 |
0.0815 |
7.1% |
0.0108 |
0.9% |
81% |
False |
False |
105,151 |
| 60 |
1.1600 |
1.0548 |
0.1052 |
9.2% |
0.0130 |
1.1% |
85% |
False |
False |
70,522 |
| 80 |
1.1600 |
1.0548 |
0.1052 |
9.2% |
0.0120 |
1.1% |
85% |
False |
False |
52,997 |
| 100 |
1.1600 |
1.0548 |
0.1052 |
9.2% |
0.0110 |
1.0% |
85% |
False |
False |
42,442 |
| 120 |
1.1600 |
1.0548 |
0.1052 |
9.2% |
0.0093 |
0.8% |
85% |
False |
False |
35,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1816 |
|
2.618 |
1.1682 |
|
1.618 |
1.1600 |
|
1.000 |
1.1549 |
|
0.618 |
1.1518 |
|
HIGH |
1.1467 |
|
0.618 |
1.1436 |
|
0.500 |
1.1426 |
|
0.382 |
1.1416 |
|
LOW |
1.1385 |
|
0.618 |
1.1334 |
|
1.000 |
1.1303 |
|
1.618 |
1.1252 |
|
2.618 |
1.1170 |
|
4.250 |
1.1037 |
|
|
| Fisher Pivots for day following 28-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1437 |
1.1449 |
| PP |
1.1432 |
1.1447 |
| S1 |
1.1426 |
1.1445 |
|