CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1514 |
1.1573 |
0.0059 |
0.5% |
1.1432 |
| High |
1.1640 |
1.1589 |
-0.0051 |
-0.4% |
1.1640 |
| Low |
1.1506 |
1.1512 |
0.0006 |
0.1% |
1.1370 |
| Close |
1.1585 |
1.1564 |
-0.0021 |
-0.2% |
1.1585 |
| Range |
0.0134 |
0.0077 |
-0.0057 |
-42.5% |
0.0270 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
121,890 |
150,407 |
28,517 |
23.4% |
601,701 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1786 |
1.1752 |
1.1606 |
|
| R3 |
1.1709 |
1.1675 |
1.1585 |
|
| R2 |
1.1632 |
1.1632 |
1.1578 |
|
| R1 |
1.1598 |
1.1598 |
1.1571 |
1.1577 |
| PP |
1.1555 |
1.1555 |
1.1555 |
1.1544 |
| S1 |
1.1521 |
1.1521 |
1.1557 |
1.1500 |
| S2 |
1.1478 |
1.1478 |
1.1550 |
|
| S3 |
1.1401 |
1.1444 |
1.1543 |
|
| S4 |
1.1324 |
1.1367 |
1.1522 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2342 |
1.2233 |
1.1734 |
|
| R3 |
1.2072 |
1.1963 |
1.1659 |
|
| R2 |
1.1802 |
1.1802 |
1.1635 |
|
| R1 |
1.1693 |
1.1693 |
1.1610 |
1.1748 |
| PP |
1.1532 |
1.1532 |
1.1532 |
1.1559 |
| S1 |
1.1423 |
1.1423 |
1.1560 |
1.1478 |
| S2 |
1.1262 |
1.1262 |
1.1536 |
|
| S3 |
1.0992 |
1.1153 |
1.1511 |
|
| S4 |
1.0722 |
1.0883 |
1.1437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1640 |
1.1370 |
0.0270 |
2.3% |
0.0115 |
1.0% |
72% |
False |
False |
124,101 |
| 10 |
1.1640 |
1.1370 |
0.0270 |
2.3% |
0.0111 |
1.0% |
72% |
False |
False |
121,733 |
| 20 |
1.1640 |
1.1225 |
0.0415 |
3.6% |
0.0111 |
1.0% |
82% |
False |
False |
125,061 |
| 40 |
1.1640 |
1.0872 |
0.0768 |
6.6% |
0.0106 |
0.9% |
90% |
False |
False |
114,801 |
| 60 |
1.1640 |
1.0695 |
0.0945 |
8.2% |
0.0120 |
1.0% |
92% |
False |
False |
76,964 |
| 80 |
1.1640 |
1.0548 |
0.1092 |
9.4% |
0.0121 |
1.0% |
93% |
False |
False |
57,877 |
| 100 |
1.1640 |
1.0548 |
0.1092 |
9.4% |
0.0114 |
1.0% |
93% |
False |
False |
46,351 |
| 120 |
1.1640 |
1.0548 |
0.1092 |
9.4% |
0.0096 |
0.8% |
93% |
False |
False |
38,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1916 |
|
2.618 |
1.1791 |
|
1.618 |
1.1714 |
|
1.000 |
1.1666 |
|
0.618 |
1.1637 |
|
HIGH |
1.1589 |
|
0.618 |
1.1560 |
|
0.500 |
1.1551 |
|
0.382 |
1.1541 |
|
LOW |
1.1512 |
|
0.618 |
1.1464 |
|
1.000 |
1.1435 |
|
1.618 |
1.1387 |
|
2.618 |
1.1310 |
|
4.250 |
1.1185 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1560 |
1.1554 |
| PP |
1.1555 |
1.1544 |
| S1 |
1.1551 |
1.1535 |
|