CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1344 |
1.1420 |
0.0076 |
0.7% |
1.1219 |
| High |
1.1525 |
1.1485 |
-0.0040 |
-0.3% |
1.1525 |
| Low |
1.1344 |
1.1376 |
0.0032 |
0.3% |
1.1219 |
| Close |
1.1465 |
1.1430 |
-0.0035 |
-0.3% |
1.1430 |
| Range |
0.0181 |
0.0109 |
-0.0072 |
-39.8% |
0.0306 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
3.0% |
0.0000 |
| Volume |
31 |
113 |
82 |
264.5% |
223 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1757 |
1.1703 |
1.1490 |
|
| R3 |
1.1648 |
1.1594 |
1.1460 |
|
| R2 |
1.1539 |
1.1539 |
1.1450 |
|
| R1 |
1.1485 |
1.1485 |
1.1440 |
1.1512 |
| PP |
1.1430 |
1.1430 |
1.1430 |
1.1444 |
| S1 |
1.1376 |
1.1376 |
1.1420 |
1.1403 |
| S2 |
1.1321 |
1.1321 |
1.1410 |
|
| S3 |
1.1212 |
1.1267 |
1.1400 |
|
| S4 |
1.1103 |
1.1158 |
1.1370 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2309 |
1.2176 |
1.1598 |
|
| R3 |
1.2003 |
1.1870 |
1.1514 |
|
| R2 |
1.1697 |
1.1697 |
1.1486 |
|
| R1 |
1.1564 |
1.1564 |
1.1458 |
1.1631 |
| PP |
1.1391 |
1.1391 |
1.1391 |
1.1425 |
| S1 |
1.1258 |
1.1258 |
1.1402 |
1.1325 |
| S2 |
1.1085 |
1.1085 |
1.1374 |
|
| S3 |
1.0779 |
1.0952 |
1.1346 |
|
| S4 |
1.0473 |
1.0646 |
1.1262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1525 |
1.1219 |
0.0306 |
2.7% |
0.0087 |
0.8% |
69% |
False |
False |
44 |
| 10 |
1.1525 |
1.0968 |
0.0557 |
4.9% |
0.0084 |
0.7% |
83% |
False |
False |
47 |
| 20 |
1.1525 |
1.0909 |
0.0616 |
5.4% |
0.0054 |
0.5% |
85% |
False |
False |
29 |
| 40 |
1.1525 |
1.0761 |
0.0764 |
6.7% |
0.0040 |
0.3% |
88% |
False |
False |
20 |
| 60 |
1.1525 |
1.0583 |
0.0942 |
8.2% |
0.0036 |
0.3% |
90% |
False |
False |
16 |
| 80 |
1.1525 |
1.0583 |
0.0942 |
8.2% |
0.0028 |
0.2% |
90% |
False |
False |
13 |
| 100 |
1.1525 |
1.0583 |
0.0942 |
8.2% |
0.0022 |
0.2% |
90% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1948 |
|
2.618 |
1.1770 |
|
1.618 |
1.1661 |
|
1.000 |
1.1594 |
|
0.618 |
1.1552 |
|
HIGH |
1.1485 |
|
0.618 |
1.1443 |
|
0.500 |
1.1431 |
|
0.382 |
1.1418 |
|
LOW |
1.1376 |
|
0.618 |
1.1309 |
|
1.000 |
1.1267 |
|
1.618 |
1.1200 |
|
2.618 |
1.1091 |
|
4.250 |
1.0913 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1431 |
1.1426 |
| PP |
1.1430 |
1.1422 |
| S1 |
1.1430 |
1.1418 |
|