CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1424 |
1.1447 |
0.0023 |
0.2% |
1.1219 |
| High |
1.1474 |
1.1518 |
0.0044 |
0.4% |
1.1525 |
| Low |
1.1399 |
1.1426 |
0.0027 |
0.2% |
1.1219 |
| Close |
1.1468 |
1.1467 |
-0.0001 |
0.0% |
1.1430 |
| Range |
0.0075 |
0.0092 |
0.0017 |
22.7% |
0.0306 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.2% |
0.0000 |
| Volume |
134 |
40 |
-94 |
-70.1% |
223 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1746 |
1.1699 |
1.1518 |
|
| R3 |
1.1654 |
1.1607 |
1.1492 |
|
| R2 |
1.1562 |
1.1562 |
1.1484 |
|
| R1 |
1.1515 |
1.1515 |
1.1475 |
1.1539 |
| PP |
1.1470 |
1.1470 |
1.1470 |
1.1482 |
| S1 |
1.1423 |
1.1423 |
1.1459 |
1.1447 |
| S2 |
1.1378 |
1.1378 |
1.1450 |
|
| S3 |
1.1286 |
1.1331 |
1.1442 |
|
| S4 |
1.1194 |
1.1239 |
1.1416 |
|
|
| 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 |
1.1311 |
0.0214 |
1.9% |
0.0099 |
0.9% |
73% |
False |
False |
76 |
| 10 |
1.1525 |
1.1084 |
0.0441 |
3.8% |
0.0081 |
0.7% |
87% |
False |
False |
54 |
| 20 |
1.1525 |
1.0909 |
0.0616 |
5.4% |
0.0062 |
0.5% |
91% |
False |
False |
38 |
| 40 |
1.1525 |
1.0761 |
0.0764 |
6.7% |
0.0038 |
0.3% |
92% |
False |
False |
23 |
| 60 |
1.1525 |
1.0583 |
0.0942 |
8.2% |
0.0039 |
0.3% |
94% |
False |
False |
19 |
| 80 |
1.1525 |
1.0583 |
0.0942 |
8.2% |
0.0030 |
0.3% |
94% |
False |
False |
15 |
| 100 |
1.1525 |
1.0583 |
0.0942 |
8.2% |
0.0024 |
0.2% |
94% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1909 |
|
2.618 |
1.1759 |
|
1.618 |
1.1667 |
|
1.000 |
1.1610 |
|
0.618 |
1.1575 |
|
HIGH |
1.1518 |
|
0.618 |
1.1483 |
|
0.500 |
1.1472 |
|
0.382 |
1.1461 |
|
LOW |
1.1426 |
|
0.618 |
1.1369 |
|
1.000 |
1.1334 |
|
1.618 |
1.1277 |
|
2.618 |
1.1185 |
|
4.250 |
1.1035 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1472 |
1.1460 |
| PP |
1.1470 |
1.1454 |
| S1 |
1.1469 |
1.1447 |
|