CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1422 |
1.1327 |
-0.0095 |
-0.8% |
1.1424 |
| High |
1.1422 |
1.1328 |
-0.0094 |
-0.8% |
1.1518 |
| Low |
1.1310 |
1.1305 |
-0.0005 |
0.0% |
1.1305 |
| Close |
1.1339 |
1.1318 |
-0.0021 |
-0.2% |
1.1318 |
| Range |
0.0112 |
0.0023 |
-0.0089 |
-79.5% |
0.0213 |
| ATR |
0.0085 |
0.0081 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
34 |
85 |
51 |
150.0% |
293 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1386 |
1.1375 |
1.1331 |
|
| R3 |
1.1363 |
1.1352 |
1.1324 |
|
| R2 |
1.1340 |
1.1340 |
1.1322 |
|
| R1 |
1.1329 |
1.1329 |
1.1320 |
1.1323 |
| PP |
1.1317 |
1.1317 |
1.1317 |
1.1314 |
| S1 |
1.1306 |
1.1306 |
1.1316 |
1.1300 |
| S2 |
1.1294 |
1.1294 |
1.1314 |
|
| S3 |
1.1271 |
1.1283 |
1.1312 |
|
| S4 |
1.1248 |
1.1260 |
1.1305 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2019 |
1.1882 |
1.1435 |
|
| R3 |
1.1806 |
1.1669 |
1.1377 |
|
| R2 |
1.1593 |
1.1593 |
1.1357 |
|
| R1 |
1.1456 |
1.1456 |
1.1338 |
1.1418 |
| PP |
1.1380 |
1.1380 |
1.1380 |
1.1362 |
| S1 |
1.1243 |
1.1243 |
1.1298 |
1.1205 |
| S2 |
1.1167 |
1.1167 |
1.1279 |
|
| S3 |
1.0954 |
1.1030 |
1.1259 |
|
| S4 |
1.0741 |
1.0817 |
1.1201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1518 |
1.1305 |
0.0213 |
1.9% |
0.0082 |
0.7% |
6% |
False |
True |
81 |
| 10 |
1.1525 |
1.1189 |
0.0336 |
3.0% |
0.0079 |
0.7% |
38% |
False |
False |
55 |
| 20 |
1.1525 |
1.0909 |
0.0616 |
5.4% |
0.0067 |
0.6% |
66% |
False |
False |
43 |
| 40 |
1.1525 |
1.0803 |
0.0722 |
6.4% |
0.0041 |
0.4% |
71% |
False |
False |
26 |
| 60 |
1.1525 |
1.0583 |
0.0942 |
8.3% |
0.0041 |
0.4% |
78% |
False |
False |
21 |
| 80 |
1.1525 |
1.0583 |
0.0942 |
8.3% |
0.0032 |
0.3% |
78% |
False |
False |
16 |
| 100 |
1.1525 |
1.0583 |
0.0942 |
8.3% |
0.0025 |
0.2% |
78% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1426 |
|
2.618 |
1.1388 |
|
1.618 |
1.1365 |
|
1.000 |
1.1351 |
|
0.618 |
1.1342 |
|
HIGH |
1.1328 |
|
0.618 |
1.1319 |
|
0.500 |
1.1317 |
|
0.382 |
1.1314 |
|
LOW |
1.1305 |
|
0.618 |
1.1291 |
|
1.000 |
1.1282 |
|
1.618 |
1.1268 |
|
2.618 |
1.1245 |
|
4.250 |
1.1207 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1318 |
1.1412 |
| PP |
1.1317 |
1.1380 |
| S1 |
1.1317 |
1.1349 |
|