CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1462 |
1.1562 |
0.0100 |
0.9% |
1.1306 |
| High |
1.1601 |
1.1571 |
-0.0030 |
-0.3% |
1.1601 |
| Low |
1.1462 |
1.1493 |
0.0031 |
0.3% |
1.1246 |
| Close |
1.1558 |
1.1552 |
-0.0006 |
-0.1% |
1.1558 |
| Range |
0.0139 |
0.0078 |
-0.0061 |
-43.9% |
0.0355 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
235 |
154 |
-81 |
-34.5% |
619 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1773 |
1.1740 |
1.1595 |
|
| R3 |
1.1695 |
1.1662 |
1.1573 |
|
| R2 |
1.1617 |
1.1617 |
1.1566 |
|
| R1 |
1.1584 |
1.1584 |
1.1559 |
1.1562 |
| PP |
1.1539 |
1.1539 |
1.1539 |
1.1527 |
| S1 |
1.1506 |
1.1506 |
1.1545 |
1.1484 |
| S2 |
1.1461 |
1.1461 |
1.1538 |
|
| S3 |
1.1383 |
1.1428 |
1.1531 |
|
| S4 |
1.1305 |
1.1350 |
1.1509 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2533 |
1.2401 |
1.1753 |
|
| R3 |
1.2178 |
1.2046 |
1.1656 |
|
| R2 |
1.1823 |
1.1823 |
1.1623 |
|
| R1 |
1.1691 |
1.1691 |
1.1591 |
1.1757 |
| PP |
1.1468 |
1.1468 |
1.1468 |
1.1502 |
| S1 |
1.1336 |
1.1336 |
1.1525 |
1.1402 |
| S2 |
1.1113 |
1.1113 |
1.1493 |
|
| S3 |
1.0758 |
1.0981 |
1.1460 |
|
| S4 |
1.0403 |
1.0626 |
1.1363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1601 |
1.1267 |
0.0334 |
2.9% |
0.0108 |
0.9% |
85% |
False |
False |
148 |
| 10 |
1.1601 |
1.1246 |
0.0355 |
3.1% |
0.0094 |
0.8% |
86% |
False |
False |
106 |
| 20 |
1.1601 |
1.0968 |
0.0633 |
5.5% |
0.0089 |
0.8% |
92% |
False |
False |
77 |
| 40 |
1.1601 |
1.0827 |
0.0774 |
6.7% |
0.0050 |
0.4% |
94% |
False |
False |
44 |
| 60 |
1.1601 |
1.0583 |
0.1018 |
8.8% |
0.0051 |
0.4% |
95% |
False |
False |
33 |
| 80 |
1.1601 |
1.0583 |
0.1018 |
8.8% |
0.0040 |
0.3% |
95% |
False |
False |
26 |
| 100 |
1.1601 |
1.0583 |
0.1018 |
8.8% |
0.0032 |
0.3% |
95% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1903 |
|
2.618 |
1.1775 |
|
1.618 |
1.1697 |
|
1.000 |
1.1649 |
|
0.618 |
1.1619 |
|
HIGH |
1.1571 |
|
0.618 |
1.1541 |
|
0.500 |
1.1532 |
|
0.382 |
1.1523 |
|
LOW |
1.1493 |
|
0.618 |
1.1445 |
|
1.000 |
1.1415 |
|
1.618 |
1.1367 |
|
2.618 |
1.1289 |
|
4.250 |
1.1162 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1545 |
1.1526 |
| PP |
1.1539 |
1.1499 |
| S1 |
1.1532 |
1.1473 |
|