CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1551 |
1.1476 |
-0.0075 |
-0.6% |
1.1306 |
| High |
1.1551 |
1.1526 |
-0.0025 |
-0.2% |
1.1601 |
| Low |
1.1441 |
1.1470 |
0.0029 |
0.3% |
1.1246 |
| Close |
1.1488 |
1.1518 |
0.0030 |
0.3% |
1.1558 |
| Range |
0.0110 |
0.0056 |
-0.0054 |
-49.1% |
0.0355 |
| ATR |
0.0092 |
0.0090 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
135 |
133 |
-2 |
-1.5% |
619 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1673 |
1.1651 |
1.1549 |
|
| R3 |
1.1617 |
1.1595 |
1.1533 |
|
| R2 |
1.1561 |
1.1561 |
1.1528 |
|
| R1 |
1.1539 |
1.1539 |
1.1523 |
1.1550 |
| PP |
1.1505 |
1.1505 |
1.1505 |
1.1510 |
| S1 |
1.1483 |
1.1483 |
1.1513 |
1.1494 |
| S2 |
1.1449 |
1.1449 |
1.1508 |
|
| S3 |
1.1393 |
1.1427 |
1.1503 |
|
| S4 |
1.1337 |
1.1371 |
1.1487 |
|
|
| 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 |
1.1344 |
0.0257 |
2.2% |
0.0104 |
0.9% |
68% |
False |
False |
166 |
| 10 |
1.1601 |
1.1246 |
0.0355 |
3.1% |
0.0094 |
0.8% |
77% |
False |
False |
116 |
| 20 |
1.1601 |
1.1084 |
0.0517 |
4.5% |
0.0087 |
0.8% |
84% |
False |
False |
85 |
| 40 |
1.1601 |
1.0827 |
0.0774 |
6.7% |
0.0054 |
0.5% |
89% |
False |
False |
49 |
| 60 |
1.1601 |
1.0583 |
0.1018 |
8.8% |
0.0054 |
0.5% |
92% |
False |
False |
38 |
| 80 |
1.1601 |
1.0583 |
0.1018 |
8.8% |
0.0042 |
0.4% |
92% |
False |
False |
29 |
| 100 |
1.1601 |
1.0583 |
0.1018 |
8.8% |
0.0033 |
0.3% |
92% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1764 |
|
2.618 |
1.1673 |
|
1.618 |
1.1617 |
|
1.000 |
1.1582 |
|
0.618 |
1.1561 |
|
HIGH |
1.1526 |
|
0.618 |
1.1505 |
|
0.500 |
1.1498 |
|
0.382 |
1.1491 |
|
LOW |
1.1470 |
|
0.618 |
1.1435 |
|
1.000 |
1.1414 |
|
1.618 |
1.1379 |
|
2.618 |
1.1323 |
|
4.250 |
1.1232 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1511 |
1.1514 |
| PP |
1.1505 |
1.1510 |
| S1 |
1.1498 |
1.1506 |
|