CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1548 |
1.1496 |
-0.0052 |
-0.5% |
1.1562 |
| High |
1.1590 |
1.1542 |
-0.0048 |
-0.4% |
1.1590 |
| Low |
1.1490 |
1.1454 |
-0.0036 |
-0.3% |
1.1441 |
| Close |
1.1512 |
1.1462 |
-0.0050 |
-0.4% |
1.1462 |
| Range |
0.0100 |
0.0088 |
-0.0012 |
-12.0% |
0.0149 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
126 |
120 |
-6 |
-4.8% |
668 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1750 |
1.1694 |
1.1510 |
|
| R3 |
1.1662 |
1.1606 |
1.1486 |
|
| R2 |
1.1574 |
1.1574 |
1.1478 |
|
| R1 |
1.1518 |
1.1518 |
1.1470 |
1.1502 |
| PP |
1.1486 |
1.1486 |
1.1486 |
1.1478 |
| S1 |
1.1430 |
1.1430 |
1.1454 |
1.1414 |
| S2 |
1.1398 |
1.1398 |
1.1446 |
|
| S3 |
1.1310 |
1.1342 |
1.1438 |
|
| S4 |
1.1222 |
1.1254 |
1.1414 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1945 |
1.1852 |
1.1544 |
|
| R3 |
1.1796 |
1.1703 |
1.1503 |
|
| R2 |
1.1647 |
1.1647 |
1.1489 |
|
| R1 |
1.1554 |
1.1554 |
1.1476 |
1.1526 |
| PP |
1.1498 |
1.1498 |
1.1498 |
1.1484 |
| S1 |
1.1405 |
1.1405 |
1.1448 |
1.1377 |
| S2 |
1.1349 |
1.1349 |
1.1435 |
|
| S3 |
1.1200 |
1.1256 |
1.1421 |
|
| S4 |
1.1051 |
1.1107 |
1.1380 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1590 |
1.1441 |
0.0149 |
1.3% |
0.0086 |
0.8% |
14% |
False |
False |
133 |
| 10 |
1.1601 |
1.1246 |
0.0355 |
3.1% |
0.0099 |
0.9% |
61% |
False |
False |
128 |
| 20 |
1.1601 |
1.1189 |
0.0412 |
3.6% |
0.0089 |
0.8% |
66% |
False |
False |
91 |
| 40 |
1.1601 |
1.0827 |
0.0774 |
6.8% |
0.0059 |
0.5% |
82% |
False |
False |
54 |
| 60 |
1.1601 |
1.0583 |
0.1018 |
8.9% |
0.0057 |
0.5% |
86% |
False |
False |
41 |
| 80 |
1.1601 |
1.0583 |
0.1018 |
8.9% |
0.0044 |
0.4% |
86% |
False |
False |
32 |
| 100 |
1.1601 |
1.0583 |
0.1018 |
8.9% |
0.0035 |
0.3% |
86% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1916 |
|
2.618 |
1.1772 |
|
1.618 |
1.1684 |
|
1.000 |
1.1630 |
|
0.618 |
1.1596 |
|
HIGH |
1.1542 |
|
0.618 |
1.1508 |
|
0.500 |
1.1498 |
|
0.382 |
1.1488 |
|
LOW |
1.1454 |
|
0.618 |
1.1400 |
|
1.000 |
1.1366 |
|
1.618 |
1.1312 |
|
2.618 |
1.1224 |
|
4.250 |
1.1080 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1498 |
1.1522 |
| PP |
1.1486 |
1.1502 |
| S1 |
1.1474 |
1.1482 |
|