CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1459 |
1.1522 |
0.0063 |
0.5% |
1.1562 |
| High |
1.1536 |
1.1529 |
-0.0007 |
-0.1% |
1.1590 |
| Low |
1.1423 |
1.1386 |
-0.0037 |
-0.3% |
1.1441 |
| Close |
1.1531 |
1.1401 |
-0.0130 |
-1.1% |
1.1462 |
| Range |
0.0113 |
0.0143 |
0.0030 |
26.5% |
0.0149 |
| ATR |
0.0092 |
0.0096 |
0.0004 |
4.1% |
0.0000 |
| Volume |
105 |
282 |
177 |
168.6% |
668 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1868 |
1.1777 |
1.1480 |
|
| R3 |
1.1725 |
1.1634 |
1.1440 |
|
| R2 |
1.1582 |
1.1582 |
1.1427 |
|
| R1 |
1.1491 |
1.1491 |
1.1414 |
1.1465 |
| PP |
1.1439 |
1.1439 |
1.1439 |
1.1426 |
| S1 |
1.1348 |
1.1348 |
1.1388 |
1.1322 |
| S2 |
1.1296 |
1.1296 |
1.1375 |
|
| S3 |
1.1153 |
1.1205 |
1.1362 |
|
| S4 |
1.1010 |
1.1062 |
1.1322 |
|
|
| 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 |
1.1386 |
0.0204 |
1.8% |
0.0100 |
0.9% |
7% |
False |
True |
153 |
| 10 |
1.1601 |
1.1267 |
0.0334 |
2.9% |
0.0107 |
0.9% |
40% |
False |
False |
157 |
| 20 |
1.1601 |
1.1246 |
0.0355 |
3.1% |
0.0098 |
0.9% |
44% |
False |
False |
109 |
| 40 |
1.1601 |
1.0827 |
0.0774 |
6.8% |
0.0066 |
0.6% |
74% |
False |
False |
64 |
| 60 |
1.1601 |
1.0583 |
0.1018 |
8.9% |
0.0061 |
0.5% |
80% |
False |
False |
46 |
| 80 |
1.1601 |
1.0583 |
0.1018 |
8.9% |
0.0047 |
0.4% |
80% |
False |
False |
37 |
| 100 |
1.1601 |
1.0583 |
0.1018 |
8.9% |
0.0038 |
0.3% |
80% |
False |
False |
30 |
| 120 |
1.1601 |
1.0583 |
0.1018 |
8.9% |
0.0032 |
0.3% |
80% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2137 |
|
2.618 |
1.1903 |
|
1.618 |
1.1760 |
|
1.000 |
1.1672 |
|
0.618 |
1.1617 |
|
HIGH |
1.1529 |
|
0.618 |
1.1474 |
|
0.500 |
1.1458 |
|
0.382 |
1.1441 |
|
LOW |
1.1386 |
|
0.618 |
1.1298 |
|
1.000 |
1.1243 |
|
1.618 |
1.1155 |
|
2.618 |
1.1012 |
|
4.250 |
1.0778 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1458 |
1.1464 |
| PP |
1.1439 |
1.1443 |
| S1 |
1.1420 |
1.1422 |
|