CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 28-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1522 |
1.1398 |
-0.0124 |
-1.1% |
1.1562 |
| High |
1.1529 |
1.1465 |
-0.0064 |
-0.6% |
1.1590 |
| Low |
1.1386 |
1.1373 |
-0.0013 |
-0.1% |
1.1441 |
| Close |
1.1401 |
1.1455 |
0.0054 |
0.5% |
1.1462 |
| Range |
0.0143 |
0.0092 |
-0.0051 |
-35.7% |
0.0149 |
| ATR |
0.0096 |
0.0095 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
282 |
274 |
-8 |
-2.8% |
668 |
|
| Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1707 |
1.1673 |
1.1506 |
|
| R3 |
1.1615 |
1.1581 |
1.1480 |
|
| R2 |
1.1523 |
1.1523 |
1.1472 |
|
| R1 |
1.1489 |
1.1489 |
1.1463 |
1.1506 |
| PP |
1.1431 |
1.1431 |
1.1431 |
1.1440 |
| S1 |
1.1397 |
1.1397 |
1.1447 |
1.1414 |
| S2 |
1.1339 |
1.1339 |
1.1438 |
|
| S3 |
1.1247 |
1.1305 |
1.1430 |
|
| S4 |
1.1155 |
1.1213 |
1.1404 |
|
|
| 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 |
1.1373 |
0.0217 |
1.9% |
0.0107 |
0.9% |
38% |
False |
True |
181 |
| 10 |
1.1601 |
1.1344 |
0.0257 |
2.2% |
0.0106 |
0.9% |
43% |
False |
False |
173 |
| 20 |
1.1601 |
1.1246 |
0.0355 |
3.1% |
0.0098 |
0.9% |
59% |
False |
False |
122 |
| 40 |
1.1601 |
1.0827 |
0.0774 |
6.8% |
0.0068 |
0.6% |
81% |
False |
False |
71 |
| 60 |
1.1601 |
1.0583 |
0.1018 |
8.9% |
0.0063 |
0.5% |
86% |
False |
False |
51 |
| 80 |
1.1601 |
1.0583 |
0.1018 |
8.9% |
0.0048 |
0.4% |
86% |
False |
False |
40 |
| 100 |
1.1601 |
1.0583 |
0.1018 |
8.9% |
0.0039 |
0.3% |
86% |
False |
False |
32 |
| 120 |
1.1601 |
1.0583 |
0.1018 |
8.9% |
0.0032 |
0.3% |
86% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1856 |
|
2.618 |
1.1706 |
|
1.618 |
1.1614 |
|
1.000 |
1.1557 |
|
0.618 |
1.1522 |
|
HIGH |
1.1465 |
|
0.618 |
1.1430 |
|
0.500 |
1.1419 |
|
0.382 |
1.1408 |
|
LOW |
1.1373 |
|
0.618 |
1.1316 |
|
1.000 |
1.1281 |
|
1.618 |
1.1224 |
|
2.618 |
1.1132 |
|
4.250 |
1.0982 |
|
|
| Fisher Pivots for day following 28-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1443 |
1.1455 |
| PP |
1.1431 |
1.1455 |
| S1 |
1.1419 |
1.1455 |
|