CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1570 |
1.1664 |
0.0094 |
0.8% |
1.1459 |
| High |
1.1685 |
1.1732 |
0.0047 |
0.4% |
1.1641 |
| Low |
1.1570 |
1.1594 |
0.0024 |
0.2% |
1.1373 |
| Close |
1.1658 |
1.1606 |
-0.0052 |
-0.4% |
1.1596 |
| Range |
0.0115 |
0.0138 |
0.0023 |
20.0% |
0.0268 |
| ATR |
0.0096 |
0.0099 |
0.0003 |
3.1% |
0.0000 |
| Volume |
68 |
76 |
8 |
11.8% |
1,281 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2058 |
1.1970 |
1.1682 |
|
| R3 |
1.1920 |
1.1832 |
1.1644 |
|
| R2 |
1.1782 |
1.1782 |
1.1631 |
|
| R1 |
1.1694 |
1.1694 |
1.1619 |
1.1669 |
| PP |
1.1644 |
1.1644 |
1.1644 |
1.1632 |
| S1 |
1.1556 |
1.1556 |
1.1593 |
1.1531 |
| S2 |
1.1506 |
1.1506 |
1.1581 |
|
| S3 |
1.1368 |
1.1418 |
1.1568 |
|
| S4 |
1.1230 |
1.1280 |
1.1530 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2341 |
1.2236 |
1.1743 |
|
| R3 |
1.2073 |
1.1968 |
1.1670 |
|
| R2 |
1.1805 |
1.1805 |
1.1645 |
|
| R1 |
1.1700 |
1.1700 |
1.1621 |
1.1753 |
| PP |
1.1537 |
1.1537 |
1.1537 |
1.1563 |
| S1 |
1.1432 |
1.1432 |
1.1571 |
1.1485 |
| S2 |
1.1269 |
1.1269 |
1.1547 |
|
| S3 |
1.1001 |
1.1164 |
1.1522 |
|
| S4 |
1.0733 |
1.0896 |
1.1449 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1732 |
1.1456 |
0.0276 |
2.4% |
0.0102 |
0.9% |
54% |
True |
False |
214 |
| 10 |
1.1732 |
1.1373 |
0.0359 |
3.1% |
0.0105 |
0.9% |
65% |
True |
False |
198 |
| 20 |
1.1732 |
1.1246 |
0.0486 |
4.2% |
0.0099 |
0.9% |
74% |
True |
False |
157 |
| 40 |
1.1732 |
1.0909 |
0.0823 |
7.1% |
0.0081 |
0.7% |
85% |
True |
False |
97 |
| 60 |
1.1732 |
1.0761 |
0.0971 |
8.4% |
0.0058 |
0.5% |
87% |
True |
False |
68 |
| 80 |
1.1732 |
1.0583 |
0.1149 |
9.9% |
0.0054 |
0.5% |
89% |
True |
False |
53 |
| 100 |
1.1732 |
1.0583 |
0.1149 |
9.9% |
0.0044 |
0.4% |
89% |
True |
False |
43 |
| 120 |
1.1732 |
1.0583 |
0.1149 |
9.9% |
0.0037 |
0.3% |
89% |
True |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2319 |
|
2.618 |
1.2093 |
|
1.618 |
1.1955 |
|
1.000 |
1.1870 |
|
0.618 |
1.1817 |
|
HIGH |
1.1732 |
|
0.618 |
1.1679 |
|
0.500 |
1.1663 |
|
0.382 |
1.1647 |
|
LOW |
1.1594 |
|
0.618 |
1.1509 |
|
1.000 |
1.1456 |
|
1.618 |
1.1371 |
|
2.618 |
1.1233 |
|
4.250 |
1.1008 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1663 |
1.1641 |
| PP |
1.1644 |
1.1629 |
| S1 |
1.1625 |
1.1618 |
|