CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1664 |
1.1595 |
-0.0069 |
-0.6% |
1.1459 |
| High |
1.1732 |
1.1679 |
-0.0053 |
-0.5% |
1.1641 |
| Low |
1.1594 |
1.1584 |
-0.0010 |
-0.1% |
1.1373 |
| Close |
1.1606 |
1.1660 |
0.0054 |
0.5% |
1.1596 |
| Range |
0.0138 |
0.0095 |
-0.0043 |
-31.2% |
0.0268 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
76 |
374 |
298 |
392.1% |
1,281 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1926 |
1.1888 |
1.1712 |
|
| R3 |
1.1831 |
1.1793 |
1.1686 |
|
| R2 |
1.1736 |
1.1736 |
1.1677 |
|
| R1 |
1.1698 |
1.1698 |
1.1669 |
1.1717 |
| PP |
1.1641 |
1.1641 |
1.1641 |
1.1651 |
| S1 |
1.1603 |
1.1603 |
1.1651 |
1.1622 |
| S2 |
1.1546 |
1.1546 |
1.1643 |
|
| S3 |
1.1451 |
1.1508 |
1.1634 |
|
| S4 |
1.1356 |
1.1413 |
1.1608 |
|
|
| 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 |
1.1536 |
0.0196 |
1.7% |
0.0100 |
0.9% |
63% |
False |
False |
223 |
| 10 |
1.1732 |
1.1373 |
0.0359 |
3.1% |
0.0104 |
0.9% |
80% |
False |
False |
222 |
| 20 |
1.1732 |
1.1246 |
0.0486 |
4.2% |
0.0098 |
0.8% |
85% |
False |
False |
174 |
| 40 |
1.1732 |
1.0909 |
0.0823 |
7.1% |
0.0083 |
0.7% |
91% |
False |
False |
106 |
| 60 |
1.1732 |
1.0761 |
0.0971 |
8.3% |
0.0060 |
0.5% |
93% |
False |
False |
74 |
| 80 |
1.1732 |
1.0583 |
0.1149 |
9.9% |
0.0055 |
0.5% |
94% |
False |
False |
58 |
| 100 |
1.1732 |
1.0583 |
0.1149 |
9.9% |
0.0045 |
0.4% |
94% |
False |
False |
47 |
| 120 |
1.1732 |
1.0583 |
0.1149 |
9.9% |
0.0037 |
0.3% |
94% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2083 |
|
2.618 |
1.1928 |
|
1.618 |
1.1833 |
|
1.000 |
1.1774 |
|
0.618 |
1.1738 |
|
HIGH |
1.1679 |
|
0.618 |
1.1643 |
|
0.500 |
1.1632 |
|
0.382 |
1.1620 |
|
LOW |
1.1584 |
|
0.618 |
1.1525 |
|
1.000 |
1.1489 |
|
1.618 |
1.1430 |
|
2.618 |
1.1335 |
|
4.250 |
1.1180 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1651 |
1.1657 |
| PP |
1.1641 |
1.1654 |
| S1 |
1.1632 |
1.1651 |
|