CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1470 |
1.1564 |
0.0094 |
0.8% |
1.1571 |
| High |
1.1470 |
1.1564 |
0.0094 |
0.8% |
1.1571 |
| Low |
1.1470 |
1.1564 |
0.0094 |
0.8% |
1.1490 |
| Close |
1.1470 |
1.1531 |
0.0061 |
0.5% |
1.1478 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
12 |
12 |
0 |
0.0% |
20 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1553 |
1.1542 |
1.1531 |
|
| R3 |
1.1553 |
1.1542 |
1.1531 |
|
| R2 |
1.1553 |
1.1553 |
1.1531 |
|
| R1 |
1.1542 |
1.1542 |
1.1531 |
1.1548 |
| PP |
1.1553 |
1.1553 |
1.1553 |
1.1556 |
| S1 |
1.1542 |
1.1542 |
1.1531 |
1.1548 |
| S2 |
1.1553 |
1.1553 |
1.1531 |
|
| S3 |
1.1553 |
1.1542 |
1.1531 |
|
| S4 |
1.1553 |
1.1542 |
1.1531 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1756 |
1.1698 |
1.1523 |
|
| R3 |
1.1675 |
1.1617 |
1.1500 |
|
| R2 |
1.1594 |
1.1594 |
1.1493 |
|
| R1 |
1.1536 |
1.1536 |
1.1485 |
1.1525 |
| PP |
1.1513 |
1.1513 |
1.1513 |
1.1507 |
| S1 |
1.1455 |
1.1455 |
1.1471 |
1.1444 |
| S2 |
1.1432 |
1.1432 |
1.1463 |
|
| S3 |
1.1351 |
1.1374 |
1.1456 |
|
| S4 |
1.1270 |
1.1293 |
1.1433 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1564 |
|
2.618 |
1.1564 |
|
1.618 |
1.1564 |
|
1.000 |
1.1564 |
|
0.618 |
1.1564 |
|
HIGH |
1.1564 |
|
0.618 |
1.1564 |
|
0.500 |
1.1564 |
|
0.382 |
1.1564 |
|
LOW |
1.1564 |
|
0.618 |
1.1564 |
|
1.000 |
1.1564 |
|
1.618 |
1.1564 |
|
2.618 |
1.1564 |
|
4.250 |
1.1564 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1564 |
1.1517 |
| PP |
1.1553 |
1.1504 |
| S1 |
1.1542 |
1.1490 |
|