CME Japanese Yen Future September 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 |
1.1658 |
1.1589 |
-0.0069 |
-0.6% |
1.1432 |
| High |
1.1723 |
1.1671 |
-0.0052 |
-0.4% |
1.1640 |
| Low |
1.1579 |
1.1570 |
-0.0009 |
-0.1% |
1.1370 |
| Close |
1.1596 |
1.1650 |
0.0054 |
0.5% |
1.1585 |
| Range |
0.0144 |
0.0101 |
-0.0043 |
-29.9% |
0.0270 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
114,169 |
86,686 |
-27,483 |
-24.1% |
601,701 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1933 |
1.1893 |
1.1706 |
|
| R3 |
1.1832 |
1.1792 |
1.1678 |
|
| R2 |
1.1731 |
1.1731 |
1.1669 |
|
| R1 |
1.1691 |
1.1691 |
1.1659 |
1.1711 |
| PP |
1.1630 |
1.1630 |
1.1630 |
1.1641 |
| S1 |
1.1590 |
1.1590 |
1.1641 |
1.1610 |
| S2 |
1.1529 |
1.1529 |
1.1631 |
|
| S3 |
1.1428 |
1.1489 |
1.1622 |
|
| S4 |
1.1327 |
1.1388 |
1.1594 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2342 |
1.2233 |
1.1734 |
|
| R3 |
1.2072 |
1.1963 |
1.1659 |
|
| R2 |
1.1802 |
1.1802 |
1.1635 |
|
| R1 |
1.1693 |
1.1693 |
1.1610 |
1.1748 |
| PP |
1.1532 |
1.1532 |
1.1532 |
1.1559 |
| S1 |
1.1423 |
1.1423 |
1.1560 |
1.1478 |
| S2 |
1.1262 |
1.1262 |
1.1536 |
|
| S3 |
1.0992 |
1.1153 |
1.1511 |
|
| S4 |
1.0722 |
1.0883 |
1.1437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1723 |
1.1506 |
0.0217 |
1.9% |
0.0118 |
1.0% |
66% |
False |
False |
114,705 |
| 10 |
1.1723 |
1.1370 |
0.0353 |
3.0% |
0.0117 |
1.0% |
79% |
False |
False |
118,340 |
| 20 |
1.1723 |
1.1225 |
0.0498 |
4.3% |
0.0114 |
1.0% |
85% |
False |
False |
119,538 |
| 40 |
1.1723 |
1.0872 |
0.0851 |
7.3% |
0.0107 |
0.9% |
91% |
False |
False |
120,632 |
| 60 |
1.1723 |
1.0695 |
0.1028 |
8.8% |
0.0114 |
1.0% |
93% |
False |
False |
81,839 |
| 80 |
1.1723 |
1.0548 |
0.1175 |
10.1% |
0.0123 |
1.1% |
94% |
False |
False |
61,628 |
| 100 |
1.1723 |
1.0548 |
0.1175 |
10.1% |
0.0116 |
1.0% |
94% |
False |
False |
49,363 |
| 120 |
1.1723 |
1.0548 |
0.1175 |
10.1% |
0.0099 |
0.9% |
94% |
False |
False |
41,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2100 |
|
2.618 |
1.1935 |
|
1.618 |
1.1834 |
|
1.000 |
1.1772 |
|
0.618 |
1.1733 |
|
HIGH |
1.1671 |
|
0.618 |
1.1632 |
|
0.500 |
1.1621 |
|
0.382 |
1.1609 |
|
LOW |
1.1570 |
|
0.618 |
1.1508 |
|
1.000 |
1.1469 |
|
1.618 |
1.1407 |
|
2.618 |
1.1306 |
|
4.250 |
1.1141 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1640 |
1.1645 |
| PP |
1.1630 |
1.1639 |
| S1 |
1.1621 |
1.1634 |
|