CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1721 |
1.1731 |
0.0010 |
0.1% |
1.1573 |
| High |
1.1805 |
1.1776 |
-0.0029 |
-0.2% |
1.1766 |
| Low |
1.1704 |
1.1632 |
-0.0072 |
-0.6% |
1.1512 |
| Close |
1.1736 |
1.1646 |
-0.0090 |
-0.8% |
1.1708 |
| Range |
0.0101 |
0.0144 |
0.0043 |
42.6% |
0.0254 |
| ATR |
0.0117 |
0.0119 |
0.0002 |
1.6% |
0.0000 |
| Volume |
138,322 |
127,388 |
-10,934 |
-7.9% |
583,427 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2117 |
1.2025 |
1.1725 |
|
| R3 |
1.1973 |
1.1881 |
1.1686 |
|
| R2 |
1.1829 |
1.1829 |
1.1672 |
|
| R1 |
1.1737 |
1.1737 |
1.1659 |
1.1711 |
| PP |
1.1685 |
1.1685 |
1.1685 |
1.1672 |
| S1 |
1.1593 |
1.1593 |
1.1633 |
1.1567 |
| S2 |
1.1541 |
1.1541 |
1.1620 |
|
| S3 |
1.1397 |
1.1449 |
1.1606 |
|
| S4 |
1.1253 |
1.1305 |
1.1567 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2424 |
1.2320 |
1.1848 |
|
| R3 |
1.2170 |
1.2066 |
1.1778 |
|
| R2 |
1.1916 |
1.1916 |
1.1755 |
|
| R1 |
1.1812 |
1.1812 |
1.1731 |
1.1864 |
| PP |
1.1662 |
1.1662 |
1.1662 |
1.1688 |
| S1 |
1.1558 |
1.1558 |
1.1685 |
1.1610 |
| S2 |
1.1408 |
1.1408 |
1.1661 |
|
| S3 |
1.1154 |
1.1304 |
1.1638 |
|
| S4 |
1.0900 |
1.1050 |
1.1568 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1805 |
1.1600 |
0.0205 |
1.8% |
0.0128 |
1.1% |
22% |
False |
False |
112,906 |
| 10 |
1.1805 |
1.1506 |
0.0299 |
2.6% |
0.0123 |
1.1% |
47% |
False |
False |
113,805 |
| 20 |
1.1805 |
1.1370 |
0.0435 |
3.7% |
0.0119 |
1.0% |
63% |
False |
False |
119,556 |
| 40 |
1.1805 |
1.0944 |
0.0861 |
7.4% |
0.0113 |
1.0% |
82% |
False |
False |
122,692 |
| 60 |
1.1805 |
1.0785 |
0.1020 |
8.8% |
0.0116 |
1.0% |
84% |
False |
False |
91,210 |
| 80 |
1.1805 |
1.0548 |
0.1257 |
10.8% |
0.0125 |
1.1% |
87% |
False |
False |
68,647 |
| 100 |
1.1805 |
1.0548 |
0.1257 |
10.8% |
0.0119 |
1.0% |
87% |
False |
False |
54,993 |
| 120 |
1.1805 |
1.0548 |
0.1257 |
10.8% |
0.0104 |
0.9% |
87% |
False |
False |
45,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2388 |
|
2.618 |
1.2153 |
|
1.618 |
1.2009 |
|
1.000 |
1.1920 |
|
0.618 |
1.1865 |
|
HIGH |
1.1776 |
|
0.618 |
1.1721 |
|
0.500 |
1.1704 |
|
0.382 |
1.1687 |
|
LOW |
1.1632 |
|
0.618 |
1.1543 |
|
1.000 |
1.1488 |
|
1.618 |
1.1399 |
|
2.618 |
1.1255 |
|
4.250 |
1.1020 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1704 |
1.1703 |
| PP |
1.1685 |
1.1684 |
| S1 |
1.1665 |
1.1665 |
|