CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1731 |
1.1646 |
-0.0085 |
-0.7% |
1.1712 |
| High |
1.1776 |
1.1690 |
-0.0086 |
-0.7% |
1.1805 |
| Low |
1.1632 |
1.1579 |
-0.0053 |
-0.5% |
1.1579 |
| Close |
1.1646 |
1.1600 |
-0.0046 |
-0.4% |
1.1600 |
| Range |
0.0144 |
0.0111 |
-0.0033 |
-22.9% |
0.0226 |
| ATR |
0.0119 |
0.0119 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
127,388 |
92,558 |
-34,830 |
-27.3% |
525,299 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1956 |
1.1889 |
1.1661 |
|
| R3 |
1.1845 |
1.1778 |
1.1631 |
|
| R2 |
1.1734 |
1.1734 |
1.1620 |
|
| R1 |
1.1667 |
1.1667 |
1.1610 |
1.1645 |
| PP |
1.1623 |
1.1623 |
1.1623 |
1.1612 |
| S1 |
1.1556 |
1.1556 |
1.1590 |
1.1534 |
| S2 |
1.1512 |
1.1512 |
1.1580 |
|
| S3 |
1.1401 |
1.1445 |
1.1569 |
|
| S4 |
1.1290 |
1.1334 |
1.1539 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2339 |
1.2196 |
1.1724 |
|
| R3 |
1.2113 |
1.1970 |
1.1662 |
|
| R2 |
1.1887 |
1.1887 |
1.1641 |
|
| R1 |
1.1744 |
1.1744 |
1.1621 |
1.1703 |
| PP |
1.1661 |
1.1661 |
1.1661 |
1.1641 |
| S1 |
1.1518 |
1.1518 |
1.1579 |
1.1477 |
| S2 |
1.1435 |
1.1435 |
1.1559 |
|
| S3 |
1.1209 |
1.1292 |
1.1538 |
|
| S4 |
1.0983 |
1.1066 |
1.1476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1805 |
1.1579 |
0.0226 |
1.9% |
0.0118 |
1.0% |
9% |
False |
True |
105,059 |
| 10 |
1.1805 |
1.1512 |
0.0293 |
2.5% |
0.0120 |
1.0% |
30% |
False |
False |
110,872 |
| 20 |
1.1805 |
1.1370 |
0.0435 |
3.8% |
0.0117 |
1.0% |
53% |
False |
False |
116,446 |
| 40 |
1.1805 |
1.0944 |
0.0861 |
7.4% |
0.0113 |
1.0% |
76% |
False |
False |
122,189 |
| 60 |
1.1805 |
1.0785 |
0.1020 |
8.8% |
0.0116 |
1.0% |
80% |
False |
False |
92,738 |
| 80 |
1.1805 |
1.0548 |
0.1257 |
10.8% |
0.0126 |
1.1% |
84% |
False |
False |
69,801 |
| 100 |
1.1805 |
1.0548 |
0.1257 |
10.8% |
0.0118 |
1.0% |
84% |
False |
False |
55,917 |
| 120 |
1.1805 |
1.0548 |
0.1257 |
10.8% |
0.0105 |
0.9% |
84% |
False |
False |
46,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2162 |
|
2.618 |
1.1981 |
|
1.618 |
1.1870 |
|
1.000 |
1.1801 |
|
0.618 |
1.1759 |
|
HIGH |
1.1690 |
|
0.618 |
1.1648 |
|
0.500 |
1.1635 |
|
0.382 |
1.1621 |
|
LOW |
1.1579 |
|
0.618 |
1.1510 |
|
1.000 |
1.1468 |
|
1.618 |
1.1399 |
|
2.618 |
1.1288 |
|
4.250 |
1.1107 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1635 |
1.1692 |
| PP |
1.1623 |
1.1661 |
| S1 |
1.1612 |
1.1631 |
|