CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1646 |
1.1602 |
-0.0044 |
-0.4% |
1.1712 |
| High |
1.1690 |
1.1739 |
0.0049 |
0.4% |
1.1805 |
| Low |
1.1579 |
1.1597 |
0.0018 |
0.2% |
1.1579 |
| Close |
1.1600 |
1.1725 |
0.0125 |
1.1% |
1.1600 |
| Range |
0.0111 |
0.0142 |
0.0031 |
27.9% |
0.0226 |
| ATR |
0.0119 |
0.0120 |
0.0002 |
1.4% |
0.0000 |
| Volume |
92,558 |
89,140 |
-3,418 |
-3.7% |
525,299 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2113 |
1.2061 |
1.1803 |
|
| R3 |
1.1971 |
1.1919 |
1.1764 |
|
| R2 |
1.1829 |
1.1829 |
1.1751 |
|
| R1 |
1.1777 |
1.1777 |
1.1738 |
1.1803 |
| PP |
1.1687 |
1.1687 |
1.1687 |
1.1700 |
| S1 |
1.1635 |
1.1635 |
1.1712 |
1.1661 |
| S2 |
1.1545 |
1.1545 |
1.1699 |
|
| S3 |
1.1403 |
1.1493 |
1.1686 |
|
| S4 |
1.1261 |
1.1351 |
1.1647 |
|
|
| 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% |
0.0129 |
1.1% |
65% |
False |
False |
110,115 |
| 10 |
1.1805 |
1.1545 |
0.0260 |
2.2% |
0.0127 |
1.1% |
69% |
False |
False |
104,745 |
| 20 |
1.1805 |
1.1370 |
0.0435 |
3.7% |
0.0119 |
1.0% |
82% |
False |
False |
113,239 |
| 40 |
1.1805 |
1.0944 |
0.0861 |
7.3% |
0.0115 |
1.0% |
91% |
False |
False |
120,563 |
| 60 |
1.1805 |
1.0785 |
0.1020 |
8.7% |
0.0113 |
1.0% |
92% |
False |
False |
94,211 |
| 80 |
1.1805 |
1.0548 |
0.1257 |
10.7% |
0.0126 |
1.1% |
94% |
False |
False |
70,912 |
| 100 |
1.1805 |
1.0548 |
0.1257 |
10.7% |
0.0118 |
1.0% |
94% |
False |
False |
56,807 |
| 120 |
1.1805 |
1.0548 |
0.1257 |
10.7% |
0.0106 |
0.9% |
94% |
False |
False |
47,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2343 |
|
2.618 |
1.2111 |
|
1.618 |
1.1969 |
|
1.000 |
1.1881 |
|
0.618 |
1.1827 |
|
HIGH |
1.1739 |
|
0.618 |
1.1685 |
|
0.500 |
1.1668 |
|
0.382 |
1.1651 |
|
LOW |
1.1597 |
|
0.618 |
1.1509 |
|
1.000 |
1.1455 |
|
1.618 |
1.1367 |
|
2.618 |
1.1225 |
|
4.250 |
1.0994 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1706 |
1.1709 |
| PP |
1.1687 |
1.1693 |
| S1 |
1.1668 |
1.1678 |
|