CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1711 |
1.1724 |
0.0013 |
0.1% |
1.1602 |
| High |
1.1782 |
1.1740 |
-0.0042 |
-0.4% |
1.1782 |
| Low |
1.1640 |
1.1654 |
0.0014 |
0.1% |
1.1597 |
| Close |
1.1723 |
1.1663 |
-0.0060 |
-0.5% |
1.1663 |
| Range |
0.0142 |
0.0086 |
-0.0056 |
-39.4% |
0.0185 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
160,156 |
105,464 |
-54,692 |
-34.1% |
528,977 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1944 |
1.1889 |
1.1710 |
|
| R3 |
1.1858 |
1.1803 |
1.1687 |
|
| R2 |
1.1772 |
1.1772 |
1.1679 |
|
| R1 |
1.1717 |
1.1717 |
1.1671 |
1.1702 |
| PP |
1.1686 |
1.1686 |
1.1686 |
1.1678 |
| S1 |
1.1631 |
1.1631 |
1.1655 |
1.1616 |
| S2 |
1.1600 |
1.1600 |
1.1647 |
|
| S3 |
1.1514 |
1.1545 |
1.1639 |
|
| S4 |
1.1428 |
1.1459 |
1.1616 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2236 |
1.2134 |
1.1765 |
|
| R3 |
1.2051 |
1.1949 |
1.1714 |
|
| R2 |
1.1866 |
1.1866 |
1.1697 |
|
| R1 |
1.1764 |
1.1764 |
1.1680 |
1.1815 |
| PP |
1.1681 |
1.1681 |
1.1681 |
1.1706 |
| S1 |
1.1579 |
1.1579 |
1.1646 |
1.1630 |
| S2 |
1.1496 |
1.1496 |
1.1629 |
|
| S3 |
1.1311 |
1.1394 |
1.1612 |
|
| S4 |
1.1126 |
1.1209 |
1.1561 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1782 |
1.1597 |
0.0185 |
1.6% |
0.0103 |
0.9% |
36% |
False |
False |
105,795 |
| 10 |
1.1805 |
1.1579 |
0.0226 |
1.9% |
0.0111 |
0.9% |
37% |
False |
False |
105,427 |
| 20 |
1.1805 |
1.1370 |
0.0435 |
3.7% |
0.0117 |
1.0% |
67% |
False |
False |
111,970 |
| 40 |
1.1805 |
1.1152 |
0.0653 |
5.6% |
0.0113 |
1.0% |
78% |
False |
False |
120,461 |
| 60 |
1.1805 |
1.0785 |
0.1020 |
8.7% |
0.0111 |
1.0% |
86% |
False |
False |
101,456 |
| 80 |
1.1805 |
1.0548 |
0.1257 |
10.8% |
0.0125 |
1.1% |
89% |
False |
False |
76,393 |
| 100 |
1.1805 |
1.0548 |
0.1257 |
10.8% |
0.0119 |
1.0% |
89% |
False |
False |
61,192 |
| 120 |
1.1805 |
1.0548 |
0.1257 |
10.8% |
0.0109 |
0.9% |
89% |
False |
False |
51,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2106 |
|
2.618 |
1.1965 |
|
1.618 |
1.1879 |
|
1.000 |
1.1826 |
|
0.618 |
1.1793 |
|
HIGH |
1.1740 |
|
0.618 |
1.1707 |
|
0.500 |
1.1697 |
|
0.382 |
1.1687 |
|
LOW |
1.1654 |
|
0.618 |
1.1601 |
|
1.000 |
1.1568 |
|
1.618 |
1.1515 |
|
2.618 |
1.1429 |
|
4.250 |
1.1289 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1697 |
1.1711 |
| PP |
1.1686 |
1.1695 |
| S1 |
1.1674 |
1.1679 |
|