CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1686 |
1.1749 |
0.0063 |
0.5% |
1.1602 |
| High |
1.1754 |
1.1966 |
0.0212 |
1.8% |
1.1782 |
| Low |
1.1673 |
1.1739 |
0.0066 |
0.6% |
1.1597 |
| Close |
1.1729 |
1.1874 |
0.0145 |
1.2% |
1.1663 |
| Range |
0.0081 |
0.0227 |
0.0146 |
180.2% |
0.0185 |
| ATR |
0.0112 |
0.0121 |
0.0009 |
8.0% |
0.0000 |
| Volume |
76,784 |
207,566 |
130,782 |
170.3% |
528,977 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2541 |
1.2434 |
1.1999 |
|
| R3 |
1.2314 |
1.2207 |
1.1936 |
|
| R2 |
1.2087 |
1.2087 |
1.1916 |
|
| R1 |
1.1980 |
1.1980 |
1.1895 |
1.2034 |
| PP |
1.1860 |
1.1860 |
1.1860 |
1.1886 |
| S1 |
1.1753 |
1.1753 |
1.1853 |
1.1807 |
| S2 |
1.1633 |
1.1633 |
1.1832 |
|
| S3 |
1.1406 |
1.1526 |
1.1812 |
|
| S4 |
1.1179 |
1.1299 |
1.1749 |
|
|
| 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 |
1.1966 |
1.1640 |
0.0326 |
2.7% |
0.0121 |
1.0% |
72% |
True |
False |
125,876 |
| 10 |
1.1966 |
1.1579 |
0.0387 |
3.3% |
0.0118 |
1.0% |
76% |
True |
False |
117,159 |
| 20 |
1.1966 |
1.1385 |
0.0581 |
4.9% |
0.0119 |
1.0% |
84% |
True |
False |
114,493 |
| 40 |
1.1966 |
1.1196 |
0.0770 |
6.5% |
0.0117 |
1.0% |
88% |
True |
False |
121,376 |
| 60 |
1.1966 |
1.0785 |
0.1181 |
9.9% |
0.0112 |
0.9% |
92% |
True |
False |
106,154 |
| 80 |
1.1966 |
1.0548 |
0.1418 |
11.9% |
0.0128 |
1.1% |
94% |
True |
False |
79,932 |
| 100 |
1.1966 |
1.0548 |
0.1418 |
11.9% |
0.0120 |
1.0% |
94% |
True |
False |
64,026 |
| 120 |
1.1966 |
1.0548 |
0.1418 |
11.9% |
0.0111 |
0.9% |
94% |
True |
False |
53,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2931 |
|
2.618 |
1.2560 |
|
1.618 |
1.2333 |
|
1.000 |
1.2193 |
|
0.618 |
1.2106 |
|
HIGH |
1.1966 |
|
0.618 |
1.1879 |
|
0.500 |
1.1853 |
|
0.382 |
1.1826 |
|
LOW |
1.1739 |
|
0.618 |
1.1599 |
|
1.000 |
1.1512 |
|
1.618 |
1.1372 |
|
2.618 |
1.1145 |
|
4.250 |
1.0774 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1867 |
1.1853 |
| PP |
1.1860 |
1.1831 |
| S1 |
1.1853 |
1.1810 |
|