CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1891 |
1.1823 |
-0.0068 |
-0.6% |
1.1602 |
| High |
1.1902 |
1.1861 |
-0.0041 |
-0.3% |
1.1782 |
| Low |
1.1789 |
1.1783 |
-0.0006 |
-0.1% |
1.1597 |
| Close |
1.1804 |
1.1858 |
0.0054 |
0.5% |
1.1663 |
| Range |
0.0113 |
0.0078 |
-0.0035 |
-31.0% |
0.0185 |
| ATR |
0.0120 |
0.0117 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
141,802 |
105,357 |
-36,445 |
-25.7% |
528,977 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2068 |
1.2041 |
1.1901 |
|
| R3 |
1.1990 |
1.1963 |
1.1879 |
|
| R2 |
1.1912 |
1.1912 |
1.1872 |
|
| R1 |
1.1885 |
1.1885 |
1.1865 |
1.1899 |
| PP |
1.1834 |
1.1834 |
1.1834 |
1.1841 |
| S1 |
1.1807 |
1.1807 |
1.1851 |
1.1821 |
| S2 |
1.1756 |
1.1756 |
1.1844 |
|
| S3 |
1.1678 |
1.1729 |
1.1837 |
|
| S4 |
1.1600 |
1.1651 |
1.1815 |
|
|
| 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 |
1.1654 |
0.0312 |
2.6% |
0.0117 |
1.0% |
65% |
False |
False |
127,394 |
| 10 |
1.1966 |
1.1579 |
0.0387 |
3.3% |
0.0113 |
1.0% |
72% |
False |
False |
115,304 |
| 20 |
1.1966 |
1.1506 |
0.0460 |
3.9% |
0.0118 |
1.0% |
77% |
False |
False |
114,555 |
| 40 |
1.1966 |
1.1225 |
0.0741 |
6.2% |
0.0117 |
1.0% |
85% |
False |
False |
121,508 |
| 60 |
1.1966 |
1.0785 |
0.1181 |
10.0% |
0.0111 |
0.9% |
91% |
False |
False |
110,233 |
| 80 |
1.1966 |
1.0548 |
0.1418 |
12.0% |
0.0128 |
1.1% |
92% |
False |
False |
83,010 |
| 100 |
1.1966 |
1.0548 |
0.1418 |
12.0% |
0.0120 |
1.0% |
92% |
False |
False |
66,494 |
| 120 |
1.1966 |
1.0548 |
0.1418 |
12.0% |
0.0113 |
0.9% |
92% |
False |
False |
55,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2193 |
|
2.618 |
1.2065 |
|
1.618 |
1.1987 |
|
1.000 |
1.1939 |
|
0.618 |
1.1909 |
|
HIGH |
1.1861 |
|
0.618 |
1.1831 |
|
0.500 |
1.1822 |
|
0.382 |
1.1813 |
|
LOW |
1.1783 |
|
0.618 |
1.1735 |
|
1.000 |
1.1705 |
|
1.618 |
1.1657 |
|
2.618 |
1.1579 |
|
4.250 |
1.1452 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1846 |
1.1856 |
| PP |
1.1834 |
1.1854 |
| S1 |
1.1822 |
1.1853 |
|