CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1823 |
1.1840 |
0.0017 |
0.1% |
1.1686 |
| High |
1.1861 |
1.1867 |
0.0006 |
0.1% |
1.1966 |
| Low |
1.1783 |
1.1702 |
-0.0081 |
-0.7% |
1.1673 |
| Close |
1.1858 |
1.1715 |
-0.0143 |
-1.2% |
1.1715 |
| Range |
0.0078 |
0.0165 |
0.0087 |
111.5% |
0.0293 |
| ATR |
0.0117 |
0.0121 |
0.0003 |
2.9% |
0.0000 |
| Volume |
105,357 |
178,940 |
73,583 |
69.8% |
710,449 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2256 |
1.2151 |
1.1806 |
|
| R3 |
1.2091 |
1.1986 |
1.1760 |
|
| R2 |
1.1926 |
1.1926 |
1.1745 |
|
| R1 |
1.1821 |
1.1821 |
1.1730 |
1.1791 |
| PP |
1.1761 |
1.1761 |
1.1761 |
1.1747 |
| S1 |
1.1656 |
1.1656 |
1.1700 |
1.1626 |
| S2 |
1.1596 |
1.1596 |
1.1685 |
|
| S3 |
1.1431 |
1.1491 |
1.1670 |
|
| S4 |
1.1266 |
1.1326 |
1.1624 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2664 |
1.2482 |
1.1876 |
|
| R3 |
1.2371 |
1.2189 |
1.1796 |
|
| R2 |
1.2078 |
1.2078 |
1.1769 |
|
| R1 |
1.1896 |
1.1896 |
1.1742 |
1.1987 |
| PP |
1.1785 |
1.1785 |
1.1785 |
1.1830 |
| S1 |
1.1603 |
1.1603 |
1.1688 |
1.1694 |
| S2 |
1.1492 |
1.1492 |
1.1661 |
|
| S3 |
1.1199 |
1.1310 |
1.1634 |
|
| S4 |
1.0906 |
1.1017 |
1.1554 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1966 |
1.1673 |
0.0293 |
2.5% |
0.0133 |
1.1% |
14% |
False |
False |
142,089 |
| 10 |
1.1966 |
1.1597 |
0.0369 |
3.1% |
0.0118 |
1.0% |
32% |
False |
False |
123,942 |
| 20 |
1.1966 |
1.1512 |
0.0454 |
3.9% |
0.0119 |
1.0% |
45% |
False |
False |
117,407 |
| 40 |
1.1966 |
1.1225 |
0.0741 |
6.3% |
0.0116 |
1.0% |
66% |
False |
False |
122,670 |
| 60 |
1.1966 |
1.0785 |
0.1181 |
10.1% |
0.0112 |
1.0% |
79% |
False |
False |
113,190 |
| 80 |
1.1966 |
1.0660 |
0.1306 |
11.1% |
0.0128 |
1.1% |
81% |
False |
False |
85,242 |
| 100 |
1.1966 |
1.0548 |
0.1418 |
12.1% |
0.0121 |
1.0% |
82% |
False |
False |
68,281 |
| 120 |
1.1966 |
1.0548 |
0.1418 |
12.1% |
0.0114 |
1.0% |
82% |
False |
False |
56,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2568 |
|
2.618 |
1.2299 |
|
1.618 |
1.2134 |
|
1.000 |
1.2032 |
|
0.618 |
1.1969 |
|
HIGH |
1.1867 |
|
0.618 |
1.1804 |
|
0.500 |
1.1785 |
|
0.382 |
1.1765 |
|
LOW |
1.1702 |
|
0.618 |
1.1600 |
|
1.000 |
1.1537 |
|
1.618 |
1.1435 |
|
2.618 |
1.1270 |
|
4.250 |
1.1001 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1785 |
1.1802 |
| PP |
1.1761 |
1.1773 |
| S1 |
1.1738 |
1.1744 |
|