CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1855 |
1.1934 |
0.0079 |
0.7% |
1.1713 |
| High |
1.1976 |
1.2001 |
0.0025 |
0.2% |
1.1955 |
| Low |
1.1836 |
1.1898 |
0.0062 |
0.5% |
1.1641 |
| Close |
1.1937 |
1.1909 |
-0.0028 |
-0.2% |
1.1842 |
| Range |
0.0140 |
0.0103 |
-0.0037 |
-26.4% |
0.0314 |
| ATR |
0.0127 |
0.0125 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
166,776 |
145,279 |
-21,497 |
-12.9% |
705,123 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2245 |
1.2180 |
1.1966 |
|
| R3 |
1.2142 |
1.2077 |
1.1937 |
|
| R2 |
1.2039 |
1.2039 |
1.1928 |
|
| R1 |
1.1974 |
1.1974 |
1.1918 |
1.1955 |
| PP |
1.1936 |
1.1936 |
1.1936 |
1.1927 |
| S1 |
1.1871 |
1.1871 |
1.1900 |
1.1852 |
| S2 |
1.1833 |
1.1833 |
1.1890 |
|
| S3 |
1.1730 |
1.1768 |
1.1881 |
|
| S4 |
1.1627 |
1.1665 |
1.1852 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2755 |
1.2612 |
1.2015 |
|
| R3 |
1.2441 |
1.2298 |
1.1928 |
|
| R2 |
1.2127 |
1.2127 |
1.1900 |
|
| R1 |
1.1984 |
1.1984 |
1.1871 |
1.2056 |
| PP |
1.1813 |
1.1813 |
1.1813 |
1.1848 |
| S1 |
1.1670 |
1.1670 |
1.1813 |
1.1742 |
| S2 |
1.1499 |
1.1499 |
1.1784 |
|
| S3 |
1.1185 |
1.1356 |
1.1756 |
|
| S4 |
1.0871 |
1.1042 |
1.1669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2001 |
1.1733 |
0.0268 |
2.3% |
0.0124 |
1.0% |
66% |
True |
False |
150,119 |
| 10 |
1.2001 |
1.1641 |
0.0360 |
3.0% |
0.0129 |
1.1% |
74% |
True |
False |
144,327 |
| 20 |
1.2001 |
1.1579 |
0.0422 |
3.5% |
0.0124 |
1.0% |
78% |
True |
False |
130,743 |
| 40 |
1.2001 |
1.1231 |
0.0770 |
6.5% |
0.0123 |
1.0% |
88% |
True |
False |
124,634 |
| 60 |
1.2001 |
1.0906 |
0.1095 |
9.2% |
0.0115 |
1.0% |
92% |
True |
False |
124,591 |
| 80 |
1.2001 |
1.0776 |
0.1225 |
10.3% |
0.0118 |
1.0% |
92% |
True |
False |
97,780 |
| 100 |
1.2001 |
1.0548 |
0.1453 |
12.2% |
0.0124 |
1.0% |
94% |
True |
False |
78,423 |
| 120 |
1.2001 |
1.0548 |
0.1453 |
12.2% |
0.0119 |
1.0% |
94% |
True |
False |
65,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2439 |
|
2.618 |
1.2271 |
|
1.618 |
1.2168 |
|
1.000 |
1.2104 |
|
0.618 |
1.2065 |
|
HIGH |
1.2001 |
|
0.618 |
1.1962 |
|
0.500 |
1.1950 |
|
0.382 |
1.1937 |
|
LOW |
1.1898 |
|
0.618 |
1.1834 |
|
1.000 |
1.1795 |
|
1.618 |
1.1731 |
|
2.618 |
1.1628 |
|
4.250 |
1.1460 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1950 |
1.1895 |
| PP |
1.1936 |
1.1881 |
| S1 |
1.1923 |
1.1867 |
|