CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1934 |
1.1917 |
-0.0017 |
-0.1% |
1.1713 |
| High |
1.2001 |
1.1978 |
-0.0023 |
-0.2% |
1.1955 |
| Low |
1.1898 |
1.1901 |
0.0003 |
0.0% |
1.1641 |
| Close |
1.1909 |
1.1919 |
0.0010 |
0.1% |
1.1842 |
| Range |
0.0103 |
0.0077 |
-0.0026 |
-25.2% |
0.0314 |
| ATR |
0.0125 |
0.0122 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
145,279 |
121,920 |
-23,359 |
-16.1% |
705,123 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2164 |
1.2118 |
1.1961 |
|
| R3 |
1.2087 |
1.2041 |
1.1940 |
|
| R2 |
1.2010 |
1.2010 |
1.1933 |
|
| R1 |
1.1964 |
1.1964 |
1.1926 |
1.1987 |
| PP |
1.1933 |
1.1933 |
1.1933 |
1.1944 |
| S1 |
1.1887 |
1.1887 |
1.1912 |
1.1910 |
| S2 |
1.1856 |
1.1856 |
1.1905 |
|
| S3 |
1.1779 |
1.1810 |
1.1898 |
|
| S4 |
1.1702 |
1.1733 |
1.1877 |
|
|
| 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 |
2.2% |
0.0111 |
0.9% |
69% |
False |
False |
141,812 |
| 10 |
1.2001 |
1.1641 |
0.0360 |
3.0% |
0.0125 |
1.1% |
77% |
False |
False |
142,339 |
| 20 |
1.2001 |
1.1579 |
0.0422 |
3.5% |
0.0122 |
1.0% |
81% |
False |
False |
129,923 |
| 40 |
1.2001 |
1.1319 |
0.0682 |
5.7% |
0.0121 |
1.0% |
88% |
False |
False |
124,735 |
| 60 |
1.2001 |
1.0906 |
0.1095 |
9.2% |
0.0115 |
1.0% |
93% |
False |
False |
124,916 |
| 80 |
1.2001 |
1.0776 |
0.1225 |
10.3% |
0.0117 |
1.0% |
93% |
False |
False |
99,298 |
| 100 |
1.2001 |
1.0548 |
0.1453 |
12.2% |
0.0124 |
1.0% |
94% |
False |
False |
79,633 |
| 120 |
1.2001 |
1.0548 |
0.1453 |
12.2% |
0.0119 |
1.0% |
94% |
False |
False |
66,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2305 |
|
2.618 |
1.2180 |
|
1.618 |
1.2103 |
|
1.000 |
1.2055 |
|
0.618 |
1.2026 |
|
HIGH |
1.1978 |
|
0.618 |
1.1949 |
|
0.500 |
1.1940 |
|
0.382 |
1.1930 |
|
LOW |
1.1901 |
|
0.618 |
1.1853 |
|
1.000 |
1.1824 |
|
1.618 |
1.1776 |
|
2.618 |
1.1699 |
|
4.250 |
1.1574 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1940 |
1.1919 |
| PP |
1.1933 |
1.1919 |
| S1 |
1.1926 |
1.1919 |
|