CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1925 |
1.1869 |
-0.0056 |
-0.5% |
1.1855 |
| High |
1.1941 |
1.1925 |
-0.0016 |
-0.1% |
1.2001 |
| Low |
1.1850 |
1.1856 |
0.0006 |
0.1% |
1.1836 |
| Close |
1.1886 |
1.1912 |
0.0026 |
0.2% |
1.1886 |
| Range |
0.0091 |
0.0069 |
-0.0022 |
-24.2% |
0.0165 |
| ATR |
0.0120 |
0.0116 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
46,919 |
3,013 |
-43,906 |
-93.6% |
480,894 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2105 |
1.2077 |
1.1950 |
|
| R3 |
1.2036 |
1.2008 |
1.1931 |
|
| R2 |
1.1967 |
1.1967 |
1.1925 |
|
| R1 |
1.1939 |
1.1939 |
1.1918 |
1.1953 |
| PP |
1.1898 |
1.1898 |
1.1898 |
1.1905 |
| S1 |
1.1870 |
1.1870 |
1.1906 |
1.1884 |
| S2 |
1.1829 |
1.1829 |
1.1899 |
|
| S3 |
1.1760 |
1.1801 |
1.1893 |
|
| S4 |
1.1691 |
1.1732 |
1.1874 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2403 |
1.2309 |
1.1977 |
|
| R3 |
1.2238 |
1.2144 |
1.1931 |
|
| R2 |
1.2073 |
1.2073 |
1.1916 |
|
| R1 |
1.1979 |
1.1979 |
1.1901 |
1.2026 |
| PP |
1.1908 |
1.1908 |
1.1908 |
1.1931 |
| S1 |
1.1814 |
1.1814 |
1.1871 |
1.1861 |
| S2 |
1.1743 |
1.1743 |
1.1856 |
|
| S3 |
1.1578 |
1.1649 |
1.1841 |
|
| S4 |
1.1413 |
1.1484 |
1.1795 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2001 |
1.1836 |
0.0165 |
1.4% |
0.0096 |
0.8% |
46% |
False |
False |
96,781 |
| 10 |
1.2001 |
1.1641 |
0.0360 |
3.0% |
0.0117 |
1.0% |
75% |
False |
False |
118,903 |
| 20 |
1.2001 |
1.1597 |
0.0404 |
3.4% |
0.0118 |
1.0% |
78% |
False |
False |
121,422 |
| 40 |
1.2001 |
1.1370 |
0.0631 |
5.3% |
0.0117 |
1.0% |
86% |
False |
False |
118,934 |
| 60 |
1.2001 |
1.0944 |
0.1057 |
8.9% |
0.0114 |
1.0% |
92% |
False |
False |
121,933 |
| 80 |
1.2001 |
1.0785 |
0.1216 |
10.2% |
0.0116 |
1.0% |
93% |
False |
False |
99,909 |
| 100 |
1.2001 |
1.0548 |
0.1453 |
12.2% |
0.0124 |
1.0% |
94% |
False |
False |
80,125 |
| 120 |
1.2001 |
1.0548 |
0.1453 |
12.2% |
0.0118 |
1.0% |
94% |
False |
False |
66,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2218 |
|
2.618 |
1.2106 |
|
1.618 |
1.2037 |
|
1.000 |
1.1994 |
|
0.618 |
1.1968 |
|
HIGH |
1.1925 |
|
0.618 |
1.1899 |
|
0.500 |
1.1891 |
|
0.382 |
1.1882 |
|
LOW |
1.1856 |
|
0.618 |
1.1813 |
|
1.000 |
1.1787 |
|
1.618 |
1.1744 |
|
2.618 |
1.1675 |
|
4.250 |
1.1563 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1905 |
1.1914 |
| PP |
1.1898 |
1.1913 |
| S1 |
1.1891 |
1.1913 |
|