CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1595 |
1.1663 |
0.0068 |
0.6% |
1.1592 |
| High |
1.1679 |
1.1775 |
0.0096 |
0.8% |
1.1775 |
| Low |
1.1584 |
1.1628 |
0.0044 |
0.4% |
1.1549 |
| Close |
1.1660 |
1.1718 |
0.0058 |
0.5% |
1.1718 |
| Range |
0.0095 |
0.0147 |
0.0052 |
54.7% |
0.0226 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
3.5% |
0.0000 |
| Volume |
374 |
285 |
-89 |
-23.8% |
1,113 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2148 |
1.2080 |
1.1799 |
|
| R3 |
1.2001 |
1.1933 |
1.1758 |
|
| R2 |
1.1854 |
1.1854 |
1.1745 |
|
| R1 |
1.1786 |
1.1786 |
1.1731 |
1.1820 |
| PP |
1.1707 |
1.1707 |
1.1707 |
1.1724 |
| S1 |
1.1639 |
1.1639 |
1.1705 |
1.1673 |
| S2 |
1.1560 |
1.1560 |
1.1691 |
|
| S3 |
1.1413 |
1.1492 |
1.1678 |
|
| S4 |
1.1266 |
1.1345 |
1.1637 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2359 |
1.2264 |
1.1842 |
|
| R3 |
1.2133 |
1.2038 |
1.1780 |
|
| R2 |
1.1907 |
1.1907 |
1.1759 |
|
| R1 |
1.1812 |
1.1812 |
1.1739 |
1.1860 |
| PP |
1.1681 |
1.1681 |
1.1681 |
1.1704 |
| S1 |
1.1586 |
1.1586 |
1.1697 |
1.1634 |
| S2 |
1.1455 |
1.1455 |
1.1677 |
|
| S3 |
1.1229 |
1.1360 |
1.1656 |
|
| S4 |
1.1003 |
1.1134 |
1.1594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1775 |
1.1549 |
0.0226 |
1.9% |
0.0108 |
0.9% |
75% |
True |
False |
222 |
| 10 |
1.1775 |
1.1373 |
0.0402 |
3.4% |
0.0110 |
0.9% |
86% |
True |
False |
239 |
| 20 |
1.1775 |
1.1246 |
0.0529 |
4.5% |
0.0105 |
0.9% |
89% |
True |
False |
184 |
| 40 |
1.1775 |
1.0909 |
0.0866 |
7.4% |
0.0086 |
0.7% |
93% |
True |
False |
113 |
| 60 |
1.1775 |
1.0803 |
0.0972 |
8.3% |
0.0062 |
0.5% |
94% |
True |
False |
78 |
| 80 |
1.1775 |
1.0583 |
0.1192 |
10.2% |
0.0057 |
0.5% |
95% |
True |
False |
62 |
| 100 |
1.1775 |
1.0583 |
0.1192 |
10.2% |
0.0046 |
0.4% |
95% |
True |
False |
50 |
| 120 |
1.1775 |
1.0583 |
0.1192 |
10.2% |
0.0039 |
0.3% |
95% |
True |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2400 |
|
2.618 |
1.2160 |
|
1.618 |
1.2013 |
|
1.000 |
1.1922 |
|
0.618 |
1.1866 |
|
HIGH |
1.1775 |
|
0.618 |
1.1719 |
|
0.500 |
1.1702 |
|
0.382 |
1.1684 |
|
LOW |
1.1628 |
|
0.618 |
1.1537 |
|
1.000 |
1.1481 |
|
1.618 |
1.1390 |
|
2.618 |
1.1243 |
|
4.250 |
1.1003 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1713 |
1.1705 |
| PP |
1.1707 |
1.1692 |
| S1 |
1.1702 |
1.1680 |
|