CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1663 |
1.1732 |
0.0069 |
0.6% |
1.1592 |
| High |
1.1775 |
1.1732 |
-0.0043 |
-0.4% |
1.1775 |
| Low |
1.1628 |
1.1656 |
0.0028 |
0.2% |
1.1549 |
| Close |
1.1718 |
1.1659 |
-0.0059 |
-0.5% |
1.1718 |
| Range |
0.0147 |
0.0076 |
-0.0071 |
-48.3% |
0.0226 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
285 |
431 |
146 |
51.2% |
1,113 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1910 |
1.1861 |
1.1701 |
|
| R3 |
1.1834 |
1.1785 |
1.1680 |
|
| R2 |
1.1758 |
1.1758 |
1.1673 |
|
| R1 |
1.1709 |
1.1709 |
1.1666 |
1.1696 |
| PP |
1.1682 |
1.1682 |
1.1682 |
1.1676 |
| S1 |
1.1633 |
1.1633 |
1.1652 |
1.1620 |
| S2 |
1.1606 |
1.1606 |
1.1645 |
|
| S3 |
1.1530 |
1.1557 |
1.1638 |
|
| S4 |
1.1454 |
1.1481 |
1.1617 |
|
|
| 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 |
1.1570 |
0.0205 |
1.8% |
0.0114 |
1.0% |
43% |
False |
False |
246 |
| 10 |
1.1775 |
1.1373 |
0.0402 |
3.4% |
0.0107 |
0.9% |
71% |
False |
False |
272 |
| 20 |
1.1775 |
1.1267 |
0.0508 |
4.4% |
0.0104 |
0.9% |
77% |
False |
False |
204 |
| 40 |
1.1775 |
1.0909 |
0.0866 |
7.4% |
0.0088 |
0.8% |
87% |
False |
False |
124 |
| 60 |
1.1775 |
1.0827 |
0.0948 |
8.1% |
0.0063 |
0.5% |
88% |
False |
False |
85 |
| 80 |
1.1775 |
1.0583 |
0.1192 |
10.2% |
0.0058 |
0.5% |
90% |
False |
False |
67 |
| 100 |
1.1775 |
1.0583 |
0.1192 |
10.2% |
0.0047 |
0.4% |
90% |
False |
False |
54 |
| 120 |
1.1775 |
1.0583 |
0.1192 |
10.2% |
0.0039 |
0.3% |
90% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2055 |
|
2.618 |
1.1931 |
|
1.618 |
1.1855 |
|
1.000 |
1.1808 |
|
0.618 |
1.1779 |
|
HIGH |
1.1732 |
|
0.618 |
1.1703 |
|
0.500 |
1.1694 |
|
0.382 |
1.1685 |
|
LOW |
1.1656 |
|
0.618 |
1.1609 |
|
1.000 |
1.1580 |
|
1.618 |
1.1533 |
|
2.618 |
1.1457 |
|
4.250 |
1.1333 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1694 |
1.1680 |
| PP |
1.1682 |
1.1673 |
| S1 |
1.1671 |
1.1666 |
|