CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1656 |
1.1729 |
0.0073 |
0.6% |
1.1592 |
| High |
1.1750 |
1.1810 |
0.0060 |
0.5% |
1.1775 |
| Low |
1.1610 |
1.1720 |
0.0110 |
0.9% |
1.1549 |
| Close |
1.1738 |
1.1746 |
0.0008 |
0.1% |
1.1718 |
| Range |
0.0140 |
0.0090 |
-0.0050 |
-35.7% |
0.0226 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
131 |
219 |
88 |
67.2% |
1,113 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2029 |
1.1977 |
1.1796 |
|
| R3 |
1.1939 |
1.1887 |
1.1771 |
|
| R2 |
1.1849 |
1.1849 |
1.1763 |
|
| R1 |
1.1797 |
1.1797 |
1.1754 |
1.1823 |
| PP |
1.1759 |
1.1759 |
1.1759 |
1.1772 |
| S1 |
1.1707 |
1.1707 |
1.1738 |
1.1733 |
| S2 |
1.1669 |
1.1669 |
1.1730 |
|
| S3 |
1.1579 |
1.1617 |
1.1721 |
|
| S4 |
1.1489 |
1.1527 |
1.1697 |
|
|
| 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 |
1.1810 |
1.1584 |
0.0226 |
1.9% |
0.0110 |
0.9% |
72% |
True |
False |
288 |
| 10 |
1.1810 |
1.1456 |
0.0354 |
3.0% |
0.0106 |
0.9% |
82% |
True |
False |
251 |
| 20 |
1.1810 |
1.1344 |
0.0466 |
4.0% |
0.0106 |
0.9% |
86% |
True |
False |
212 |
| 40 |
1.1810 |
1.0936 |
0.0874 |
7.4% |
0.0093 |
0.8% |
93% |
True |
False |
132 |
| 60 |
1.1810 |
1.0827 |
0.0983 |
8.4% |
0.0067 |
0.6% |
93% |
True |
False |
91 |
| 80 |
1.1810 |
1.0583 |
0.1227 |
10.4% |
0.0060 |
0.5% |
95% |
True |
False |
71 |
| 100 |
1.1810 |
1.0583 |
0.1227 |
10.4% |
0.0049 |
0.4% |
95% |
True |
False |
58 |
| 120 |
1.1810 |
1.0583 |
0.1227 |
10.4% |
0.0041 |
0.4% |
95% |
True |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2193 |
|
2.618 |
1.2046 |
|
1.618 |
1.1956 |
|
1.000 |
1.1900 |
|
0.618 |
1.1866 |
|
HIGH |
1.1810 |
|
0.618 |
1.1776 |
|
0.500 |
1.1765 |
|
0.382 |
1.1754 |
|
LOW |
1.1720 |
|
0.618 |
1.1664 |
|
1.000 |
1.1630 |
|
1.618 |
1.1574 |
|
2.618 |
1.1484 |
|
4.250 |
1.1338 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1765 |
1.1734 |
| PP |
1.1759 |
1.1722 |
| S1 |
1.1752 |
1.1710 |
|