CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1740 |
1.1658 |
-0.0082 |
-0.7% |
1.1732 |
| High |
1.1779 |
1.1700 |
-0.0079 |
-0.7% |
1.1810 |
| Low |
1.1646 |
1.1592 |
-0.0054 |
-0.5% |
1.1592 |
| Close |
1.1658 |
1.1611 |
-0.0047 |
-0.4% |
1.1611 |
| Range |
0.0133 |
0.0108 |
-0.0025 |
-18.8% |
0.0218 |
| ATR |
0.0104 |
0.0105 |
0.0000 |
0.2% |
0.0000 |
| Volume |
530 |
651 |
121 |
22.8% |
1,962 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1958 |
1.1893 |
1.1670 |
|
| R3 |
1.1850 |
1.1785 |
1.1641 |
|
| R2 |
1.1742 |
1.1742 |
1.1631 |
|
| R1 |
1.1677 |
1.1677 |
1.1621 |
1.1656 |
| PP |
1.1634 |
1.1634 |
1.1634 |
1.1624 |
| S1 |
1.1569 |
1.1569 |
1.1601 |
1.1548 |
| S2 |
1.1526 |
1.1526 |
1.1591 |
|
| S3 |
1.1418 |
1.1461 |
1.1581 |
|
| S4 |
1.1310 |
1.1353 |
1.1552 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2325 |
1.2186 |
1.1731 |
|
| R3 |
1.2107 |
1.1968 |
1.1671 |
|
| R2 |
1.1889 |
1.1889 |
1.1651 |
|
| R1 |
1.1750 |
1.1750 |
1.1631 |
1.1711 |
| PP |
1.1671 |
1.1671 |
1.1671 |
1.1651 |
| S1 |
1.1532 |
1.1532 |
1.1591 |
1.1493 |
| S2 |
1.1453 |
1.1453 |
1.1571 |
|
| S3 |
1.1235 |
1.1314 |
1.1551 |
|
| S4 |
1.1017 |
1.1096 |
1.1491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1810 |
1.1592 |
0.0218 |
1.9% |
0.0109 |
0.9% |
9% |
False |
True |
392 |
| 10 |
1.1810 |
1.1549 |
0.0261 |
2.2% |
0.0109 |
0.9% |
24% |
False |
False |
307 |
| 20 |
1.1810 |
1.1373 |
0.0437 |
3.8% |
0.0104 |
0.9% |
54% |
False |
False |
251 |
| 40 |
1.1810 |
1.0968 |
0.0842 |
7.3% |
0.0095 |
0.8% |
76% |
False |
False |
160 |
| 60 |
1.1810 |
1.0827 |
0.0983 |
8.5% |
0.0070 |
0.6% |
80% |
False |
False |
111 |
| 80 |
1.1810 |
1.0583 |
0.1227 |
10.6% |
0.0063 |
0.5% |
84% |
False |
False |
86 |
| 100 |
1.1810 |
1.0583 |
0.1227 |
10.6% |
0.0052 |
0.4% |
84% |
False |
False |
69 |
| 120 |
1.1810 |
1.0583 |
0.1227 |
10.6% |
0.0043 |
0.4% |
84% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2159 |
|
2.618 |
1.1983 |
|
1.618 |
1.1875 |
|
1.000 |
1.1808 |
|
0.618 |
1.1767 |
|
HIGH |
1.1700 |
|
0.618 |
1.1659 |
|
0.500 |
1.1646 |
|
0.382 |
1.1633 |
|
LOW |
1.1592 |
|
0.618 |
1.1525 |
|
1.000 |
1.1484 |
|
1.618 |
1.1417 |
|
2.618 |
1.1309 |
|
4.250 |
1.1133 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1646 |
1.1701 |
| PP |
1.1634 |
1.1671 |
| S1 |
1.1623 |
1.1641 |
|