CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1658 |
1.1652 |
-0.0006 |
-0.1% |
1.1732 |
| High |
1.1700 |
1.1750 |
0.0050 |
0.4% |
1.1810 |
| Low |
1.1592 |
1.1650 |
0.0058 |
0.5% |
1.1592 |
| Close |
1.1611 |
1.1737 |
0.0126 |
1.1% |
1.1611 |
| Range |
0.0108 |
0.0100 |
-0.0008 |
-7.4% |
0.0218 |
| ATR |
0.0105 |
0.0107 |
0.0002 |
2.3% |
0.0000 |
| Volume |
651 |
244 |
-407 |
-62.5% |
1,962 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2012 |
1.1975 |
1.1792 |
|
| R3 |
1.1912 |
1.1875 |
1.1765 |
|
| R2 |
1.1812 |
1.1812 |
1.1755 |
|
| R1 |
1.1775 |
1.1775 |
1.1746 |
1.1794 |
| PP |
1.1712 |
1.1712 |
1.1712 |
1.1722 |
| S1 |
1.1675 |
1.1675 |
1.1728 |
1.1694 |
| S2 |
1.1612 |
1.1612 |
1.1719 |
|
| S3 |
1.1512 |
1.1575 |
1.1710 |
|
| S4 |
1.1412 |
1.1475 |
1.1682 |
|
|
| 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% |
0.0114 |
1.0% |
67% |
False |
False |
355 |
| 10 |
1.1810 |
1.1570 |
0.0240 |
2.0% |
0.0114 |
1.0% |
70% |
False |
False |
300 |
| 20 |
1.1810 |
1.1373 |
0.0437 |
3.7% |
0.0105 |
0.9% |
83% |
False |
False |
255 |
| 40 |
1.1810 |
1.0968 |
0.0842 |
7.2% |
0.0097 |
0.8% |
91% |
False |
False |
166 |
| 60 |
1.1810 |
1.0827 |
0.0983 |
8.4% |
0.0069 |
0.6% |
93% |
False |
False |
115 |
| 80 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0065 |
0.5% |
94% |
False |
False |
89 |
| 100 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0053 |
0.4% |
94% |
False |
False |
72 |
| 120 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0044 |
0.4% |
94% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2175 |
|
2.618 |
1.2012 |
|
1.618 |
1.1912 |
|
1.000 |
1.1850 |
|
0.618 |
1.1812 |
|
HIGH |
1.1750 |
|
0.618 |
1.1712 |
|
0.500 |
1.1700 |
|
0.382 |
1.1688 |
|
LOW |
1.1650 |
|
0.618 |
1.1588 |
|
1.000 |
1.1550 |
|
1.618 |
1.1488 |
|
2.618 |
1.1388 |
|
4.250 |
1.1225 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1725 |
1.1720 |
| PP |
1.1712 |
1.1703 |
| S1 |
1.1700 |
1.1686 |
|