CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1652 |
1.1739 |
0.0087 |
0.7% |
1.1732 |
| High |
1.1750 |
1.1762 |
0.0012 |
0.1% |
1.1810 |
| Low |
1.1650 |
1.1687 |
0.0037 |
0.3% |
1.1592 |
| Close |
1.1737 |
1.1702 |
-0.0035 |
-0.3% |
1.1611 |
| Range |
0.0100 |
0.0075 |
-0.0025 |
-25.0% |
0.0218 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
244 |
349 |
105 |
43.0% |
1,962 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1942 |
1.1897 |
1.1743 |
|
| R3 |
1.1867 |
1.1822 |
1.1723 |
|
| R2 |
1.1792 |
1.1792 |
1.1716 |
|
| R1 |
1.1747 |
1.1747 |
1.1709 |
1.1732 |
| PP |
1.1717 |
1.1717 |
1.1717 |
1.1710 |
| S1 |
1.1672 |
1.1672 |
1.1695 |
1.1657 |
| S2 |
1.1642 |
1.1642 |
1.1688 |
|
| S3 |
1.1567 |
1.1597 |
1.1681 |
|
| S4 |
1.1492 |
1.1522 |
1.1661 |
|
|
| 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% |
0.0101 |
0.9% |
50% |
False |
False |
398 |
| 10 |
1.1810 |
1.1584 |
0.0226 |
1.9% |
0.0110 |
0.9% |
52% |
False |
False |
329 |
| 20 |
1.1810 |
1.1373 |
0.0437 |
3.7% |
0.0103 |
0.9% |
75% |
False |
False |
266 |
| 40 |
1.1810 |
1.1025 |
0.0785 |
6.7% |
0.0095 |
0.8% |
86% |
False |
False |
174 |
| 60 |
1.1810 |
1.0827 |
0.0983 |
8.4% |
0.0070 |
0.6% |
89% |
False |
False |
120 |
| 80 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0065 |
0.6% |
91% |
False |
False |
93 |
| 100 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0053 |
0.5% |
91% |
False |
False |
75 |
| 120 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0045 |
0.4% |
91% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2081 |
|
2.618 |
1.1958 |
|
1.618 |
1.1883 |
|
1.000 |
1.1837 |
|
0.618 |
1.1808 |
|
HIGH |
1.1762 |
|
0.618 |
1.1733 |
|
0.500 |
1.1725 |
|
0.382 |
1.1716 |
|
LOW |
1.1687 |
|
0.618 |
1.1641 |
|
1.000 |
1.1612 |
|
1.618 |
1.1566 |
|
2.618 |
1.1491 |
|
4.250 |
1.1368 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1725 |
1.1694 |
| PP |
1.1717 |
1.1685 |
| S1 |
1.1710 |
1.1677 |
|