CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1739 |
1.1702 |
-0.0037 |
-0.3% |
1.1732 |
| High |
1.1762 |
1.1750 |
-0.0012 |
-0.1% |
1.1810 |
| Low |
1.1687 |
1.1685 |
-0.0002 |
0.0% |
1.1592 |
| Close |
1.1702 |
1.1714 |
0.0012 |
0.1% |
1.1611 |
| Range |
0.0075 |
0.0065 |
-0.0010 |
-13.3% |
0.0218 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
349 |
251 |
-98 |
-28.1% |
1,962 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1911 |
1.1878 |
1.1750 |
|
| R3 |
1.1846 |
1.1813 |
1.1732 |
|
| R2 |
1.1781 |
1.1781 |
1.1726 |
|
| R1 |
1.1748 |
1.1748 |
1.1720 |
1.1765 |
| PP |
1.1716 |
1.1716 |
1.1716 |
1.1725 |
| S1 |
1.1683 |
1.1683 |
1.1708 |
1.1700 |
| S2 |
1.1651 |
1.1651 |
1.1702 |
|
| S3 |
1.1586 |
1.1618 |
1.1696 |
|
| S4 |
1.1521 |
1.1553 |
1.1678 |
|
|
| 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 |
1.1779 |
1.1592 |
0.0187 |
1.6% |
0.0096 |
0.8% |
65% |
False |
False |
405 |
| 10 |
1.1810 |
1.1584 |
0.0226 |
1.9% |
0.0103 |
0.9% |
58% |
False |
False |
346 |
| 20 |
1.1810 |
1.1373 |
0.0437 |
3.7% |
0.0104 |
0.9% |
78% |
False |
False |
272 |
| 40 |
1.1810 |
1.1084 |
0.0726 |
6.2% |
0.0096 |
0.8% |
87% |
False |
False |
178 |
| 60 |
1.1810 |
1.0827 |
0.0983 |
8.4% |
0.0071 |
0.6% |
90% |
False |
False |
123 |
| 80 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0066 |
0.6% |
92% |
False |
False |
96 |
| 100 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0054 |
0.5% |
92% |
False |
False |
78 |
| 120 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0045 |
0.4% |
92% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2026 |
|
2.618 |
1.1920 |
|
1.618 |
1.1855 |
|
1.000 |
1.1815 |
|
0.618 |
1.1790 |
|
HIGH |
1.1750 |
|
0.618 |
1.1725 |
|
0.500 |
1.1718 |
|
0.382 |
1.1710 |
|
LOW |
1.1685 |
|
0.618 |
1.1645 |
|
1.000 |
1.1620 |
|
1.618 |
1.1580 |
|
2.618 |
1.1515 |
|
4.250 |
1.1409 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1718 |
1.1711 |
| PP |
1.1716 |
1.1709 |
| S1 |
1.1715 |
1.1706 |
|