CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 19-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1702 |
1.1715 |
0.0013 |
0.1% |
1.1732 |
| High |
1.1750 |
1.1791 |
0.0041 |
0.3% |
1.1810 |
| Low |
1.1685 |
1.1655 |
-0.0030 |
-0.3% |
1.1592 |
| Close |
1.1714 |
1.1734 |
0.0020 |
0.2% |
1.1611 |
| Range |
0.0065 |
0.0136 |
0.0071 |
109.2% |
0.0218 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
2.4% |
0.0000 |
| Volume |
251 |
213 |
-38 |
-15.1% |
1,962 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2135 |
1.2070 |
1.1809 |
|
| R3 |
1.1999 |
1.1934 |
1.1771 |
|
| R2 |
1.1863 |
1.1863 |
1.1759 |
|
| R1 |
1.1798 |
1.1798 |
1.1746 |
1.1831 |
| PP |
1.1727 |
1.1727 |
1.1727 |
1.1743 |
| S1 |
1.1662 |
1.1662 |
1.1722 |
1.1695 |
| S2 |
1.1591 |
1.1591 |
1.1709 |
|
| S3 |
1.1455 |
1.1526 |
1.1697 |
|
| S4 |
1.1319 |
1.1390 |
1.1659 |
|
|
| 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 |
1.1791 |
1.1592 |
0.0199 |
1.7% |
0.0097 |
0.8% |
71% |
True |
False |
341 |
| 10 |
1.1810 |
1.1592 |
0.0218 |
1.9% |
0.0107 |
0.9% |
65% |
False |
False |
330 |
| 20 |
1.1810 |
1.1373 |
0.0437 |
3.7% |
0.0106 |
0.9% |
83% |
False |
False |
276 |
| 40 |
1.1810 |
1.1159 |
0.0651 |
5.5% |
0.0097 |
0.8% |
88% |
False |
False |
183 |
| 60 |
1.1810 |
1.0827 |
0.0983 |
8.4% |
0.0073 |
0.6% |
92% |
False |
False |
126 |
| 80 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0068 |
0.6% |
94% |
False |
False |
99 |
| 100 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0055 |
0.5% |
94% |
False |
False |
80 |
| 120 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0046 |
0.4% |
94% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2369 |
|
2.618 |
1.2147 |
|
1.618 |
1.2011 |
|
1.000 |
1.1927 |
|
0.618 |
1.1875 |
|
HIGH |
1.1791 |
|
0.618 |
1.1739 |
|
0.500 |
1.1723 |
|
0.382 |
1.1707 |
|
LOW |
1.1655 |
|
0.618 |
1.1571 |
|
1.000 |
1.1519 |
|
1.618 |
1.1435 |
|
2.618 |
1.1299 |
|
4.250 |
1.1077 |
|
|
| Fisher Pivots for day following 19-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1730 |
1.1730 |
| PP |
1.1727 |
1.1727 |
| S1 |
1.1723 |
1.1723 |
|