CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1715 |
1.1730 |
0.0015 |
0.1% |
1.1652 |
| High |
1.1791 |
1.1750 |
-0.0041 |
-0.3% |
1.1791 |
| Low |
1.1655 |
1.1667 |
0.0012 |
0.1% |
1.1650 |
| Close |
1.1734 |
1.1674 |
-0.0060 |
-0.5% |
1.1674 |
| Range |
0.0136 |
0.0083 |
-0.0053 |
-39.0% |
0.0141 |
| ATR |
0.0104 |
0.0103 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
213 |
436 |
223 |
104.7% |
1,493 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1946 |
1.1893 |
1.1720 |
|
| R3 |
1.1863 |
1.1810 |
1.1697 |
|
| R2 |
1.1780 |
1.1780 |
1.1689 |
|
| R1 |
1.1727 |
1.1727 |
1.1682 |
1.1712 |
| PP |
1.1697 |
1.1697 |
1.1697 |
1.1690 |
| S1 |
1.1644 |
1.1644 |
1.1666 |
1.1629 |
| S2 |
1.1614 |
1.1614 |
1.1659 |
|
| S3 |
1.1531 |
1.1561 |
1.1651 |
|
| S4 |
1.1448 |
1.1478 |
1.1628 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2128 |
1.2042 |
1.1752 |
|
| R3 |
1.1987 |
1.1901 |
1.1713 |
|
| R2 |
1.1846 |
1.1846 |
1.1700 |
|
| R1 |
1.1760 |
1.1760 |
1.1687 |
1.1803 |
| PP |
1.1705 |
1.1705 |
1.1705 |
1.1727 |
| S1 |
1.1619 |
1.1619 |
1.1661 |
1.1662 |
| S2 |
1.1564 |
1.1564 |
1.1648 |
|
| S3 |
1.1423 |
1.1478 |
1.1635 |
|
| S4 |
1.1282 |
1.1337 |
1.1596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1791 |
1.1650 |
0.0141 |
1.2% |
0.0092 |
0.8% |
17% |
False |
False |
298 |
| 10 |
1.1810 |
1.1592 |
0.0218 |
1.9% |
0.0101 |
0.9% |
38% |
False |
False |
345 |
| 20 |
1.1810 |
1.1373 |
0.0437 |
3.7% |
0.0105 |
0.9% |
69% |
False |
False |
292 |
| 40 |
1.1810 |
1.1189 |
0.0621 |
5.3% |
0.0097 |
0.8% |
78% |
False |
False |
192 |
| 60 |
1.1810 |
1.0827 |
0.0983 |
8.4% |
0.0075 |
0.6% |
86% |
False |
False |
133 |
| 80 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0069 |
0.6% |
89% |
False |
False |
104 |
| 100 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0056 |
0.5% |
89% |
False |
False |
84 |
| 120 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0047 |
0.4% |
89% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2103 |
|
2.618 |
1.1967 |
|
1.618 |
1.1884 |
|
1.000 |
1.1833 |
|
0.618 |
1.1801 |
|
HIGH |
1.1750 |
|
0.618 |
1.1718 |
|
0.500 |
1.1709 |
|
0.382 |
1.1699 |
|
LOW |
1.1667 |
|
0.618 |
1.1616 |
|
1.000 |
1.1584 |
|
1.618 |
1.1533 |
|
2.618 |
1.1450 |
|
4.250 |
1.1314 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1709 |
1.1723 |
| PP |
1.1697 |
1.1707 |
| S1 |
1.1686 |
1.1690 |
|