CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1692 |
1.1760 |
0.0068 |
0.6% |
1.1652 |
| High |
1.1765 |
1.1973 |
0.0208 |
1.8% |
1.1791 |
| Low |
1.1687 |
1.1755 |
0.0068 |
0.6% |
1.1650 |
| Close |
1.1741 |
1.1887 |
0.0146 |
1.2% |
1.1674 |
| Range |
0.0078 |
0.0218 |
0.0140 |
179.5% |
0.0141 |
| ATR |
0.0102 |
0.0111 |
0.0009 |
9.1% |
0.0000 |
| Volume |
331 |
917 |
586 |
177.0% |
1,493 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2526 |
1.2424 |
1.2007 |
|
| R3 |
1.2308 |
1.2206 |
1.1947 |
|
| R2 |
1.2090 |
1.2090 |
1.1927 |
|
| R1 |
1.1988 |
1.1988 |
1.1907 |
1.2039 |
| PP |
1.1872 |
1.1872 |
1.1872 |
1.1897 |
| S1 |
1.1770 |
1.1770 |
1.1867 |
1.1821 |
| S2 |
1.1654 |
1.1654 |
1.1847 |
|
| S3 |
1.1436 |
1.1552 |
1.1827 |
|
| S4 |
1.1218 |
1.1334 |
1.1767 |
|
|
| 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 |
1.1973 |
1.1655 |
0.0318 |
2.7% |
0.0116 |
1.0% |
73% |
True |
False |
429 |
| 10 |
1.1973 |
1.1592 |
0.0381 |
3.2% |
0.0109 |
0.9% |
77% |
True |
False |
414 |
| 20 |
1.1973 |
1.1373 |
0.0600 |
5.0% |
0.0107 |
0.9% |
86% |
True |
False |
335 |
| 40 |
1.1973 |
1.1246 |
0.0727 |
6.1% |
0.0103 |
0.9% |
88% |
True |
False |
222 |
| 60 |
1.1973 |
1.0827 |
0.1146 |
9.6% |
0.0079 |
0.7% |
92% |
True |
False |
154 |
| 80 |
1.1973 |
1.0583 |
0.1390 |
11.7% |
0.0073 |
0.6% |
94% |
True |
False |
119 |
| 100 |
1.1973 |
1.0583 |
0.1390 |
11.7% |
0.0059 |
0.5% |
94% |
True |
False |
97 |
| 120 |
1.1973 |
1.0583 |
0.1390 |
11.7% |
0.0049 |
0.4% |
94% |
True |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2900 |
|
2.618 |
1.2544 |
|
1.618 |
1.2326 |
|
1.000 |
1.2191 |
|
0.618 |
1.2108 |
|
HIGH |
1.1973 |
|
0.618 |
1.1890 |
|
0.500 |
1.1864 |
|
0.382 |
1.1838 |
|
LOW |
1.1755 |
|
0.618 |
1.1620 |
|
1.000 |
1.1537 |
|
1.618 |
1.1402 |
|
2.618 |
1.1184 |
|
4.250 |
1.0829 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1879 |
1.1865 |
| PP |
1.1872 |
1.1842 |
| S1 |
1.1864 |
1.1820 |
|