CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1889 |
1.1831 |
-0.0058 |
-0.5% |
1.1652 |
| High |
1.1918 |
1.1872 |
-0.0046 |
-0.4% |
1.1791 |
| Low |
1.1804 |
1.1804 |
0.0000 |
0.0% |
1.1650 |
| Close |
1.1817 |
1.1870 |
0.0053 |
0.4% |
1.1674 |
| Range |
0.0114 |
0.0068 |
-0.0046 |
-40.4% |
0.0141 |
| ATR |
0.0112 |
0.0108 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
2,544 |
612 |
-1,932 |
-75.9% |
1,493 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2053 |
1.2029 |
1.1907 |
|
| R3 |
1.1985 |
1.1961 |
1.1889 |
|
| R2 |
1.1917 |
1.1917 |
1.1882 |
|
| R1 |
1.1893 |
1.1893 |
1.1876 |
1.1905 |
| PP |
1.1849 |
1.1849 |
1.1849 |
1.1855 |
| S1 |
1.1825 |
1.1825 |
1.1864 |
1.1837 |
| S2 |
1.1781 |
1.1781 |
1.1858 |
|
| S3 |
1.1713 |
1.1757 |
1.1851 |
|
| S4 |
1.1645 |
1.1689 |
1.1833 |
|
|
| 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 |
1.1667 |
0.0306 |
2.6% |
0.0112 |
0.9% |
66% |
False |
False |
968 |
| 10 |
1.1973 |
1.1592 |
0.0381 |
3.2% |
0.0105 |
0.9% |
73% |
False |
False |
654 |
| 20 |
1.1973 |
1.1536 |
0.0437 |
3.7% |
0.0106 |
0.9% |
76% |
False |
False |
462 |
| 40 |
1.1973 |
1.1246 |
0.0727 |
6.1% |
0.0104 |
0.9% |
86% |
False |
False |
299 |
| 60 |
1.1973 |
1.0827 |
0.1146 |
9.7% |
0.0083 |
0.7% |
91% |
False |
False |
207 |
| 80 |
1.1973 |
1.0583 |
0.1390 |
11.7% |
0.0075 |
0.6% |
93% |
False |
False |
158 |
| 100 |
1.1973 |
1.0583 |
0.1390 |
11.7% |
0.0061 |
0.5% |
93% |
False |
False |
128 |
| 120 |
1.1973 |
1.0583 |
0.1390 |
11.7% |
0.0051 |
0.4% |
93% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2161 |
|
2.618 |
1.2050 |
|
1.618 |
1.1982 |
|
1.000 |
1.1940 |
|
0.618 |
1.1914 |
|
HIGH |
1.1872 |
|
0.618 |
1.1846 |
|
0.500 |
1.1838 |
|
0.382 |
1.1830 |
|
LOW |
1.1804 |
|
0.618 |
1.1762 |
|
1.000 |
1.1736 |
|
1.618 |
1.1694 |
|
2.618 |
1.1626 |
|
4.250 |
1.1515 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1859 |
1.1868 |
| PP |
1.1849 |
1.1866 |
| S1 |
1.1838 |
1.1864 |
|