CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1831 |
1.1856 |
0.0025 |
0.2% |
1.1692 |
| High |
1.1872 |
1.1876 |
0.0004 |
0.0% |
1.1973 |
| Low |
1.1804 |
1.1717 |
-0.0087 |
-0.7% |
1.1687 |
| Close |
1.1870 |
1.1727 |
-0.0143 |
-1.2% |
1.1727 |
| Range |
0.0068 |
0.0159 |
0.0091 |
133.8% |
0.0286 |
| ATR |
0.0108 |
0.0112 |
0.0004 |
3.3% |
0.0000 |
| Volume |
612 |
546 |
-66 |
-10.8% |
4,950 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2250 |
1.2148 |
1.1814 |
|
| R3 |
1.2091 |
1.1989 |
1.1771 |
|
| R2 |
1.1932 |
1.1932 |
1.1756 |
|
| R1 |
1.1830 |
1.1830 |
1.1742 |
1.1802 |
| PP |
1.1773 |
1.1773 |
1.1773 |
1.1759 |
| S1 |
1.1671 |
1.1671 |
1.1712 |
1.1643 |
| S2 |
1.1614 |
1.1614 |
1.1698 |
|
| S3 |
1.1455 |
1.1512 |
1.1683 |
|
| S4 |
1.1296 |
1.1353 |
1.1640 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2654 |
1.2476 |
1.1884 |
|
| R3 |
1.2368 |
1.2190 |
1.1806 |
|
| R2 |
1.2082 |
1.2082 |
1.1779 |
|
| R1 |
1.1904 |
1.1904 |
1.1753 |
1.1993 |
| PP |
1.1796 |
1.1796 |
1.1796 |
1.1840 |
| S1 |
1.1618 |
1.1618 |
1.1701 |
1.1707 |
| S2 |
1.1510 |
1.1510 |
1.1675 |
|
| S3 |
1.1224 |
1.1332 |
1.1648 |
|
| S4 |
1.0938 |
1.1046 |
1.1570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1973 |
1.1687 |
0.0286 |
2.4% |
0.0127 |
1.1% |
14% |
False |
False |
990 |
| 10 |
1.1973 |
1.1650 |
0.0323 |
2.8% |
0.0110 |
0.9% |
24% |
False |
False |
644 |
| 20 |
1.1973 |
1.1549 |
0.0424 |
3.6% |
0.0109 |
0.9% |
42% |
False |
False |
475 |
| 40 |
1.1973 |
1.1246 |
0.0727 |
6.2% |
0.0104 |
0.9% |
66% |
False |
False |
312 |
| 60 |
1.1973 |
1.0900 |
0.1073 |
9.1% |
0.0085 |
0.7% |
77% |
False |
False |
216 |
| 80 |
1.1973 |
1.0728 |
0.1245 |
10.6% |
0.0077 |
0.7% |
80% |
False |
False |
165 |
| 100 |
1.1973 |
1.0583 |
0.1390 |
11.9% |
0.0062 |
0.5% |
82% |
False |
False |
134 |
| 120 |
1.1973 |
1.0583 |
0.1390 |
11.9% |
0.0052 |
0.4% |
82% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2552 |
|
2.618 |
1.2292 |
|
1.618 |
1.2133 |
|
1.000 |
1.2035 |
|
0.618 |
1.1974 |
|
HIGH |
1.1876 |
|
0.618 |
1.1815 |
|
0.500 |
1.1797 |
|
0.382 |
1.1778 |
|
LOW |
1.1717 |
|
0.618 |
1.1619 |
|
1.000 |
1.1558 |
|
1.618 |
1.1460 |
|
2.618 |
1.1301 |
|
4.250 |
1.1041 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1797 |
1.1818 |
| PP |
1.1773 |
1.1787 |
| S1 |
1.1750 |
1.1757 |
|