CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1856 |
1.1715 |
-0.0141 |
-1.2% |
1.1692 |
| High |
1.1876 |
1.1847 |
-0.0029 |
-0.2% |
1.1973 |
| Low |
1.1717 |
1.1655 |
-0.0062 |
-0.5% |
1.1687 |
| Close |
1.1727 |
1.1821 |
0.0094 |
0.8% |
1.1727 |
| Range |
0.0159 |
0.0192 |
0.0033 |
20.8% |
0.0286 |
| ATR |
0.0112 |
0.0118 |
0.0006 |
5.1% |
0.0000 |
| Volume |
546 |
1,327 |
781 |
143.0% |
4,950 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2350 |
1.2278 |
1.1927 |
|
| R3 |
1.2158 |
1.2086 |
1.1874 |
|
| R2 |
1.1966 |
1.1966 |
1.1856 |
|
| R1 |
1.1894 |
1.1894 |
1.1839 |
1.1930 |
| PP |
1.1774 |
1.1774 |
1.1774 |
1.1793 |
| S1 |
1.1702 |
1.1702 |
1.1803 |
1.1738 |
| S2 |
1.1582 |
1.1582 |
1.1786 |
|
| S3 |
1.1390 |
1.1510 |
1.1768 |
|
| S4 |
1.1198 |
1.1318 |
1.1715 |
|
|
| 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 |
1.1655 |
0.0318 |
2.7% |
0.0150 |
1.3% |
52% |
False |
True |
1,189 |
| 10 |
1.1973 |
1.1655 |
0.0318 |
2.7% |
0.0119 |
1.0% |
52% |
False |
True |
752 |
| 20 |
1.1973 |
1.1570 |
0.0403 |
3.4% |
0.0117 |
1.0% |
62% |
False |
False |
526 |
| 40 |
1.1973 |
1.1246 |
0.0727 |
6.2% |
0.0106 |
0.9% |
79% |
False |
False |
342 |
| 60 |
1.1973 |
1.0909 |
0.1064 |
9.0% |
0.0088 |
0.7% |
86% |
False |
False |
238 |
| 80 |
1.1973 |
1.0761 |
0.1212 |
10.3% |
0.0073 |
0.6% |
87% |
False |
False |
181 |
| 100 |
1.1973 |
1.0583 |
0.1390 |
11.8% |
0.0064 |
0.5% |
89% |
False |
False |
147 |
| 120 |
1.1973 |
1.0583 |
0.1390 |
11.8% |
0.0054 |
0.5% |
89% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2663 |
|
2.618 |
1.2350 |
|
1.618 |
1.2158 |
|
1.000 |
1.2039 |
|
0.618 |
1.1966 |
|
HIGH |
1.1847 |
|
0.618 |
1.1774 |
|
0.500 |
1.1751 |
|
0.382 |
1.1728 |
|
LOW |
1.1655 |
|
0.618 |
1.1536 |
|
1.000 |
1.1463 |
|
1.618 |
1.1344 |
|
2.618 |
1.1152 |
|
4.250 |
1.0839 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1798 |
1.1803 |
| PP |
1.1774 |
1.1784 |
| S1 |
1.1751 |
1.1766 |
|