CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1715 |
1.1841 |
0.0126 |
1.1% |
1.1692 |
| High |
1.1847 |
1.1941 |
0.0094 |
0.8% |
1.1973 |
| Low |
1.1655 |
1.1826 |
0.0171 |
1.5% |
1.1687 |
| Close |
1.1821 |
1.1909 |
0.0088 |
0.7% |
1.1727 |
| Range |
0.0192 |
0.0115 |
-0.0077 |
-40.1% |
0.0286 |
| ATR |
0.0118 |
0.0118 |
0.0000 |
0.1% |
0.0000 |
| Volume |
1,327 |
1,985 |
658 |
49.6% |
4,950 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2237 |
1.2188 |
1.1972 |
|
| R3 |
1.2122 |
1.2073 |
1.1941 |
|
| R2 |
1.2007 |
1.2007 |
1.1930 |
|
| R1 |
1.1958 |
1.1958 |
1.1920 |
1.1983 |
| PP |
1.1892 |
1.1892 |
1.1892 |
1.1904 |
| S1 |
1.1843 |
1.1843 |
1.1898 |
1.1868 |
| S2 |
1.1777 |
1.1777 |
1.1888 |
|
| S3 |
1.1662 |
1.1728 |
1.1877 |
|
| S4 |
1.1547 |
1.1613 |
1.1846 |
|
|
| 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 |
1.1941 |
1.1655 |
0.0286 |
2.4% |
0.0130 |
1.1% |
89% |
True |
False |
1,402 |
| 10 |
1.1973 |
1.1655 |
0.0318 |
2.7% |
0.0123 |
1.0% |
80% |
False |
False |
916 |
| 20 |
1.1973 |
1.1584 |
0.0389 |
3.3% |
0.0117 |
1.0% |
84% |
False |
False |
622 |
| 40 |
1.1973 |
1.1246 |
0.0727 |
6.1% |
0.0107 |
0.9% |
91% |
False |
False |
388 |
| 60 |
1.1973 |
1.0909 |
0.1064 |
8.9% |
0.0090 |
0.8% |
94% |
False |
False |
271 |
| 80 |
1.1973 |
1.0761 |
0.1212 |
10.2% |
0.0071 |
0.6% |
95% |
False |
False |
206 |
| 100 |
1.1973 |
1.0583 |
0.1390 |
11.7% |
0.0065 |
0.5% |
95% |
False |
False |
166 |
| 120 |
1.1973 |
1.0583 |
0.1390 |
11.7% |
0.0055 |
0.5% |
95% |
False |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2430 |
|
2.618 |
1.2242 |
|
1.618 |
1.2127 |
|
1.000 |
1.2056 |
|
0.618 |
1.2012 |
|
HIGH |
1.1941 |
|
0.618 |
1.1897 |
|
0.500 |
1.1884 |
|
0.382 |
1.1870 |
|
LOW |
1.1826 |
|
0.618 |
1.1755 |
|
1.000 |
1.1711 |
|
1.618 |
1.1640 |
|
2.618 |
1.1525 |
|
4.250 |
1.1337 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1901 |
1.1872 |
| PP |
1.1892 |
1.1835 |
| S1 |
1.1884 |
1.1798 |
|