CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1841 |
1.1893 |
0.0052 |
0.4% |
1.1692 |
| High |
1.1941 |
1.1966 |
0.0025 |
0.2% |
1.1973 |
| Low |
1.1826 |
1.1824 |
-0.0002 |
0.0% |
1.1687 |
| Close |
1.1909 |
1.1851 |
-0.0058 |
-0.5% |
1.1727 |
| Range |
0.0115 |
0.0142 |
0.0027 |
23.5% |
0.0286 |
| ATR |
0.0118 |
0.0120 |
0.0002 |
1.5% |
0.0000 |
| Volume |
1,985 |
2,544 |
559 |
28.2% |
4,950 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2306 |
1.2221 |
1.1929 |
|
| R3 |
1.2164 |
1.2079 |
1.1890 |
|
| R2 |
1.2022 |
1.2022 |
1.1877 |
|
| R1 |
1.1937 |
1.1937 |
1.1864 |
1.1909 |
| PP |
1.1880 |
1.1880 |
1.1880 |
1.1866 |
| S1 |
1.1795 |
1.1795 |
1.1838 |
1.1767 |
| S2 |
1.1738 |
1.1738 |
1.1825 |
|
| S3 |
1.1596 |
1.1653 |
1.1812 |
|
| S4 |
1.1454 |
1.1511 |
1.1773 |
|
|
| 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 |
1.1966 |
1.1655 |
0.0311 |
2.6% |
0.0135 |
1.1% |
63% |
True |
False |
1,402 |
| 10 |
1.1973 |
1.1655 |
0.0318 |
2.7% |
0.0131 |
1.1% |
62% |
False |
False |
1,145 |
| 20 |
1.1973 |
1.1584 |
0.0389 |
3.3% |
0.0117 |
1.0% |
69% |
False |
False |
746 |
| 40 |
1.1973 |
1.1246 |
0.0727 |
6.1% |
0.0108 |
0.9% |
83% |
False |
False |
451 |
| 60 |
1.1973 |
1.0909 |
0.1064 |
9.0% |
0.0093 |
0.8% |
89% |
False |
False |
313 |
| 80 |
1.1973 |
1.0761 |
0.1212 |
10.2% |
0.0073 |
0.6% |
90% |
False |
False |
237 |
| 100 |
1.1973 |
1.0583 |
0.1390 |
11.7% |
0.0066 |
0.6% |
91% |
False |
False |
192 |
| 120 |
1.1973 |
1.0583 |
0.1390 |
11.7% |
0.0056 |
0.5% |
91% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2570 |
|
2.618 |
1.2338 |
|
1.618 |
1.2196 |
|
1.000 |
1.2108 |
|
0.618 |
1.2054 |
|
HIGH |
1.1966 |
|
0.618 |
1.1912 |
|
0.500 |
1.1895 |
|
0.382 |
1.1878 |
|
LOW |
1.1824 |
|
0.618 |
1.1736 |
|
1.000 |
1.1682 |
|
1.618 |
1.1594 |
|
2.618 |
1.1452 |
|
4.250 |
1.1221 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1895 |
1.1838 |
| PP |
1.1880 |
1.1824 |
| S1 |
1.1866 |
1.1811 |
|