CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1893 |
1.1852 |
-0.0041 |
-0.3% |
1.1692 |
| High |
1.1966 |
1.1917 |
-0.0049 |
-0.4% |
1.1973 |
| Low |
1.1824 |
1.1841 |
0.0017 |
0.1% |
1.1687 |
| Close |
1.1851 |
1.1886 |
0.0035 |
0.3% |
1.1727 |
| Range |
0.0142 |
0.0076 |
-0.0066 |
-46.5% |
0.0286 |
| ATR |
0.0120 |
0.0117 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
2,544 |
2,951 |
407 |
16.0% |
4,950 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2109 |
1.2074 |
1.1928 |
|
| R3 |
1.2033 |
1.1998 |
1.1907 |
|
| R2 |
1.1957 |
1.1957 |
1.1900 |
|
| R1 |
1.1922 |
1.1922 |
1.1893 |
1.1940 |
| PP |
1.1881 |
1.1881 |
1.1881 |
1.1890 |
| S1 |
1.1846 |
1.1846 |
1.1879 |
1.1864 |
| S2 |
1.1805 |
1.1805 |
1.1872 |
|
| S3 |
1.1729 |
1.1770 |
1.1865 |
|
| S4 |
1.1653 |
1.1694 |
1.1844 |
|
|
| 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% |
0.0137 |
1.2% |
74% |
False |
False |
1,870 |
| 10 |
1.1973 |
1.1655 |
0.0318 |
2.7% |
0.0125 |
1.0% |
73% |
False |
False |
1,419 |
| 20 |
1.1973 |
1.1592 |
0.0381 |
3.2% |
0.0116 |
1.0% |
77% |
False |
False |
874 |
| 40 |
1.1973 |
1.1246 |
0.0727 |
6.1% |
0.0107 |
0.9% |
88% |
False |
False |
524 |
| 60 |
1.1973 |
1.0909 |
0.1064 |
9.0% |
0.0094 |
0.8% |
92% |
False |
False |
362 |
| 80 |
1.1973 |
1.0761 |
0.1212 |
10.2% |
0.0074 |
0.6% |
93% |
False |
False |
274 |
| 100 |
1.1973 |
1.0583 |
0.1390 |
11.7% |
0.0067 |
0.6% |
94% |
False |
False |
221 |
| 120 |
1.1973 |
1.0583 |
0.1390 |
11.7% |
0.0057 |
0.5% |
94% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2240 |
|
2.618 |
1.2116 |
|
1.618 |
1.2040 |
|
1.000 |
1.1993 |
|
0.618 |
1.1964 |
|
HIGH |
1.1917 |
|
0.618 |
1.1888 |
|
0.500 |
1.1879 |
|
0.382 |
1.1870 |
|
LOW |
1.1841 |
|
0.618 |
1.1794 |
|
1.000 |
1.1765 |
|
1.618 |
1.1718 |
|
2.618 |
1.1642 |
|
4.250 |
1.1518 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1884 |
1.1895 |
| PP |
1.1881 |
1.1892 |
| S1 |
1.1879 |
1.1889 |
|