CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 06-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
06-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1883 |
1.1866 |
-0.0017 |
-0.1% |
1.1715 |
| High |
1.1892 |
1.1910 |
0.0018 |
0.2% |
1.1966 |
| Low |
1.1747 |
1.1850 |
0.0103 |
0.9% |
1.1655 |
| Close |
1.1854 |
1.1892 |
0.0038 |
0.3% |
1.1854 |
| Range |
0.0145 |
0.0060 |
-0.0085 |
-58.6% |
0.0311 |
| ATR |
0.0119 |
0.0114 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
6,391 |
14,857 |
8,466 |
132.5% |
15,198 |
|
| Daily Pivots for day following 06-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2064 |
1.2038 |
1.1925 |
|
| R3 |
1.2004 |
1.1978 |
1.1909 |
|
| R2 |
1.1944 |
1.1944 |
1.1903 |
|
| R1 |
1.1918 |
1.1918 |
1.1898 |
1.1931 |
| PP |
1.1884 |
1.1884 |
1.1884 |
1.1891 |
| S1 |
1.1858 |
1.1858 |
1.1887 |
1.1871 |
| S2 |
1.1824 |
1.1824 |
1.1881 |
|
| S3 |
1.1764 |
1.1798 |
1.1876 |
|
| S4 |
1.1704 |
1.1738 |
1.1859 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2758 |
1.2617 |
1.2025 |
|
| R3 |
1.2447 |
1.2306 |
1.1940 |
|
| R2 |
1.2136 |
1.2136 |
1.1911 |
|
| R1 |
1.1995 |
1.1995 |
1.1883 |
1.2066 |
| PP |
1.1825 |
1.1825 |
1.1825 |
1.1860 |
| S1 |
1.1684 |
1.1684 |
1.1825 |
1.1755 |
| S2 |
1.1514 |
1.1514 |
1.1797 |
|
| S3 |
1.1203 |
1.1373 |
1.1768 |
|
| S4 |
1.0892 |
1.1062 |
1.1683 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1966 |
1.1747 |
0.0219 |
1.8% |
0.0108 |
0.9% |
66% |
False |
False |
5,745 |
| 10 |
1.1973 |
1.1655 |
0.0318 |
2.7% |
0.0129 |
1.1% |
75% |
False |
False |
3,467 |
| 20 |
1.1973 |
1.1592 |
0.0381 |
3.2% |
0.0115 |
1.0% |
79% |
False |
False |
1,901 |
| 40 |
1.1973 |
1.1267 |
0.0706 |
5.9% |
0.0109 |
0.9% |
89% |
False |
False |
1,052 |
| 60 |
1.1973 |
1.0909 |
0.1064 |
8.9% |
0.0097 |
0.8% |
92% |
False |
False |
716 |
| 80 |
1.1973 |
1.0827 |
0.1146 |
9.6% |
0.0076 |
0.6% |
93% |
False |
False |
539 |
| 100 |
1.1973 |
1.0583 |
0.1390 |
11.7% |
0.0069 |
0.6% |
94% |
False |
False |
434 |
| 120 |
1.1973 |
1.0583 |
0.1390 |
11.7% |
0.0058 |
0.5% |
94% |
False |
False |
362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2165 |
|
2.618 |
1.2067 |
|
1.618 |
1.2007 |
|
1.000 |
1.1970 |
|
0.618 |
1.1947 |
|
HIGH |
1.1910 |
|
0.618 |
1.1887 |
|
0.500 |
1.1880 |
|
0.382 |
1.1873 |
|
LOW |
1.1850 |
|
0.618 |
1.1813 |
|
1.000 |
1.1790 |
|
1.618 |
1.1753 |
|
2.618 |
1.1693 |
|
4.250 |
1.1595 |
|
|
| Fisher Pivots for day following 06-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1888 |
1.1872 |
| PP |
1.1884 |
1.1852 |
| S1 |
1.1880 |
1.1832 |
|