CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1866 |
1.1866 |
0.0000 |
0.0% |
1.1715 |
| High |
1.1910 |
1.1987 |
0.0077 |
0.6% |
1.1966 |
| Low |
1.1850 |
1.1850 |
0.0000 |
0.0% |
1.1655 |
| Close |
1.1892 |
1.1949 |
0.0057 |
0.5% |
1.1854 |
| Range |
0.0060 |
0.0137 |
0.0077 |
128.3% |
0.0311 |
| ATR |
0.0114 |
0.0116 |
0.0002 |
1.4% |
0.0000 |
| Volume |
14,857 |
14,857 |
0 |
0.0% |
15,198 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2340 |
1.2281 |
1.2024 |
|
| R3 |
1.2203 |
1.2144 |
1.1987 |
|
| R2 |
1.2066 |
1.2066 |
1.1974 |
|
| R1 |
1.2007 |
1.2007 |
1.1962 |
1.2037 |
| PP |
1.1929 |
1.1929 |
1.1929 |
1.1943 |
| S1 |
1.1870 |
1.1870 |
1.1936 |
1.1900 |
| S2 |
1.1792 |
1.1792 |
1.1924 |
|
| S3 |
1.1655 |
1.1733 |
1.1911 |
|
| S4 |
1.1518 |
1.1596 |
1.1874 |
|
|
| 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 |
1.1987 |
1.1747 |
0.0240 |
2.0% |
0.0112 |
0.9% |
84% |
True |
False |
8,320 |
| 10 |
1.1987 |
1.1655 |
0.0332 |
2.8% |
0.0121 |
1.0% |
89% |
True |
False |
4,861 |
| 20 |
1.1987 |
1.1592 |
0.0395 |
3.3% |
0.0115 |
1.0% |
90% |
True |
False |
2,637 |
| 40 |
1.1987 |
1.1267 |
0.0720 |
6.0% |
0.0111 |
0.9% |
95% |
True |
False |
1,422 |
| 60 |
1.1987 |
1.0936 |
0.1051 |
8.8% |
0.0099 |
0.8% |
96% |
True |
False |
964 |
| 80 |
1.1987 |
1.0827 |
0.1160 |
9.7% |
0.0078 |
0.7% |
97% |
True |
False |
725 |
| 100 |
1.1987 |
1.0583 |
0.1404 |
11.7% |
0.0070 |
0.6% |
97% |
True |
False |
582 |
| 120 |
1.1987 |
1.0583 |
0.1404 |
11.7% |
0.0059 |
0.5% |
97% |
True |
False |
486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2569 |
|
2.618 |
1.2346 |
|
1.618 |
1.2209 |
|
1.000 |
1.2124 |
|
0.618 |
1.2072 |
|
HIGH |
1.1987 |
|
0.618 |
1.1935 |
|
0.500 |
1.1919 |
|
0.382 |
1.1902 |
|
LOW |
1.1850 |
|
0.618 |
1.1765 |
|
1.000 |
1.1713 |
|
1.618 |
1.1628 |
|
2.618 |
1.1491 |
|
4.250 |
1.1268 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1939 |
1.1922 |
| PP |
1.1929 |
1.1894 |
| S1 |
1.1919 |
1.1867 |
|