CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1866 |
1.1952 |
0.0086 |
0.7% |
1.1715 |
| High |
1.1987 |
1.2011 |
0.0024 |
0.2% |
1.1966 |
| Low |
1.1850 |
1.1911 |
0.0061 |
0.5% |
1.1655 |
| Close |
1.1949 |
1.1922 |
-0.0027 |
-0.2% |
1.1854 |
| Range |
0.0137 |
0.0100 |
-0.0037 |
-27.0% |
0.0311 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
14,857 |
49,532 |
34,675 |
233.4% |
15,198 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2248 |
1.2185 |
1.1977 |
|
| R3 |
1.2148 |
1.2085 |
1.1950 |
|
| R2 |
1.2048 |
1.2048 |
1.1940 |
|
| R1 |
1.1985 |
1.1985 |
1.1931 |
1.1967 |
| PP |
1.1948 |
1.1948 |
1.1948 |
1.1939 |
| S1 |
1.1885 |
1.1885 |
1.1913 |
1.1867 |
| S2 |
1.1848 |
1.1848 |
1.1904 |
|
| S3 |
1.1748 |
1.1785 |
1.1895 |
|
| S4 |
1.1648 |
1.1685 |
1.1867 |
|
|
| 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 |
1.2011 |
1.1747 |
0.0264 |
2.2% |
0.0104 |
0.9% |
66% |
True |
False |
17,717 |
| 10 |
1.2011 |
1.1655 |
0.0356 |
3.0% |
0.0119 |
1.0% |
75% |
True |
False |
9,560 |
| 20 |
1.2011 |
1.1592 |
0.0419 |
3.5% |
0.0115 |
1.0% |
79% |
True |
False |
5,103 |
| 40 |
1.2011 |
1.1344 |
0.0667 |
5.6% |
0.0111 |
0.9% |
87% |
True |
False |
2,658 |
| 60 |
1.2011 |
1.0936 |
0.1075 |
9.0% |
0.0100 |
0.8% |
92% |
True |
False |
1,789 |
| 80 |
1.2011 |
1.0827 |
0.1184 |
9.9% |
0.0079 |
0.7% |
92% |
True |
False |
1,344 |
| 100 |
1.2011 |
1.0583 |
0.1428 |
12.0% |
0.0071 |
0.6% |
94% |
True |
False |
1,077 |
| 120 |
1.2011 |
1.0583 |
0.1428 |
12.0% |
0.0060 |
0.5% |
94% |
True |
False |
898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2436 |
|
2.618 |
1.2273 |
|
1.618 |
1.2173 |
|
1.000 |
1.2111 |
|
0.618 |
1.2073 |
|
HIGH |
1.2011 |
|
0.618 |
1.1973 |
|
0.500 |
1.1961 |
|
0.382 |
1.1949 |
|
LOW |
1.1911 |
|
0.618 |
1.1849 |
|
1.000 |
1.1811 |
|
1.618 |
1.1749 |
|
2.618 |
1.1649 |
|
4.250 |
1.1486 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1961 |
1.1931 |
| PP |
1.1948 |
1.1928 |
| S1 |
1.1935 |
1.1925 |
|