CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1952 |
1.1922 |
-0.0030 |
-0.3% |
1.1715 |
| High |
1.2011 |
1.1990 |
-0.0021 |
-0.2% |
1.1966 |
| Low |
1.1911 |
1.1913 |
0.0002 |
0.0% |
1.1655 |
| Close |
1.1922 |
1.1931 |
0.0009 |
0.1% |
1.1854 |
| Range |
0.0100 |
0.0077 |
-0.0023 |
-23.0% |
0.0311 |
| ATR |
0.0115 |
0.0112 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
49,532 |
89,178 |
39,646 |
80.0% |
15,198 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2176 |
1.2130 |
1.1973 |
|
| R3 |
1.2099 |
1.2053 |
1.1952 |
|
| R2 |
1.2022 |
1.2022 |
1.1945 |
|
| R1 |
1.1976 |
1.1976 |
1.1938 |
1.1999 |
| PP |
1.1945 |
1.1945 |
1.1945 |
1.1956 |
| S1 |
1.1899 |
1.1899 |
1.1924 |
1.1922 |
| S2 |
1.1868 |
1.1868 |
1.1917 |
|
| S3 |
1.1791 |
1.1822 |
1.1910 |
|
| S4 |
1.1714 |
1.1745 |
1.1889 |
|
|
| 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% |
70% |
False |
False |
34,963 |
| 10 |
1.2011 |
1.1655 |
0.0356 |
3.0% |
0.0120 |
1.0% |
78% |
False |
False |
18,416 |
| 20 |
1.2011 |
1.1592 |
0.0419 |
3.5% |
0.0112 |
0.9% |
81% |
False |
False |
9,535 |
| 40 |
1.2011 |
1.1373 |
0.0638 |
5.3% |
0.0109 |
0.9% |
87% |
False |
False |
4,883 |
| 60 |
1.2011 |
1.0968 |
0.1043 |
8.7% |
0.0100 |
0.8% |
92% |
False |
False |
3,275 |
| 80 |
1.2011 |
1.0827 |
0.1184 |
9.9% |
0.0080 |
0.7% |
93% |
False |
False |
2,459 |
| 100 |
1.2011 |
1.0583 |
0.1428 |
12.0% |
0.0072 |
0.6% |
94% |
False |
False |
1,969 |
| 120 |
1.2011 |
1.0583 |
0.1428 |
12.0% |
0.0061 |
0.5% |
94% |
False |
False |
1,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2317 |
|
2.618 |
1.2192 |
|
1.618 |
1.2115 |
|
1.000 |
1.2067 |
|
0.618 |
1.2038 |
|
HIGH |
1.1990 |
|
0.618 |
1.1961 |
|
0.500 |
1.1952 |
|
0.382 |
1.1942 |
|
LOW |
1.1913 |
|
0.618 |
1.1865 |
|
1.000 |
1.1836 |
|
1.618 |
1.1788 |
|
2.618 |
1.1711 |
|
4.250 |
1.1586 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1952 |
1.1931 |
| PP |
1.1945 |
1.1931 |
| S1 |
1.1938 |
1.1931 |
|