CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1922 |
1.1938 |
0.0016 |
0.1% |
1.1866 |
| High |
1.1990 |
1.1952 |
-0.0038 |
-0.3% |
1.2011 |
| Low |
1.1913 |
1.1860 |
-0.0053 |
-0.4% |
1.1850 |
| Close |
1.1931 |
1.1897 |
-0.0034 |
-0.3% |
1.1897 |
| Range |
0.0077 |
0.0092 |
0.0015 |
19.5% |
0.0161 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
89,178 |
133,686 |
44,508 |
49.9% |
302,110 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2179 |
1.2130 |
1.1948 |
|
| R3 |
1.2087 |
1.2038 |
1.1922 |
|
| R2 |
1.1995 |
1.1995 |
1.1914 |
|
| R1 |
1.1946 |
1.1946 |
1.1905 |
1.1925 |
| PP |
1.1903 |
1.1903 |
1.1903 |
1.1892 |
| S1 |
1.1854 |
1.1854 |
1.1889 |
1.1833 |
| S2 |
1.1811 |
1.1811 |
1.1880 |
|
| S3 |
1.1719 |
1.1762 |
1.1872 |
|
| S4 |
1.1627 |
1.1670 |
1.1846 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2402 |
1.2311 |
1.1986 |
|
| R3 |
1.2241 |
1.2150 |
1.1941 |
|
| R2 |
1.2080 |
1.2080 |
1.1927 |
|
| R1 |
1.1989 |
1.1989 |
1.1912 |
1.2035 |
| PP |
1.1919 |
1.1919 |
1.1919 |
1.1942 |
| S1 |
1.1828 |
1.1828 |
1.1882 |
1.1874 |
| S2 |
1.1758 |
1.1758 |
1.1867 |
|
| S3 |
1.1597 |
1.1667 |
1.1853 |
|
| S4 |
1.1436 |
1.1506 |
1.1808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2011 |
1.1850 |
0.0161 |
1.4% |
0.0093 |
0.8% |
29% |
False |
False |
60,422 |
| 10 |
1.2011 |
1.1655 |
0.0356 |
3.0% |
0.0114 |
1.0% |
68% |
False |
False |
31,730 |
| 20 |
1.2011 |
1.1650 |
0.0361 |
3.0% |
0.0112 |
0.9% |
68% |
False |
False |
16,187 |
| 40 |
1.2011 |
1.1373 |
0.0638 |
5.4% |
0.0108 |
0.9% |
82% |
False |
False |
8,219 |
| 60 |
1.2011 |
1.0968 |
0.1043 |
8.8% |
0.0101 |
0.8% |
89% |
False |
False |
5,503 |
| 80 |
1.2011 |
1.0827 |
0.1184 |
10.0% |
0.0080 |
0.7% |
90% |
False |
False |
4,130 |
| 100 |
1.2011 |
1.0583 |
0.1428 |
12.0% |
0.0073 |
0.6% |
92% |
False |
False |
3,306 |
| 120 |
1.2011 |
1.0583 |
0.1428 |
12.0% |
0.0062 |
0.5% |
92% |
False |
False |
2,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2343 |
|
2.618 |
1.2193 |
|
1.618 |
1.2101 |
|
1.000 |
1.2044 |
|
0.618 |
1.2009 |
|
HIGH |
1.1952 |
|
0.618 |
1.1917 |
|
0.500 |
1.1906 |
|
0.382 |
1.1895 |
|
LOW |
1.1860 |
|
0.618 |
1.1803 |
|
1.000 |
1.1768 |
|
1.618 |
1.1711 |
|
2.618 |
1.1619 |
|
4.250 |
1.1469 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1906 |
1.1936 |
| PP |
1.1903 |
1.1923 |
| S1 |
1.1900 |
1.1910 |
|