CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1573 |
1.1576 |
0.0003 |
0.0% |
1.1432 |
| High |
1.1589 |
1.1677 |
0.0088 |
0.8% |
1.1640 |
| Low |
1.1512 |
1.1545 |
0.0033 |
0.3% |
1.1370 |
| Close |
1.1564 |
1.1647 |
0.0083 |
0.7% |
1.1585 |
| Range |
0.0077 |
0.0132 |
0.0055 |
71.4% |
0.0270 |
| ATR |
0.0113 |
0.0115 |
0.0001 |
1.2% |
0.0000 |
| Volume |
150,407 |
100,374 |
-50,033 |
-33.3% |
601,701 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2019 |
1.1965 |
1.1720 |
|
| R3 |
1.1887 |
1.1833 |
1.1683 |
|
| R2 |
1.1755 |
1.1755 |
1.1671 |
|
| R1 |
1.1701 |
1.1701 |
1.1659 |
1.1728 |
| PP |
1.1623 |
1.1623 |
1.1623 |
1.1637 |
| S1 |
1.1569 |
1.1569 |
1.1635 |
1.1596 |
| S2 |
1.1491 |
1.1491 |
1.1623 |
|
| S3 |
1.1359 |
1.1437 |
1.1611 |
|
| S4 |
1.1227 |
1.1305 |
1.1574 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2342 |
1.2233 |
1.1734 |
|
| R3 |
1.2072 |
1.1963 |
1.1659 |
|
| R2 |
1.1802 |
1.1802 |
1.1635 |
|
| R1 |
1.1693 |
1.1693 |
1.1610 |
1.1748 |
| PP |
1.1532 |
1.1532 |
1.1532 |
1.1559 |
| S1 |
1.1423 |
1.1423 |
1.1560 |
1.1478 |
| S2 |
1.1262 |
1.1262 |
1.1536 |
|
| S3 |
1.0992 |
1.1153 |
1.1511 |
|
| S4 |
1.0722 |
1.0883 |
1.1437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1677 |
1.1385 |
0.0292 |
2.5% |
0.0111 |
0.9% |
90% |
True |
False |
123,718 |
| 10 |
1.1677 |
1.1370 |
0.0307 |
2.6% |
0.0112 |
1.0% |
90% |
True |
False |
122,168 |
| 20 |
1.1677 |
1.1225 |
0.0452 |
3.9% |
0.0114 |
1.0% |
93% |
True |
False |
122,996 |
| 40 |
1.1677 |
1.0872 |
0.0805 |
6.9% |
0.0106 |
0.9% |
96% |
True |
False |
117,008 |
| 60 |
1.1677 |
1.0695 |
0.0982 |
8.4% |
0.0116 |
1.0% |
97% |
True |
False |
78,569 |
| 80 |
1.1677 |
1.0548 |
0.1129 |
9.7% |
0.0122 |
1.0% |
97% |
True |
False |
59,126 |
| 100 |
1.1677 |
1.0548 |
0.1129 |
9.7% |
0.0115 |
1.0% |
97% |
True |
False |
47,355 |
| 120 |
1.1677 |
1.0548 |
0.1129 |
9.7% |
0.0097 |
0.8% |
97% |
True |
False |
39,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2238 |
|
2.618 |
1.2023 |
|
1.618 |
1.1891 |
|
1.000 |
1.1809 |
|
0.618 |
1.1759 |
|
HIGH |
1.1677 |
|
0.618 |
1.1627 |
|
0.500 |
1.1611 |
|
0.382 |
1.1595 |
|
LOW |
1.1545 |
|
0.618 |
1.1463 |
|
1.000 |
1.1413 |
|
1.618 |
1.1331 |
|
2.618 |
1.1199 |
|
4.250 |
1.0984 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1635 |
1.1629 |
| PP |
1.1623 |
1.1610 |
| S1 |
1.1611 |
1.1592 |
|