CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1576 |
1.1658 |
0.0082 |
0.7% |
1.1432 |
| High |
1.1677 |
1.1723 |
0.0046 |
0.4% |
1.1640 |
| Low |
1.1545 |
1.1579 |
0.0034 |
0.3% |
1.1370 |
| Close |
1.1647 |
1.1596 |
-0.0051 |
-0.4% |
1.1585 |
| Range |
0.0132 |
0.0144 |
0.0012 |
9.1% |
0.0270 |
| ATR |
0.0115 |
0.0117 |
0.0002 |
1.8% |
0.0000 |
| Volume |
100,374 |
114,169 |
13,795 |
13.7% |
601,701 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2065 |
1.1974 |
1.1675 |
|
| R3 |
1.1921 |
1.1830 |
1.1636 |
|
| R2 |
1.1777 |
1.1777 |
1.1622 |
|
| R1 |
1.1686 |
1.1686 |
1.1609 |
1.1660 |
| PP |
1.1633 |
1.1633 |
1.1633 |
1.1619 |
| S1 |
1.1542 |
1.1542 |
1.1583 |
1.1516 |
| S2 |
1.1489 |
1.1489 |
1.1570 |
|
| S3 |
1.1345 |
1.1398 |
1.1556 |
|
| S4 |
1.1201 |
1.1254 |
1.1517 |
|
|
| 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 |
1.1723 |
1.1429 |
0.0294 |
2.5% |
0.0123 |
1.1% |
57% |
True |
False |
121,095 |
| 10 |
1.1723 |
1.1370 |
0.0353 |
3.0% |
0.0119 |
1.0% |
64% |
True |
False |
121,800 |
| 20 |
1.1723 |
1.1225 |
0.0498 |
4.3% |
0.0116 |
1.0% |
74% |
True |
False |
121,529 |
| 40 |
1.1723 |
1.0872 |
0.0851 |
7.3% |
0.0106 |
0.9% |
85% |
True |
False |
119,128 |
| 60 |
1.1723 |
1.0695 |
0.1028 |
8.9% |
0.0115 |
1.0% |
88% |
True |
False |
80,402 |
| 80 |
1.1723 |
1.0548 |
0.1175 |
10.1% |
0.0123 |
1.1% |
89% |
True |
False |
60,548 |
| 100 |
1.1723 |
1.0548 |
0.1175 |
10.1% |
0.0116 |
1.0% |
89% |
True |
False |
48,497 |
| 120 |
1.1723 |
1.0548 |
0.1175 |
10.1% |
0.0098 |
0.8% |
89% |
True |
False |
40,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2335 |
|
2.618 |
1.2100 |
|
1.618 |
1.1956 |
|
1.000 |
1.1867 |
|
0.618 |
1.1812 |
|
HIGH |
1.1723 |
|
0.618 |
1.1668 |
|
0.500 |
1.1651 |
|
0.382 |
1.1634 |
|
LOW |
1.1579 |
|
0.618 |
1.1490 |
|
1.000 |
1.1435 |
|
1.618 |
1.1346 |
|
2.618 |
1.1202 |
|
4.250 |
1.0967 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1651 |
1.1618 |
| PP |
1.1633 |
1.1610 |
| S1 |
1.1614 |
1.1603 |
|