CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1589 |
1.1653 |
0.0064 |
0.6% |
1.1573 |
| High |
1.1671 |
1.1766 |
0.0095 |
0.8% |
1.1766 |
| Low |
1.1570 |
1.1607 |
0.0037 |
0.3% |
1.1512 |
| Close |
1.1650 |
1.1708 |
0.0058 |
0.5% |
1.1708 |
| Range |
0.0101 |
0.0159 |
0.0058 |
57.4% |
0.0254 |
| ATR |
0.0116 |
0.0119 |
0.0003 |
2.7% |
0.0000 |
| Volume |
86,686 |
131,791 |
45,105 |
52.0% |
583,427 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2171 |
1.2098 |
1.1795 |
|
| R3 |
1.2012 |
1.1939 |
1.1752 |
|
| R2 |
1.1853 |
1.1853 |
1.1737 |
|
| R1 |
1.1780 |
1.1780 |
1.1723 |
1.1817 |
| PP |
1.1694 |
1.1694 |
1.1694 |
1.1712 |
| S1 |
1.1621 |
1.1621 |
1.1693 |
1.1658 |
| S2 |
1.1535 |
1.1535 |
1.1679 |
|
| S3 |
1.1376 |
1.1462 |
1.1664 |
|
| S4 |
1.1217 |
1.1303 |
1.1621 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2424 |
1.2320 |
1.1848 |
|
| R3 |
1.2170 |
1.2066 |
1.1778 |
|
| R2 |
1.1916 |
1.1916 |
1.1755 |
|
| R1 |
1.1812 |
1.1812 |
1.1731 |
1.1864 |
| PP |
1.1662 |
1.1662 |
1.1662 |
1.1688 |
| S1 |
1.1558 |
1.1558 |
1.1685 |
1.1610 |
| S2 |
1.1408 |
1.1408 |
1.1661 |
|
| S3 |
1.1154 |
1.1304 |
1.1638 |
|
| S4 |
1.0900 |
1.1050 |
1.1568 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1766 |
1.1512 |
0.0254 |
2.2% |
0.0123 |
1.0% |
77% |
True |
False |
116,685 |
| 10 |
1.1766 |
1.1370 |
0.0396 |
3.4% |
0.0123 |
1.1% |
85% |
True |
False |
118,512 |
| 20 |
1.1766 |
1.1225 |
0.0541 |
4.6% |
0.0120 |
1.0% |
89% |
True |
False |
118,945 |
| 40 |
1.1766 |
1.0872 |
0.0894 |
7.6% |
0.0109 |
0.9% |
94% |
True |
False |
122,835 |
| 60 |
1.1766 |
1.0695 |
0.1071 |
9.1% |
0.0115 |
1.0% |
95% |
True |
False |
84,030 |
| 80 |
1.1766 |
1.0548 |
0.1218 |
10.4% |
0.0124 |
1.1% |
95% |
True |
False |
63,268 |
| 100 |
1.1766 |
1.0548 |
0.1218 |
10.4% |
0.0117 |
1.0% |
95% |
True |
False |
50,675 |
| 120 |
1.1766 |
1.0548 |
0.1218 |
10.4% |
0.0101 |
0.9% |
95% |
True |
False |
42,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2442 |
|
2.618 |
1.2182 |
|
1.618 |
1.2023 |
|
1.000 |
1.1925 |
|
0.618 |
1.1864 |
|
HIGH |
1.1766 |
|
0.618 |
1.1705 |
|
0.500 |
1.1687 |
|
0.382 |
1.1668 |
|
LOW |
1.1607 |
|
0.618 |
1.1509 |
|
1.000 |
1.1448 |
|
1.618 |
1.1350 |
|
2.618 |
1.1191 |
|
4.250 |
1.0931 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1701 |
1.1695 |
| PP |
1.1694 |
1.1681 |
| S1 |
1.1687 |
1.1668 |
|