CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1653 |
1.1712 |
0.0059 |
0.5% |
1.1573 |
| High |
1.1766 |
1.1727 |
-0.0039 |
-0.3% |
1.1766 |
| Low |
1.1607 |
1.1638 |
0.0031 |
0.3% |
1.1512 |
| Close |
1.1708 |
1.1648 |
-0.0060 |
-0.5% |
1.1708 |
| Range |
0.0159 |
0.0089 |
-0.0070 |
-44.0% |
0.0254 |
| ATR |
0.0119 |
0.0117 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
131,791 |
63,864 |
-67,927 |
-51.5% |
583,427 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1938 |
1.1882 |
1.1697 |
|
| R3 |
1.1849 |
1.1793 |
1.1672 |
|
| R2 |
1.1760 |
1.1760 |
1.1664 |
|
| R1 |
1.1704 |
1.1704 |
1.1656 |
1.1688 |
| PP |
1.1671 |
1.1671 |
1.1671 |
1.1663 |
| S1 |
1.1615 |
1.1615 |
1.1640 |
1.1599 |
| S2 |
1.1582 |
1.1582 |
1.1632 |
|
| S3 |
1.1493 |
1.1526 |
1.1624 |
|
| S4 |
1.1404 |
1.1437 |
1.1599 |
|
|
| 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 |
1.1545 |
0.0221 |
1.9% |
0.0125 |
1.1% |
47% |
False |
False |
99,376 |
| 10 |
1.1766 |
1.1370 |
0.0396 |
3.4% |
0.0120 |
1.0% |
70% |
False |
False |
111,739 |
| 20 |
1.1766 |
1.1231 |
0.0535 |
4.6% |
0.0120 |
1.0% |
78% |
False |
False |
117,904 |
| 40 |
1.1766 |
1.0872 |
0.0894 |
7.7% |
0.0109 |
0.9% |
87% |
False |
False |
122,080 |
| 60 |
1.1766 |
1.0776 |
0.0990 |
8.5% |
0.0115 |
1.0% |
88% |
False |
False |
85,090 |
| 80 |
1.1766 |
1.0548 |
0.1218 |
10.5% |
0.0124 |
1.1% |
90% |
False |
False |
64,058 |
| 100 |
1.1766 |
1.0548 |
0.1218 |
10.5% |
0.0116 |
1.0% |
90% |
False |
False |
51,310 |
| 120 |
1.1766 |
1.0548 |
0.1218 |
10.5% |
0.0101 |
0.9% |
90% |
False |
False |
42,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2105 |
|
2.618 |
1.1960 |
|
1.618 |
1.1871 |
|
1.000 |
1.1816 |
|
0.618 |
1.1782 |
|
HIGH |
1.1727 |
|
0.618 |
1.1693 |
|
0.500 |
1.1683 |
|
0.382 |
1.1672 |
|
LOW |
1.1638 |
|
0.618 |
1.1583 |
|
1.000 |
1.1549 |
|
1.618 |
1.1494 |
|
2.618 |
1.1405 |
|
4.250 |
1.1260 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1683 |
1.1668 |
| PP |
1.1671 |
1.1661 |
| S1 |
1.1660 |
1.1655 |
|