CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1712 |
1.1642 |
-0.0070 |
-0.6% |
1.1573 |
| High |
1.1727 |
1.1745 |
0.0018 |
0.2% |
1.1766 |
| Low |
1.1638 |
1.1600 |
-0.0038 |
-0.3% |
1.1512 |
| Close |
1.1648 |
1.1728 |
0.0080 |
0.7% |
1.1708 |
| Range |
0.0089 |
0.0145 |
0.0056 |
62.9% |
0.0254 |
| ATR |
0.0117 |
0.0119 |
0.0002 |
1.7% |
0.0000 |
| Volume |
63,864 |
103,167 |
39,303 |
61.5% |
583,427 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2126 |
1.2072 |
1.1808 |
|
| R3 |
1.1981 |
1.1927 |
1.1768 |
|
| R2 |
1.1836 |
1.1836 |
1.1755 |
|
| R1 |
1.1782 |
1.1782 |
1.1741 |
1.1809 |
| PP |
1.1691 |
1.1691 |
1.1691 |
1.1705 |
| S1 |
1.1637 |
1.1637 |
1.1715 |
1.1664 |
| S2 |
1.1546 |
1.1546 |
1.1701 |
|
| S3 |
1.1401 |
1.1492 |
1.1688 |
|
| S4 |
1.1256 |
1.1347 |
1.1648 |
|
|
| 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 |
1.1570 |
0.0196 |
1.7% |
0.0128 |
1.1% |
81% |
False |
False |
99,935 |
| 10 |
1.1766 |
1.1385 |
0.0381 |
3.2% |
0.0119 |
1.0% |
90% |
False |
False |
111,827 |
| 20 |
1.1766 |
1.1231 |
0.0535 |
4.6% |
0.0122 |
1.0% |
93% |
False |
False |
118,525 |
| 40 |
1.1766 |
1.0906 |
0.0860 |
7.3% |
0.0111 |
0.9% |
96% |
False |
False |
121,515 |
| 60 |
1.1766 |
1.0776 |
0.0990 |
8.4% |
0.0116 |
1.0% |
96% |
False |
False |
86,792 |
| 80 |
1.1766 |
1.0548 |
0.1218 |
10.4% |
0.0124 |
1.1% |
97% |
False |
False |
65,343 |
| 100 |
1.1766 |
1.0548 |
0.1218 |
10.4% |
0.0118 |
1.0% |
97% |
False |
False |
52,338 |
| 120 |
1.1766 |
1.0548 |
0.1218 |
10.4% |
0.0102 |
0.9% |
97% |
False |
False |
43,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2361 |
|
2.618 |
1.2125 |
|
1.618 |
1.1980 |
|
1.000 |
1.1890 |
|
0.618 |
1.1835 |
|
HIGH |
1.1745 |
|
0.618 |
1.1690 |
|
0.500 |
1.1673 |
|
0.382 |
1.1655 |
|
LOW |
1.1600 |
|
0.618 |
1.1510 |
|
1.000 |
1.1455 |
|
1.618 |
1.1365 |
|
2.618 |
1.1220 |
|
4.250 |
1.0984 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1710 |
1.1713 |
| PP |
1.1691 |
1.1698 |
| S1 |
1.1673 |
1.1683 |
|