CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1642 |
1.1721 |
0.0079 |
0.7% |
1.1573 |
| High |
1.1745 |
1.1805 |
0.0060 |
0.5% |
1.1766 |
| Low |
1.1600 |
1.1704 |
0.0104 |
0.9% |
1.1512 |
| Close |
1.1728 |
1.1736 |
0.0008 |
0.1% |
1.1708 |
| Range |
0.0145 |
0.0101 |
-0.0044 |
-30.3% |
0.0254 |
| ATR |
0.0119 |
0.0117 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
103,167 |
138,322 |
35,155 |
34.1% |
583,427 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2051 |
1.1995 |
1.1792 |
|
| R3 |
1.1950 |
1.1894 |
1.1764 |
|
| R2 |
1.1849 |
1.1849 |
1.1755 |
|
| R1 |
1.1793 |
1.1793 |
1.1745 |
1.1821 |
| PP |
1.1748 |
1.1748 |
1.1748 |
1.1763 |
| S1 |
1.1692 |
1.1692 |
1.1727 |
1.1720 |
| S2 |
1.1647 |
1.1647 |
1.1717 |
|
| S3 |
1.1546 |
1.1591 |
1.1708 |
|
| S4 |
1.1445 |
1.1490 |
1.1680 |
|
|
| 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 |
1.1805 |
1.1570 |
0.0235 |
2.0% |
0.0119 |
1.0% |
71% |
True |
False |
104,766 |
| 10 |
1.1805 |
1.1429 |
0.0376 |
3.2% |
0.0121 |
1.0% |
82% |
True |
False |
112,930 |
| 20 |
1.1805 |
1.1319 |
0.0486 |
4.1% |
0.0120 |
1.0% |
86% |
True |
False |
119,548 |
| 40 |
1.1805 |
1.0906 |
0.0899 |
7.7% |
0.0112 |
1.0% |
92% |
True |
False |
122,413 |
| 60 |
1.1805 |
1.0776 |
0.1029 |
8.8% |
0.0116 |
1.0% |
93% |
True |
False |
89,090 |
| 80 |
1.1805 |
1.0548 |
0.1257 |
10.7% |
0.0124 |
1.1% |
95% |
True |
False |
67,061 |
| 100 |
1.1805 |
1.0548 |
0.1257 |
10.7% |
0.0118 |
1.0% |
95% |
True |
False |
53,719 |
| 120 |
1.1805 |
1.0548 |
0.1257 |
10.7% |
0.0103 |
0.9% |
95% |
True |
False |
44,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2234 |
|
2.618 |
1.2069 |
|
1.618 |
1.1968 |
|
1.000 |
1.1906 |
|
0.618 |
1.1867 |
|
HIGH |
1.1805 |
|
0.618 |
1.1766 |
|
0.500 |
1.1755 |
|
0.382 |
1.1743 |
|
LOW |
1.1704 |
|
0.618 |
1.1642 |
|
1.000 |
1.1603 |
|
1.618 |
1.1541 |
|
2.618 |
1.1440 |
|
4.250 |
1.1275 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1755 |
1.1725 |
| PP |
1.1748 |
1.1714 |
| S1 |
1.1742 |
1.1703 |
|