CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1602 |
1.1718 |
0.0116 |
1.0% |
1.1712 |
| High |
1.1739 |
1.1752 |
0.0013 |
0.1% |
1.1805 |
| Low |
1.1597 |
1.1673 |
0.0076 |
0.7% |
1.1579 |
| Close |
1.1725 |
1.1690 |
-0.0035 |
-0.3% |
1.1600 |
| Range |
0.0142 |
0.0079 |
-0.0063 |
-44.4% |
0.0226 |
| ATR |
0.0120 |
0.0117 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
89,140 |
94,805 |
5,665 |
6.4% |
525,299 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1942 |
1.1895 |
1.1733 |
|
| R3 |
1.1863 |
1.1816 |
1.1712 |
|
| R2 |
1.1784 |
1.1784 |
1.1704 |
|
| R1 |
1.1737 |
1.1737 |
1.1697 |
1.1721 |
| PP |
1.1705 |
1.1705 |
1.1705 |
1.1697 |
| S1 |
1.1658 |
1.1658 |
1.1683 |
1.1642 |
| S2 |
1.1626 |
1.1626 |
1.1676 |
|
| S3 |
1.1547 |
1.1579 |
1.1668 |
|
| S4 |
1.1468 |
1.1500 |
1.1647 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2339 |
1.2196 |
1.1724 |
|
| R3 |
1.2113 |
1.1970 |
1.1662 |
|
| R2 |
1.1887 |
1.1887 |
1.1641 |
|
| R1 |
1.1744 |
1.1744 |
1.1621 |
1.1703 |
| PP |
1.1661 |
1.1661 |
1.1661 |
1.1641 |
| S1 |
1.1518 |
1.1518 |
1.1579 |
1.1477 |
| S2 |
1.1435 |
1.1435 |
1.1559 |
|
| S3 |
1.1209 |
1.1292 |
1.1538 |
|
| S4 |
1.0983 |
1.1066 |
1.1476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1805 |
1.1579 |
0.0226 |
1.9% |
0.0115 |
1.0% |
49% |
False |
False |
108,442 |
| 10 |
1.1805 |
1.1570 |
0.0235 |
2.0% |
0.0122 |
1.0% |
51% |
False |
False |
104,189 |
| 20 |
1.1805 |
1.1370 |
0.0435 |
3.7% |
0.0117 |
1.0% |
74% |
False |
False |
113,178 |
| 40 |
1.1805 |
1.0990 |
0.0815 |
7.0% |
0.0113 |
1.0% |
86% |
False |
False |
120,738 |
| 60 |
1.1805 |
1.0785 |
0.1020 |
8.7% |
0.0112 |
1.0% |
89% |
False |
False |
95,771 |
| 80 |
1.1805 |
1.0548 |
0.1257 |
10.8% |
0.0126 |
1.1% |
91% |
False |
False |
72,093 |
| 100 |
1.1805 |
1.0548 |
0.1257 |
10.8% |
0.0118 |
1.0% |
91% |
False |
False |
57,752 |
| 120 |
1.1805 |
1.0548 |
0.1257 |
10.8% |
0.0107 |
0.9% |
91% |
False |
False |
48,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2088 |
|
2.618 |
1.1959 |
|
1.618 |
1.1880 |
|
1.000 |
1.1831 |
|
0.618 |
1.1801 |
|
HIGH |
1.1752 |
|
0.618 |
1.1722 |
|
0.500 |
1.1713 |
|
0.382 |
1.1703 |
|
LOW |
1.1673 |
|
0.618 |
1.1624 |
|
1.000 |
1.1594 |
|
1.618 |
1.1545 |
|
2.618 |
1.1466 |
|
4.250 |
1.1337 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1713 |
1.1682 |
| PP |
1.1705 |
1.1674 |
| S1 |
1.1698 |
1.1666 |
|