CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1718 |
1.1686 |
-0.0032 |
-0.3% |
1.1712 |
| High |
1.1752 |
1.1741 |
-0.0011 |
-0.1% |
1.1805 |
| Low |
1.1673 |
1.1673 |
0.0000 |
0.0% |
1.1579 |
| Close |
1.1690 |
1.1703 |
0.0013 |
0.1% |
1.1600 |
| Range |
0.0079 |
0.0068 |
-0.0011 |
-13.9% |
0.0226 |
| ATR |
0.0117 |
0.0114 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
94,805 |
79,412 |
-15,393 |
-16.2% |
525,299 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1910 |
1.1874 |
1.1740 |
|
| R3 |
1.1842 |
1.1806 |
1.1722 |
|
| R2 |
1.1774 |
1.1774 |
1.1715 |
|
| R1 |
1.1738 |
1.1738 |
1.1709 |
1.1756 |
| PP |
1.1706 |
1.1706 |
1.1706 |
1.1715 |
| S1 |
1.1670 |
1.1670 |
1.1697 |
1.1688 |
| S2 |
1.1638 |
1.1638 |
1.1691 |
|
| S3 |
1.1570 |
1.1602 |
1.1684 |
|
| S4 |
1.1502 |
1.1534 |
1.1666 |
|
|
| 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 |
1.1776 |
1.1579 |
0.0197 |
1.7% |
0.0109 |
0.9% |
63% |
False |
False |
96,660 |
| 10 |
1.1805 |
1.1570 |
0.0235 |
2.0% |
0.0114 |
1.0% |
57% |
False |
False |
100,713 |
| 20 |
1.1805 |
1.1370 |
0.0435 |
3.7% |
0.0116 |
1.0% |
77% |
False |
False |
111,257 |
| 40 |
1.1805 |
1.1053 |
0.0752 |
6.4% |
0.0112 |
1.0% |
86% |
False |
False |
119,490 |
| 60 |
1.1805 |
1.0785 |
0.1020 |
8.7% |
0.0111 |
0.9% |
90% |
False |
False |
97,075 |
| 80 |
1.1805 |
1.0548 |
0.1257 |
10.7% |
0.0126 |
1.1% |
92% |
False |
False |
73,082 |
| 100 |
1.1805 |
1.0548 |
0.1257 |
10.7% |
0.0118 |
1.0% |
92% |
False |
False |
58,544 |
| 120 |
1.1805 |
1.0548 |
0.1257 |
10.7% |
0.0107 |
0.9% |
92% |
False |
False |
48,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2030 |
|
2.618 |
1.1919 |
|
1.618 |
1.1851 |
|
1.000 |
1.1809 |
|
0.618 |
1.1783 |
|
HIGH |
1.1741 |
|
0.618 |
1.1715 |
|
0.500 |
1.1707 |
|
0.382 |
1.1699 |
|
LOW |
1.1673 |
|
0.618 |
1.1631 |
|
1.000 |
1.1605 |
|
1.618 |
1.1563 |
|
2.618 |
1.1495 |
|
4.250 |
1.1384 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1707 |
1.1694 |
| PP |
1.1706 |
1.1684 |
| S1 |
1.1704 |
1.1675 |
|