CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 19-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1686 |
1.1711 |
0.0025 |
0.2% |
1.1712 |
| High |
1.1741 |
1.1782 |
0.0041 |
0.3% |
1.1805 |
| Low |
1.1673 |
1.1640 |
-0.0033 |
-0.3% |
1.1579 |
| Close |
1.1703 |
1.1723 |
0.0020 |
0.2% |
1.1600 |
| Range |
0.0068 |
0.0142 |
0.0074 |
108.8% |
0.0226 |
| ATR |
0.0114 |
0.0116 |
0.0002 |
1.8% |
0.0000 |
| Volume |
79,412 |
160,156 |
80,744 |
101.7% |
525,299 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2141 |
1.2074 |
1.1801 |
|
| R3 |
1.1999 |
1.1932 |
1.1762 |
|
| R2 |
1.1857 |
1.1857 |
1.1749 |
|
| R1 |
1.1790 |
1.1790 |
1.1736 |
1.1824 |
| PP |
1.1715 |
1.1715 |
1.1715 |
1.1732 |
| S1 |
1.1648 |
1.1648 |
1.1710 |
1.1682 |
| S2 |
1.1573 |
1.1573 |
1.1697 |
|
| S3 |
1.1431 |
1.1506 |
1.1684 |
|
| S4 |
1.1289 |
1.1364 |
1.1645 |
|
|
| 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 |
1.1782 |
1.1579 |
0.0203 |
1.7% |
0.0108 |
0.9% |
71% |
True |
False |
103,214 |
| 10 |
1.1805 |
1.1579 |
0.0226 |
1.9% |
0.0118 |
1.0% |
64% |
False |
False |
108,060 |
| 20 |
1.1805 |
1.1370 |
0.0435 |
3.7% |
0.0118 |
1.0% |
81% |
False |
False |
113,200 |
| 40 |
1.1805 |
1.1128 |
0.0677 |
5.8% |
0.0113 |
1.0% |
88% |
False |
False |
120,710 |
| 60 |
1.1805 |
1.0785 |
0.1020 |
8.7% |
0.0111 |
0.9% |
92% |
False |
False |
99,734 |
| 80 |
1.1805 |
1.0548 |
0.1257 |
10.7% |
0.0126 |
1.1% |
93% |
False |
False |
75,081 |
| 100 |
1.1805 |
1.0548 |
0.1257 |
10.7% |
0.0119 |
1.0% |
93% |
False |
False |
60,142 |
| 120 |
1.1805 |
1.0548 |
0.1257 |
10.7% |
0.0109 |
0.9% |
93% |
False |
False |
50,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2386 |
|
2.618 |
1.2154 |
|
1.618 |
1.2012 |
|
1.000 |
1.1924 |
|
0.618 |
1.1870 |
|
HIGH |
1.1782 |
|
0.618 |
1.1728 |
|
0.500 |
1.1711 |
|
0.382 |
1.1694 |
|
LOW |
1.1640 |
|
0.618 |
1.1552 |
|
1.000 |
1.1498 |
|
1.618 |
1.1410 |
|
2.618 |
1.1268 |
|
4.250 |
1.1037 |
|
|
| Fisher Pivots for day following 19-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1719 |
1.1719 |
| PP |
1.1715 |
1.1715 |
| S1 |
1.1711 |
1.1711 |
|