CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1724 |
1.1686 |
-0.0038 |
-0.3% |
1.1602 |
| High |
1.1740 |
1.1754 |
0.0014 |
0.1% |
1.1782 |
| Low |
1.1654 |
1.1673 |
0.0019 |
0.2% |
1.1597 |
| Close |
1.1663 |
1.1729 |
0.0066 |
0.6% |
1.1663 |
| Range |
0.0086 |
0.0081 |
-0.0005 |
-5.8% |
0.0185 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
105,464 |
76,784 |
-28,680 |
-27.2% |
528,977 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1962 |
1.1926 |
1.1774 |
|
| R3 |
1.1881 |
1.1845 |
1.1751 |
|
| R2 |
1.1800 |
1.1800 |
1.1744 |
|
| R1 |
1.1764 |
1.1764 |
1.1736 |
1.1782 |
| PP |
1.1719 |
1.1719 |
1.1719 |
1.1728 |
| S1 |
1.1683 |
1.1683 |
1.1722 |
1.1701 |
| S2 |
1.1638 |
1.1638 |
1.1714 |
|
| S3 |
1.1557 |
1.1602 |
1.1707 |
|
| S4 |
1.1476 |
1.1521 |
1.1684 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2236 |
1.2134 |
1.1765 |
|
| R3 |
1.2051 |
1.1949 |
1.1714 |
|
| R2 |
1.1866 |
1.1866 |
1.1697 |
|
| R1 |
1.1764 |
1.1764 |
1.1680 |
1.1815 |
| PP |
1.1681 |
1.1681 |
1.1681 |
1.1706 |
| S1 |
1.1579 |
1.1579 |
1.1646 |
1.1630 |
| S2 |
1.1496 |
1.1496 |
1.1629 |
|
| S3 |
1.1311 |
1.1394 |
1.1612 |
|
| S4 |
1.1126 |
1.1209 |
1.1561 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1782 |
1.1640 |
0.0142 |
1.2% |
0.0091 |
0.8% |
63% |
False |
False |
103,324 |
| 10 |
1.1805 |
1.1579 |
0.0226 |
1.9% |
0.0110 |
0.9% |
66% |
False |
False |
106,719 |
| 20 |
1.1805 |
1.1370 |
0.0435 |
3.7% |
0.0115 |
1.0% |
83% |
False |
False |
109,229 |
| 40 |
1.1805 |
1.1190 |
0.0615 |
5.2% |
0.0113 |
1.0% |
88% |
False |
False |
119,034 |
| 60 |
1.1805 |
1.0785 |
0.1020 |
8.7% |
0.0110 |
0.9% |
93% |
False |
False |
102,720 |
| 80 |
1.1805 |
1.0548 |
0.1257 |
10.7% |
0.0126 |
1.1% |
94% |
False |
False |
77,343 |
| 100 |
1.1805 |
1.0548 |
0.1257 |
10.7% |
0.0119 |
1.0% |
94% |
False |
False |
61,954 |
| 120 |
1.1805 |
1.0548 |
0.1257 |
10.7% |
0.0109 |
0.9% |
94% |
False |
False |
51,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2098 |
|
2.618 |
1.1966 |
|
1.618 |
1.1885 |
|
1.000 |
1.1835 |
|
0.618 |
1.1804 |
|
HIGH |
1.1754 |
|
0.618 |
1.1723 |
|
0.500 |
1.1714 |
|
0.382 |
1.1704 |
|
LOW |
1.1673 |
|
0.618 |
1.1623 |
|
1.000 |
1.1592 |
|
1.618 |
1.1542 |
|
2.618 |
1.1461 |
|
4.250 |
1.1329 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1724 |
1.1723 |
| PP |
1.1719 |
1.1717 |
| S1 |
1.1714 |
1.1711 |
|