CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1749 |
1.1891 |
0.0142 |
1.2% |
1.1602 |
| High |
1.1966 |
1.1902 |
-0.0064 |
-0.5% |
1.1782 |
| Low |
1.1739 |
1.1789 |
0.0050 |
0.4% |
1.1597 |
| Close |
1.1874 |
1.1804 |
-0.0070 |
-0.6% |
1.1663 |
| Range |
0.0227 |
0.0113 |
-0.0114 |
-50.2% |
0.0185 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
207,566 |
141,802 |
-65,764 |
-31.7% |
528,977 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2171 |
1.2100 |
1.1866 |
|
| R3 |
1.2058 |
1.1987 |
1.1835 |
|
| R2 |
1.1945 |
1.1945 |
1.1825 |
|
| R1 |
1.1874 |
1.1874 |
1.1814 |
1.1853 |
| PP |
1.1832 |
1.1832 |
1.1832 |
1.1821 |
| S1 |
1.1761 |
1.1761 |
1.1794 |
1.1740 |
| S2 |
1.1719 |
1.1719 |
1.1783 |
|
| S3 |
1.1606 |
1.1648 |
1.1773 |
|
| S4 |
1.1493 |
1.1535 |
1.1742 |
|
|
| 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 |
1.1966 |
1.1640 |
0.0326 |
2.8% |
0.0130 |
1.1% |
50% |
False |
False |
138,354 |
| 10 |
1.1966 |
1.1579 |
0.0387 |
3.3% |
0.0119 |
1.0% |
58% |
False |
False |
117,507 |
| 20 |
1.1966 |
1.1429 |
0.0537 |
4.5% |
0.0120 |
1.0% |
70% |
False |
False |
115,219 |
| 40 |
1.1966 |
1.1225 |
0.0741 |
6.3% |
0.0117 |
1.0% |
78% |
False |
False |
122,784 |
| 60 |
1.1966 |
1.0785 |
0.1181 |
10.0% |
0.0112 |
0.9% |
86% |
False |
False |
108,507 |
| 80 |
1.1966 |
1.0548 |
0.1418 |
12.0% |
0.0128 |
1.1% |
89% |
False |
False |
81,696 |
| 100 |
1.1966 |
1.0548 |
0.1418 |
12.0% |
0.0120 |
1.0% |
89% |
False |
False |
65,441 |
| 120 |
1.1966 |
1.0548 |
0.1418 |
12.0% |
0.0112 |
0.9% |
89% |
False |
False |
54,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2382 |
|
2.618 |
1.2198 |
|
1.618 |
1.2085 |
|
1.000 |
1.2015 |
|
0.618 |
1.1972 |
|
HIGH |
1.1902 |
|
0.618 |
1.1859 |
|
0.500 |
1.1846 |
|
0.382 |
1.1832 |
|
LOW |
1.1789 |
|
0.618 |
1.1719 |
|
1.000 |
1.1676 |
|
1.618 |
1.1606 |
|
2.618 |
1.1493 |
|
4.250 |
1.1309 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1846 |
1.1820 |
| PP |
1.1832 |
1.1814 |
| S1 |
1.1818 |
1.1809 |
|