CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1840 |
1.1713 |
-0.0127 |
-1.1% |
1.1686 |
| High |
1.1867 |
1.1836 |
-0.0031 |
-0.3% |
1.1966 |
| Low |
1.1702 |
1.1641 |
-0.0061 |
-0.5% |
1.1673 |
| Close |
1.1715 |
1.1809 |
0.0094 |
0.8% |
1.1715 |
| Range |
0.0165 |
0.0195 |
0.0030 |
18.2% |
0.0293 |
| ATR |
0.0121 |
0.0126 |
0.0005 |
4.4% |
0.0000 |
| Volume |
178,940 |
120,717 |
-58,223 |
-32.5% |
710,449 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2347 |
1.2273 |
1.1916 |
|
| R3 |
1.2152 |
1.2078 |
1.1863 |
|
| R2 |
1.1957 |
1.1957 |
1.1845 |
|
| R1 |
1.1883 |
1.1883 |
1.1827 |
1.1920 |
| PP |
1.1762 |
1.1762 |
1.1762 |
1.1781 |
| S1 |
1.1688 |
1.1688 |
1.1791 |
1.1725 |
| S2 |
1.1567 |
1.1567 |
1.1773 |
|
| S3 |
1.1372 |
1.1493 |
1.1755 |
|
| S4 |
1.1177 |
1.1298 |
1.1702 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2664 |
1.2482 |
1.1876 |
|
| R3 |
1.2371 |
1.2189 |
1.1796 |
|
| R2 |
1.2078 |
1.2078 |
1.1769 |
|
| R1 |
1.1896 |
1.1896 |
1.1742 |
1.1987 |
| PP |
1.1785 |
1.1785 |
1.1785 |
1.1830 |
| S1 |
1.1603 |
1.1603 |
1.1688 |
1.1694 |
| S2 |
1.1492 |
1.1492 |
1.1661 |
|
| S3 |
1.1199 |
1.1310 |
1.1634 |
|
| S4 |
1.0906 |
1.1017 |
1.1554 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1966 |
1.1641 |
0.0325 |
2.8% |
0.0156 |
1.3% |
52% |
False |
True |
150,876 |
| 10 |
1.1966 |
1.1640 |
0.0326 |
2.8% |
0.0123 |
1.0% |
52% |
False |
False |
127,100 |
| 20 |
1.1966 |
1.1545 |
0.0421 |
3.6% |
0.0125 |
1.1% |
63% |
False |
False |
115,923 |
| 40 |
1.1966 |
1.1225 |
0.0741 |
6.3% |
0.0118 |
1.0% |
79% |
False |
False |
120,492 |
| 60 |
1.1966 |
1.0872 |
0.1094 |
9.3% |
0.0112 |
0.9% |
86% |
False |
False |
115,175 |
| 80 |
1.1966 |
1.0695 |
0.1271 |
10.8% |
0.0121 |
1.0% |
88% |
False |
False |
86,703 |
| 100 |
1.1966 |
1.0548 |
0.1418 |
12.0% |
0.0122 |
1.0% |
89% |
False |
False |
69,486 |
| 120 |
1.1966 |
1.0548 |
0.1418 |
12.0% |
0.0116 |
1.0% |
89% |
False |
False |
57,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2665 |
|
2.618 |
1.2347 |
|
1.618 |
1.2152 |
|
1.000 |
1.2031 |
|
0.618 |
1.1957 |
|
HIGH |
1.1836 |
|
0.618 |
1.1762 |
|
0.500 |
1.1739 |
|
0.382 |
1.1715 |
|
LOW |
1.1641 |
|
0.618 |
1.1520 |
|
1.000 |
1.1446 |
|
1.618 |
1.1325 |
|
2.618 |
1.1130 |
|
4.250 |
1.0812 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1786 |
1.1791 |
| PP |
1.1762 |
1.1772 |
| S1 |
1.1739 |
1.1754 |
|