CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1713 |
1.1826 |
0.0113 |
1.0% |
1.1686 |
| High |
1.1836 |
1.1931 |
0.0095 |
0.8% |
1.1966 |
| Low |
1.1641 |
1.1813 |
0.0172 |
1.5% |
1.1673 |
| Close |
1.1809 |
1.1896 |
0.0087 |
0.7% |
1.1715 |
| Range |
0.0195 |
0.0118 |
-0.0077 |
-39.5% |
0.0293 |
| ATR |
0.0126 |
0.0126 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
120,717 |
145,865 |
25,148 |
20.8% |
710,449 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2234 |
1.2183 |
1.1961 |
|
| R3 |
1.2116 |
1.2065 |
1.1928 |
|
| R2 |
1.1998 |
1.1998 |
1.1918 |
|
| R1 |
1.1947 |
1.1947 |
1.1907 |
1.1973 |
| PP |
1.1880 |
1.1880 |
1.1880 |
1.1893 |
| S1 |
1.1829 |
1.1829 |
1.1885 |
1.1855 |
| S2 |
1.1762 |
1.1762 |
1.1874 |
|
| S3 |
1.1644 |
1.1711 |
1.1864 |
|
| S4 |
1.1526 |
1.1593 |
1.1831 |
|
|
| 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 |
1.1931 |
1.1641 |
0.0290 |
2.4% |
0.0134 |
1.1% |
88% |
True |
False |
138,536 |
| 10 |
1.1966 |
1.1640 |
0.0326 |
2.7% |
0.0127 |
1.1% |
79% |
False |
False |
132,206 |
| 20 |
1.1966 |
1.1570 |
0.0396 |
3.3% |
0.0124 |
1.0% |
82% |
False |
False |
118,197 |
| 40 |
1.1966 |
1.1225 |
0.0741 |
6.2% |
0.0119 |
1.0% |
91% |
False |
False |
120,597 |
| 60 |
1.1966 |
1.0872 |
0.1094 |
9.2% |
0.0112 |
0.9% |
94% |
False |
False |
117,404 |
| 80 |
1.1966 |
1.0695 |
0.1271 |
10.7% |
0.0118 |
1.0% |
94% |
False |
False |
88,476 |
| 100 |
1.1966 |
1.0548 |
0.1418 |
11.9% |
0.0123 |
1.0% |
95% |
False |
False |
70,940 |
| 120 |
1.1966 |
1.0548 |
0.1418 |
11.9% |
0.0116 |
1.0% |
95% |
False |
False |
59,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2433 |
|
2.618 |
1.2240 |
|
1.618 |
1.2122 |
|
1.000 |
1.2049 |
|
0.618 |
1.2004 |
|
HIGH |
1.1931 |
|
0.618 |
1.1886 |
|
0.500 |
1.1872 |
|
0.382 |
1.1858 |
|
LOW |
1.1813 |
|
0.618 |
1.1740 |
|
1.000 |
1.1695 |
|
1.618 |
1.1622 |
|
2.618 |
1.1504 |
|
4.250 |
1.1312 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1888 |
1.1859 |
| PP |
1.1880 |
1.1823 |
| S1 |
1.1872 |
1.1786 |
|