CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1826 |
1.1883 |
0.0057 |
0.5% |
1.1686 |
| High |
1.1931 |
1.1955 |
0.0024 |
0.2% |
1.1966 |
| Low |
1.1813 |
1.1811 |
-0.0002 |
0.0% |
1.1673 |
| Close |
1.1896 |
1.1839 |
-0.0057 |
-0.5% |
1.1715 |
| Range |
0.0118 |
0.0144 |
0.0026 |
22.0% |
0.0293 |
| ATR |
0.0126 |
0.0127 |
0.0001 |
1.0% |
0.0000 |
| Volume |
145,865 |
163,453 |
17,588 |
12.1% |
710,449 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2300 |
1.2214 |
1.1918 |
|
| R3 |
1.2156 |
1.2070 |
1.1879 |
|
| R2 |
1.2012 |
1.2012 |
1.1865 |
|
| R1 |
1.1926 |
1.1926 |
1.1852 |
1.1897 |
| PP |
1.1868 |
1.1868 |
1.1868 |
1.1854 |
| S1 |
1.1782 |
1.1782 |
1.1826 |
1.1753 |
| S2 |
1.1724 |
1.1724 |
1.1813 |
|
| S3 |
1.1580 |
1.1638 |
1.1799 |
|
| S4 |
1.1436 |
1.1494 |
1.1760 |
|
|
| 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 |
1.1955 |
1.1641 |
0.0314 |
2.7% |
0.0140 |
1.2% |
63% |
True |
False |
142,866 |
| 10 |
1.1966 |
1.1640 |
0.0326 |
2.8% |
0.0135 |
1.1% |
61% |
False |
False |
140,610 |
| 20 |
1.1966 |
1.1570 |
0.0396 |
3.3% |
0.0124 |
1.1% |
68% |
False |
False |
120,661 |
| 40 |
1.1966 |
1.1225 |
0.0741 |
6.3% |
0.0120 |
1.0% |
83% |
False |
False |
121,095 |
| 60 |
1.1966 |
1.0872 |
0.1094 |
9.2% |
0.0112 |
0.9% |
88% |
False |
False |
119,639 |
| 80 |
1.1966 |
1.0695 |
0.1271 |
10.7% |
0.0117 |
1.0% |
90% |
False |
False |
90,467 |
| 100 |
1.1966 |
1.0548 |
0.1418 |
12.0% |
0.0123 |
1.0% |
91% |
False |
False |
72,570 |
| 120 |
1.1966 |
1.0548 |
0.1418 |
12.0% |
0.0117 |
1.0% |
91% |
False |
False |
60,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2567 |
|
2.618 |
1.2332 |
|
1.618 |
1.2188 |
|
1.000 |
1.2099 |
|
0.618 |
1.2044 |
|
HIGH |
1.1955 |
|
0.618 |
1.1900 |
|
0.500 |
1.1883 |
|
0.382 |
1.1866 |
|
LOW |
1.1811 |
|
0.618 |
1.1722 |
|
1.000 |
1.1667 |
|
1.618 |
1.1578 |
|
2.618 |
1.1434 |
|
4.250 |
1.1199 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1883 |
1.1825 |
| PP |
1.1868 |
1.1812 |
| S1 |
1.1854 |
1.1798 |
|