CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1883 |
1.1843 |
-0.0040 |
-0.3% |
1.1686 |
| High |
1.1955 |
1.1906 |
-0.0049 |
-0.4% |
1.1966 |
| Low |
1.1811 |
1.1827 |
0.0016 |
0.1% |
1.1673 |
| Close |
1.1839 |
1.1874 |
0.0035 |
0.3% |
1.1715 |
| Range |
0.0144 |
0.0079 |
-0.0065 |
-45.1% |
0.0293 |
| ATR |
0.0127 |
0.0124 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
163,453 |
112,078 |
-51,375 |
-31.4% |
710,449 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2106 |
1.2069 |
1.1917 |
|
| R3 |
1.2027 |
1.1990 |
1.1896 |
|
| R2 |
1.1948 |
1.1948 |
1.1888 |
|
| R1 |
1.1911 |
1.1911 |
1.1881 |
1.1930 |
| PP |
1.1869 |
1.1869 |
1.1869 |
1.1878 |
| S1 |
1.1832 |
1.1832 |
1.1867 |
1.1851 |
| S2 |
1.1790 |
1.1790 |
1.1860 |
|
| S3 |
1.1711 |
1.1753 |
1.1852 |
|
| S4 |
1.1632 |
1.1674 |
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 |
1.1955 |
1.1641 |
0.0314 |
2.6% |
0.0140 |
1.2% |
74% |
False |
False |
144,210 |
| 10 |
1.1966 |
1.1641 |
0.0325 |
2.7% |
0.0129 |
1.1% |
72% |
False |
False |
135,802 |
| 20 |
1.1966 |
1.1579 |
0.0387 |
3.3% |
0.0123 |
1.0% |
76% |
False |
False |
121,931 |
| 40 |
1.1966 |
1.1225 |
0.0741 |
6.2% |
0.0119 |
1.0% |
88% |
False |
False |
120,734 |
| 60 |
1.1966 |
1.0872 |
0.1094 |
9.2% |
0.0112 |
0.9% |
92% |
False |
False |
121,065 |
| 80 |
1.1966 |
1.0695 |
0.1271 |
10.7% |
0.0117 |
1.0% |
93% |
False |
False |
91,862 |
| 100 |
1.1966 |
1.0548 |
0.1418 |
11.9% |
0.0123 |
1.0% |
94% |
False |
False |
73,689 |
| 120 |
1.1966 |
1.0548 |
0.1418 |
11.9% |
0.0117 |
1.0% |
94% |
False |
False |
61,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2242 |
|
2.618 |
1.2113 |
|
1.618 |
1.2034 |
|
1.000 |
1.1985 |
|
0.618 |
1.1955 |
|
HIGH |
1.1906 |
|
0.618 |
1.1876 |
|
0.500 |
1.1867 |
|
0.382 |
1.1857 |
|
LOW |
1.1827 |
|
0.618 |
1.1778 |
|
1.000 |
1.1748 |
|
1.618 |
1.1699 |
|
2.618 |
1.1620 |
|
4.250 |
1.1491 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1872 |
1.1883 |
| PP |
1.1869 |
1.1880 |
| S1 |
1.1867 |
1.1877 |
|