CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1843 |
1.1866 |
0.0023 |
0.2% |
1.1713 |
| High |
1.1906 |
1.1888 |
-0.0018 |
-0.2% |
1.1955 |
| Low |
1.1827 |
1.1733 |
-0.0094 |
-0.8% |
1.1641 |
| Close |
1.1874 |
1.1842 |
-0.0032 |
-0.3% |
1.1842 |
| Range |
0.0079 |
0.0155 |
0.0076 |
96.2% |
0.0314 |
| ATR |
0.0124 |
0.0126 |
0.0002 |
1.8% |
0.0000 |
| Volume |
112,078 |
163,010 |
50,932 |
45.4% |
705,123 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2286 |
1.2219 |
1.1927 |
|
| R3 |
1.2131 |
1.2064 |
1.1885 |
|
| R2 |
1.1976 |
1.1976 |
1.1870 |
|
| R1 |
1.1909 |
1.1909 |
1.1856 |
1.1865 |
| PP |
1.1821 |
1.1821 |
1.1821 |
1.1799 |
| S1 |
1.1754 |
1.1754 |
1.1828 |
1.1710 |
| S2 |
1.1666 |
1.1666 |
1.1814 |
|
| S3 |
1.1511 |
1.1599 |
1.1799 |
|
| S4 |
1.1356 |
1.1444 |
1.1757 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2755 |
1.2612 |
1.2015 |
|
| R3 |
1.2441 |
1.2298 |
1.1928 |
|
| R2 |
1.2127 |
1.2127 |
1.1900 |
|
| R1 |
1.1984 |
1.1984 |
1.1871 |
1.2056 |
| PP |
1.1813 |
1.1813 |
1.1813 |
1.1848 |
| S1 |
1.1670 |
1.1670 |
1.1813 |
1.1742 |
| S2 |
1.1499 |
1.1499 |
1.1784 |
|
| S3 |
1.1185 |
1.1356 |
1.1756 |
|
| S4 |
1.0871 |
1.1042 |
1.1669 |
|
|
| 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% |
0.0138 |
1.2% |
64% |
False |
False |
141,024 |
| 10 |
1.1966 |
1.1641 |
0.0325 |
2.7% |
0.0136 |
1.1% |
62% |
False |
False |
141,557 |
| 20 |
1.1966 |
1.1579 |
0.0387 |
3.3% |
0.0123 |
1.0% |
68% |
False |
False |
123,492 |
| 40 |
1.1966 |
1.1225 |
0.0741 |
6.3% |
0.0122 |
1.0% |
83% |
False |
False |
121,219 |
| 60 |
1.1966 |
1.0872 |
0.1094 |
9.2% |
0.0114 |
1.0% |
89% |
False |
False |
123,054 |
| 80 |
1.1966 |
1.0695 |
0.1271 |
10.7% |
0.0117 |
1.0% |
90% |
False |
False |
93,896 |
| 100 |
1.1966 |
1.0548 |
0.1418 |
12.0% |
0.0124 |
1.0% |
91% |
False |
False |
75,313 |
| 120 |
1.1966 |
1.0548 |
0.1418 |
12.0% |
0.0118 |
1.0% |
91% |
False |
False |
62,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2547 |
|
2.618 |
1.2294 |
|
1.618 |
1.2139 |
|
1.000 |
1.2043 |
|
0.618 |
1.1984 |
|
HIGH |
1.1888 |
|
0.618 |
1.1829 |
|
0.500 |
1.1811 |
|
0.382 |
1.1792 |
|
LOW |
1.1733 |
|
0.618 |
1.1637 |
|
1.000 |
1.1578 |
|
1.618 |
1.1482 |
|
2.618 |
1.1327 |
|
4.250 |
1.1074 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1832 |
1.1844 |
| PP |
1.1821 |
1.1843 |
| S1 |
1.1811 |
1.1843 |
|