CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1866 |
1.1855 |
-0.0011 |
-0.1% |
1.1713 |
| High |
1.1888 |
1.1976 |
0.0088 |
0.7% |
1.1955 |
| Low |
1.1733 |
1.1836 |
0.0103 |
0.9% |
1.1641 |
| Close |
1.1842 |
1.1937 |
0.0095 |
0.8% |
1.1842 |
| Range |
0.0155 |
0.0140 |
-0.0015 |
-9.7% |
0.0314 |
| ATR |
0.0126 |
0.0127 |
0.0001 |
0.8% |
0.0000 |
| Volume |
163,010 |
166,776 |
3,766 |
2.3% |
705,123 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2336 |
1.2277 |
1.2014 |
|
| R3 |
1.2196 |
1.2137 |
1.1976 |
|
| R2 |
1.2056 |
1.2056 |
1.1963 |
|
| R1 |
1.1997 |
1.1997 |
1.1950 |
1.2027 |
| PP |
1.1916 |
1.1916 |
1.1916 |
1.1931 |
| S1 |
1.1857 |
1.1857 |
1.1924 |
1.1887 |
| S2 |
1.1776 |
1.1776 |
1.1911 |
|
| S3 |
1.1636 |
1.1717 |
1.1899 |
|
| S4 |
1.1496 |
1.1577 |
1.1860 |
|
|
| 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 |
1.1976 |
1.1733 |
0.0243 |
2.0% |
0.0127 |
1.1% |
84% |
True |
False |
150,236 |
| 10 |
1.1976 |
1.1641 |
0.0335 |
2.8% |
0.0141 |
1.2% |
88% |
True |
False |
150,556 |
| 20 |
1.1976 |
1.1579 |
0.0397 |
3.3% |
0.0126 |
1.1% |
90% |
True |
False |
128,638 |
| 40 |
1.1976 |
1.1231 |
0.0745 |
6.2% |
0.0123 |
1.0% |
95% |
True |
False |
123,271 |
| 60 |
1.1976 |
1.0872 |
0.1104 |
9.2% |
0.0115 |
1.0% |
96% |
True |
False |
124,266 |
| 80 |
1.1976 |
1.0776 |
0.1200 |
10.1% |
0.0118 |
1.0% |
97% |
True |
False |
95,977 |
| 100 |
1.1976 |
1.0548 |
0.1428 |
12.0% |
0.0125 |
1.0% |
97% |
True |
False |
76,974 |
| 120 |
1.1976 |
1.0548 |
0.1428 |
12.0% |
0.0118 |
1.0% |
97% |
True |
False |
64,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2571 |
|
2.618 |
1.2343 |
|
1.618 |
1.2203 |
|
1.000 |
1.2116 |
|
0.618 |
1.2063 |
|
HIGH |
1.1976 |
|
0.618 |
1.1923 |
|
0.500 |
1.1906 |
|
0.382 |
1.1889 |
|
LOW |
1.1836 |
|
0.618 |
1.1749 |
|
1.000 |
1.1696 |
|
1.618 |
1.1609 |
|
2.618 |
1.1469 |
|
4.250 |
1.1241 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1927 |
1.1910 |
| PP |
1.1916 |
1.1882 |
| S1 |
1.1906 |
1.1855 |
|