CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1917 |
1.1925 |
0.0008 |
0.1% |
1.1855 |
| High |
1.1978 |
1.1941 |
-0.0037 |
-0.3% |
1.2001 |
| Low |
1.1901 |
1.1850 |
-0.0051 |
-0.4% |
1.1836 |
| Close |
1.1919 |
1.1886 |
-0.0033 |
-0.3% |
1.1886 |
| Range |
0.0077 |
0.0091 |
0.0014 |
18.2% |
0.0165 |
| ATR |
0.0122 |
0.0120 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
121,920 |
46,919 |
-75,001 |
-61.5% |
480,894 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2165 |
1.2117 |
1.1936 |
|
| R3 |
1.2074 |
1.2026 |
1.1911 |
|
| R2 |
1.1983 |
1.1983 |
1.1903 |
|
| R1 |
1.1935 |
1.1935 |
1.1894 |
1.1914 |
| PP |
1.1892 |
1.1892 |
1.1892 |
1.1882 |
| S1 |
1.1844 |
1.1844 |
1.1878 |
1.1823 |
| S2 |
1.1801 |
1.1801 |
1.1869 |
|
| S3 |
1.1710 |
1.1753 |
1.1861 |
|
| S4 |
1.1619 |
1.1662 |
1.1836 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2403 |
1.2309 |
1.1977 |
|
| R3 |
1.2238 |
1.2144 |
1.1931 |
|
| R2 |
1.2073 |
1.2073 |
1.1916 |
|
| R1 |
1.1979 |
1.1979 |
1.1901 |
1.2026 |
| PP |
1.1908 |
1.1908 |
1.1908 |
1.1931 |
| S1 |
1.1814 |
1.1814 |
1.1871 |
1.1861 |
| S2 |
1.1743 |
1.1743 |
1.1856 |
|
| S3 |
1.1578 |
1.1649 |
1.1841 |
|
| S4 |
1.1413 |
1.1484 |
1.1795 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2001 |
1.1733 |
0.0268 |
2.3% |
0.0113 |
1.0% |
57% |
False |
False |
128,780 |
| 10 |
1.2001 |
1.1641 |
0.0360 |
3.0% |
0.0127 |
1.1% |
68% |
False |
False |
136,495 |
| 20 |
1.2001 |
1.1579 |
0.0422 |
3.6% |
0.0120 |
1.0% |
73% |
False |
False |
125,900 |
| 40 |
1.2001 |
1.1370 |
0.0631 |
5.3% |
0.0120 |
1.0% |
82% |
False |
False |
122,728 |
| 60 |
1.2001 |
1.0944 |
0.1057 |
8.9% |
0.0115 |
1.0% |
89% |
False |
False |
123,761 |
| 80 |
1.2001 |
1.0785 |
0.1216 |
10.2% |
0.0117 |
1.0% |
91% |
False |
False |
99,882 |
| 100 |
1.2001 |
1.0548 |
0.1453 |
12.2% |
0.0124 |
1.0% |
92% |
False |
False |
80,097 |
| 120 |
1.2001 |
1.0548 |
0.1453 |
12.2% |
0.0119 |
1.0% |
92% |
False |
False |
66,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2328 |
|
2.618 |
1.2179 |
|
1.618 |
1.2088 |
|
1.000 |
1.2032 |
|
0.618 |
1.1997 |
|
HIGH |
1.1941 |
|
0.618 |
1.1906 |
|
0.500 |
1.1896 |
|
0.382 |
1.1885 |
|
LOW |
1.1850 |
|
0.618 |
1.1794 |
|
1.000 |
1.1759 |
|
1.618 |
1.1703 |
|
2.618 |
1.1612 |
|
4.250 |
1.1463 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1896 |
1.1926 |
| PP |
1.1892 |
1.1912 |
| S1 |
1.1889 |
1.1899 |
|