CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1732 |
1.1656 |
-0.0076 |
-0.6% |
1.1592 |
| High |
1.1732 |
1.1750 |
0.0018 |
0.2% |
1.1775 |
| Low |
1.1656 |
1.1610 |
-0.0046 |
-0.4% |
1.1549 |
| Close |
1.1659 |
1.1738 |
0.0079 |
0.7% |
1.1718 |
| Range |
0.0076 |
0.0140 |
0.0064 |
84.2% |
0.0226 |
| ATR |
0.0100 |
0.0103 |
0.0003 |
2.8% |
0.0000 |
| Volume |
431 |
131 |
-300 |
-69.6% |
1,113 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2119 |
1.2069 |
1.1815 |
|
| R3 |
1.1979 |
1.1929 |
1.1777 |
|
| R2 |
1.1839 |
1.1839 |
1.1764 |
|
| R1 |
1.1789 |
1.1789 |
1.1751 |
1.1814 |
| PP |
1.1699 |
1.1699 |
1.1699 |
1.1712 |
| S1 |
1.1649 |
1.1649 |
1.1725 |
1.1674 |
| S2 |
1.1559 |
1.1559 |
1.1712 |
|
| S3 |
1.1419 |
1.1509 |
1.1700 |
|
| S4 |
1.1279 |
1.1369 |
1.1661 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2359 |
1.2264 |
1.1842 |
|
| R3 |
1.2133 |
1.2038 |
1.1780 |
|
| R2 |
1.1907 |
1.1907 |
1.1759 |
|
| R1 |
1.1812 |
1.1812 |
1.1739 |
1.1860 |
| PP |
1.1681 |
1.1681 |
1.1681 |
1.1704 |
| S1 |
1.1586 |
1.1586 |
1.1697 |
1.1634 |
| S2 |
1.1455 |
1.1455 |
1.1677 |
|
| S3 |
1.1229 |
1.1360 |
1.1656 |
|
| S4 |
1.1003 |
1.1134 |
1.1594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1775 |
1.1584 |
0.0191 |
1.6% |
0.0119 |
1.0% |
81% |
False |
False |
259 |
| 10 |
1.1775 |
1.1373 |
0.0402 |
3.4% |
0.0106 |
0.9% |
91% |
False |
False |
256 |
| 20 |
1.1775 |
1.1267 |
0.0508 |
4.3% |
0.0106 |
0.9% |
93% |
False |
False |
207 |
| 40 |
1.1775 |
1.0936 |
0.0839 |
7.1% |
0.0091 |
0.8% |
96% |
False |
False |
127 |
| 60 |
1.1775 |
1.0827 |
0.0948 |
8.1% |
0.0066 |
0.6% |
96% |
False |
False |
87 |
| 80 |
1.1775 |
1.0583 |
0.1192 |
10.2% |
0.0059 |
0.5% |
97% |
False |
False |
68 |
| 100 |
1.1775 |
1.0583 |
0.1192 |
10.2% |
0.0048 |
0.4% |
97% |
False |
False |
55 |
| 120 |
1.1775 |
1.0583 |
0.1192 |
10.2% |
0.0040 |
0.3% |
97% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2345 |
|
2.618 |
1.2117 |
|
1.618 |
1.1977 |
|
1.000 |
1.1890 |
|
0.618 |
1.1837 |
|
HIGH |
1.1750 |
|
0.618 |
1.1697 |
|
0.500 |
1.1680 |
|
0.382 |
1.1663 |
|
LOW |
1.1610 |
|
0.618 |
1.1523 |
|
1.000 |
1.1470 |
|
1.618 |
1.1383 |
|
2.618 |
1.1243 |
|
4.250 |
1.1015 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1719 |
1.1723 |
| PP |
1.1699 |
1.1708 |
| S1 |
1.1680 |
1.1693 |
|