CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1729 |
1.1740 |
0.0011 |
0.1% |
1.1592 |
| High |
1.1810 |
1.1779 |
-0.0031 |
-0.3% |
1.1775 |
| Low |
1.1720 |
1.1646 |
-0.0074 |
-0.6% |
1.1549 |
| Close |
1.1746 |
1.1658 |
-0.0088 |
-0.7% |
1.1718 |
| Range |
0.0090 |
0.0133 |
0.0043 |
47.8% |
0.0226 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
2.1% |
0.0000 |
| Volume |
219 |
530 |
311 |
142.0% |
1,113 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2093 |
1.2009 |
1.1731 |
|
| R3 |
1.1960 |
1.1876 |
1.1695 |
|
| R2 |
1.1827 |
1.1827 |
1.1682 |
|
| R1 |
1.1743 |
1.1743 |
1.1670 |
1.1719 |
| PP |
1.1694 |
1.1694 |
1.1694 |
1.1682 |
| S1 |
1.1610 |
1.1610 |
1.1646 |
1.1586 |
| S2 |
1.1561 |
1.1561 |
1.1634 |
|
| S3 |
1.1428 |
1.1477 |
1.1621 |
|
| S4 |
1.1295 |
1.1344 |
1.1585 |
|
|
| 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 |
1.1810 |
1.1610 |
0.0200 |
1.7% |
0.0117 |
1.0% |
24% |
False |
False |
319 |
| 10 |
1.1810 |
1.1536 |
0.0274 |
2.4% |
0.0108 |
0.9% |
45% |
False |
False |
271 |
| 20 |
1.1810 |
1.1373 |
0.0437 |
3.7% |
0.0106 |
0.9% |
65% |
False |
False |
230 |
| 40 |
1.1810 |
1.0968 |
0.0842 |
7.2% |
0.0094 |
0.8% |
82% |
False |
False |
145 |
| 60 |
1.1810 |
1.0827 |
0.0983 |
8.4% |
0.0070 |
0.6% |
85% |
False |
False |
100 |
| 80 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0062 |
0.5% |
88% |
False |
False |
78 |
| 100 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0051 |
0.4% |
88% |
False |
False |
63 |
| 120 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0042 |
0.4% |
88% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2344 |
|
2.618 |
1.2127 |
|
1.618 |
1.1994 |
|
1.000 |
1.1912 |
|
0.618 |
1.1861 |
|
HIGH |
1.1779 |
|
0.618 |
1.1728 |
|
0.500 |
1.1713 |
|
0.382 |
1.1697 |
|
LOW |
1.1646 |
|
0.618 |
1.1564 |
|
1.000 |
1.1513 |
|
1.618 |
1.1431 |
|
2.618 |
1.1298 |
|
4.250 |
1.1081 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1713 |
1.1710 |
| PP |
1.1694 |
1.1693 |
| S1 |
1.1676 |
1.1675 |
|