CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1730 |
1.1692 |
-0.0038 |
-0.3% |
1.1652 |
| High |
1.1750 |
1.1765 |
0.0015 |
0.1% |
1.1791 |
| Low |
1.1667 |
1.1687 |
0.0020 |
0.2% |
1.1650 |
| Close |
1.1674 |
1.1741 |
0.0067 |
0.6% |
1.1674 |
| Range |
0.0083 |
0.0078 |
-0.0005 |
-6.0% |
0.0141 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
436 |
331 |
-105 |
-24.1% |
1,493 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1965 |
1.1931 |
1.1784 |
|
| R3 |
1.1887 |
1.1853 |
1.1762 |
|
| R2 |
1.1809 |
1.1809 |
1.1755 |
|
| R1 |
1.1775 |
1.1775 |
1.1748 |
1.1792 |
| PP |
1.1731 |
1.1731 |
1.1731 |
1.1740 |
| S1 |
1.1697 |
1.1697 |
1.1734 |
1.1714 |
| S2 |
1.1653 |
1.1653 |
1.1727 |
|
| S3 |
1.1575 |
1.1619 |
1.1720 |
|
| S4 |
1.1497 |
1.1541 |
1.1698 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2128 |
1.2042 |
1.1752 |
|
| R3 |
1.1987 |
1.1901 |
1.1713 |
|
| R2 |
1.1846 |
1.1846 |
1.1700 |
|
| R1 |
1.1760 |
1.1760 |
1.1687 |
1.1803 |
| PP |
1.1705 |
1.1705 |
1.1705 |
1.1727 |
| S1 |
1.1619 |
1.1619 |
1.1661 |
1.1662 |
| S2 |
1.1564 |
1.1564 |
1.1648 |
|
| S3 |
1.1423 |
1.1478 |
1.1635 |
|
| S4 |
1.1282 |
1.1337 |
1.1596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1791 |
1.1655 |
0.0136 |
1.2% |
0.0087 |
0.7% |
63% |
False |
False |
316 |
| 10 |
1.1810 |
1.1592 |
0.0218 |
1.9% |
0.0101 |
0.9% |
68% |
False |
False |
335 |
| 20 |
1.1810 |
1.1373 |
0.0437 |
3.7% |
0.0104 |
0.9% |
84% |
False |
False |
303 |
| 40 |
1.1810 |
1.1219 |
0.0591 |
5.0% |
0.0098 |
0.8% |
88% |
False |
False |
199 |
| 60 |
1.1810 |
1.0827 |
0.0983 |
8.4% |
0.0076 |
0.6% |
93% |
False |
False |
139 |
| 80 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0070 |
0.6% |
94% |
False |
False |
108 |
| 100 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0057 |
0.5% |
94% |
False |
False |
87 |
| 120 |
1.1810 |
1.0583 |
0.1227 |
10.5% |
0.0048 |
0.4% |
94% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2097 |
|
2.618 |
1.1969 |
|
1.618 |
1.1891 |
|
1.000 |
1.1843 |
|
0.618 |
1.1813 |
|
HIGH |
1.1765 |
|
0.618 |
1.1735 |
|
0.500 |
1.1726 |
|
0.382 |
1.1717 |
|
LOW |
1.1687 |
|
0.618 |
1.1639 |
|
1.000 |
1.1609 |
|
1.618 |
1.1561 |
|
2.618 |
1.1483 |
|
4.250 |
1.1356 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1736 |
1.1735 |
| PP |
1.1731 |
1.1729 |
| S1 |
1.1726 |
1.1723 |
|