CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1760 |
1.1889 |
0.0129 |
1.1% |
1.1652 |
| High |
1.1973 |
1.1918 |
-0.0055 |
-0.5% |
1.1791 |
| Low |
1.1755 |
1.1804 |
0.0049 |
0.4% |
1.1650 |
| Close |
1.1887 |
1.1817 |
-0.0070 |
-0.6% |
1.1674 |
| Range |
0.0218 |
0.0114 |
-0.0104 |
-47.7% |
0.0141 |
| ATR |
0.0111 |
0.0112 |
0.0000 |
0.2% |
0.0000 |
| Volume |
917 |
2,544 |
1,627 |
177.4% |
1,493 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2188 |
1.2117 |
1.1880 |
|
| R3 |
1.2074 |
1.2003 |
1.1848 |
|
| R2 |
1.1960 |
1.1960 |
1.1838 |
|
| R1 |
1.1889 |
1.1889 |
1.1827 |
1.1868 |
| PP |
1.1846 |
1.1846 |
1.1846 |
1.1836 |
| S1 |
1.1775 |
1.1775 |
1.1807 |
1.1754 |
| S2 |
1.1732 |
1.1732 |
1.1796 |
|
| S3 |
1.1618 |
1.1661 |
1.1786 |
|
| S4 |
1.1504 |
1.1547 |
1.1754 |
|
|
| 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 |
1.1973 |
1.1655 |
0.0318 |
2.7% |
0.0126 |
1.1% |
51% |
False |
False |
888 |
| 10 |
1.1973 |
1.1592 |
0.0381 |
3.2% |
0.0111 |
0.9% |
59% |
False |
False |
646 |
| 20 |
1.1973 |
1.1456 |
0.0517 |
4.4% |
0.0109 |
0.9% |
70% |
False |
False |
449 |
| 40 |
1.1973 |
1.1246 |
0.0727 |
6.2% |
0.0103 |
0.9% |
79% |
False |
False |
285 |
| 60 |
1.1973 |
1.0827 |
0.1146 |
9.7% |
0.0081 |
0.7% |
86% |
False |
False |
197 |
| 80 |
1.1973 |
1.0583 |
0.1390 |
11.8% |
0.0074 |
0.6% |
89% |
False |
False |
150 |
| 100 |
1.1973 |
1.0583 |
0.1390 |
11.8% |
0.0060 |
0.5% |
89% |
False |
False |
122 |
| 120 |
1.1973 |
1.0583 |
0.1390 |
11.8% |
0.0050 |
0.4% |
89% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2403 |
|
2.618 |
1.2216 |
|
1.618 |
1.2102 |
|
1.000 |
1.2032 |
|
0.618 |
1.1988 |
|
HIGH |
1.1918 |
|
0.618 |
1.1874 |
|
0.500 |
1.1861 |
|
0.382 |
1.1848 |
|
LOW |
1.1804 |
|
0.618 |
1.1734 |
|
1.000 |
1.1690 |
|
1.618 |
1.1620 |
|
2.618 |
1.1506 |
|
4.250 |
1.1320 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1861 |
1.1830 |
| PP |
1.1846 |
1.1826 |
| S1 |
1.1832 |
1.1821 |
|