CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1852 |
1.1883 |
0.0031 |
0.3% |
1.1715 |
| High |
1.1917 |
1.1892 |
-0.0025 |
-0.2% |
1.1966 |
| Low |
1.1841 |
1.1747 |
-0.0094 |
-0.8% |
1.1655 |
| Close |
1.1886 |
1.1854 |
-0.0032 |
-0.3% |
1.1854 |
| Range |
0.0076 |
0.0145 |
0.0069 |
90.8% |
0.0311 |
| ATR |
0.0117 |
0.0119 |
0.0002 |
1.7% |
0.0000 |
| Volume |
2,951 |
6,391 |
3,440 |
116.6% |
15,198 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2266 |
1.2205 |
1.1934 |
|
| R3 |
1.2121 |
1.2060 |
1.1894 |
|
| R2 |
1.1976 |
1.1976 |
1.1881 |
|
| R1 |
1.1915 |
1.1915 |
1.1867 |
1.1873 |
| PP |
1.1831 |
1.1831 |
1.1831 |
1.1810 |
| S1 |
1.1770 |
1.1770 |
1.1841 |
1.1728 |
| S2 |
1.1686 |
1.1686 |
1.1827 |
|
| S3 |
1.1541 |
1.1625 |
1.1814 |
|
| S4 |
1.1396 |
1.1480 |
1.1774 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2758 |
1.2617 |
1.2025 |
|
| R3 |
1.2447 |
1.2306 |
1.1940 |
|
| R2 |
1.2136 |
1.2136 |
1.1911 |
|
| R1 |
1.1995 |
1.1995 |
1.1883 |
1.2066 |
| PP |
1.1825 |
1.1825 |
1.1825 |
1.1860 |
| S1 |
1.1684 |
1.1684 |
1.1825 |
1.1755 |
| S2 |
1.1514 |
1.1514 |
1.1797 |
|
| S3 |
1.1203 |
1.1373 |
1.1768 |
|
| S4 |
1.0892 |
1.1062 |
1.1683 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1966 |
1.1655 |
0.0311 |
2.6% |
0.0134 |
1.1% |
64% |
False |
False |
3,039 |
| 10 |
1.1973 |
1.1655 |
0.0318 |
2.7% |
0.0131 |
1.1% |
63% |
False |
False |
2,014 |
| 20 |
1.1973 |
1.1592 |
0.0381 |
3.2% |
0.0116 |
1.0% |
69% |
False |
False |
1,180 |
| 40 |
1.1973 |
1.1246 |
0.0727 |
6.1% |
0.0110 |
0.9% |
84% |
False |
False |
682 |
| 60 |
1.1973 |
1.0909 |
0.1064 |
9.0% |
0.0096 |
0.8% |
89% |
False |
False |
469 |
| 80 |
1.1973 |
1.0803 |
0.1170 |
9.9% |
0.0076 |
0.6% |
90% |
False |
False |
354 |
| 100 |
1.1973 |
1.0583 |
0.1390 |
11.7% |
0.0069 |
0.6% |
91% |
False |
False |
285 |
| 120 |
1.1973 |
1.0583 |
0.1390 |
11.7% |
0.0058 |
0.5% |
91% |
False |
False |
238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2508 |
|
2.618 |
1.2272 |
|
1.618 |
1.2127 |
|
1.000 |
1.2037 |
|
0.618 |
1.1982 |
|
HIGH |
1.1892 |
|
0.618 |
1.1837 |
|
0.500 |
1.1820 |
|
0.382 |
1.1802 |
|
LOW |
1.1747 |
|
0.618 |
1.1657 |
|
1.000 |
1.1602 |
|
1.618 |
1.1512 |
|
2.618 |
1.1367 |
|
4.250 |
1.1131 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1843 |
1.1857 |
| PP |
1.1831 |
1.1856 |
| S1 |
1.1820 |
1.1855 |
|