CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1938 |
1.1887 |
-0.0051 |
-0.4% |
1.1866 |
| High |
1.1952 |
1.1987 |
0.0035 |
0.3% |
1.2011 |
| Low |
1.1860 |
1.1863 |
0.0003 |
0.0% |
1.1850 |
| Close |
1.1897 |
1.1968 |
0.0071 |
0.6% |
1.1897 |
| Range |
0.0092 |
0.0124 |
0.0032 |
34.8% |
0.0161 |
| ATR |
0.0111 |
0.0112 |
0.0001 |
0.9% |
0.0000 |
| Volume |
133,686 |
114,420 |
-19,266 |
-14.4% |
302,110 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2311 |
1.2264 |
1.2036 |
|
| R3 |
1.2187 |
1.2140 |
1.2002 |
|
| R2 |
1.2063 |
1.2063 |
1.1991 |
|
| R1 |
1.2016 |
1.2016 |
1.1979 |
1.2040 |
| PP |
1.1939 |
1.1939 |
1.1939 |
1.1951 |
| S1 |
1.1892 |
1.1892 |
1.1957 |
1.1916 |
| S2 |
1.1815 |
1.1815 |
1.1945 |
|
| S3 |
1.1691 |
1.1768 |
1.1934 |
|
| S4 |
1.1567 |
1.1644 |
1.1900 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2402 |
1.2311 |
1.1986 |
|
| R3 |
1.2241 |
1.2150 |
1.1941 |
|
| R2 |
1.2080 |
1.2080 |
1.1927 |
|
| R1 |
1.1989 |
1.1989 |
1.1912 |
1.2035 |
| PP |
1.1919 |
1.1919 |
1.1919 |
1.1942 |
| S1 |
1.1828 |
1.1828 |
1.1882 |
1.1874 |
| S2 |
1.1758 |
1.1758 |
1.1867 |
|
| S3 |
1.1597 |
1.1667 |
1.1853 |
|
| S4 |
1.1436 |
1.1506 |
1.1808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2011 |
1.1850 |
0.0161 |
1.3% |
0.0106 |
0.9% |
73% |
False |
False |
80,334 |
| 10 |
1.2011 |
1.1747 |
0.0264 |
2.2% |
0.0107 |
0.9% |
84% |
False |
False |
43,040 |
| 20 |
1.2011 |
1.1655 |
0.0356 |
3.0% |
0.0113 |
0.9% |
88% |
False |
False |
21,896 |
| 40 |
1.2011 |
1.1373 |
0.0638 |
5.3% |
0.0109 |
0.9% |
93% |
False |
False |
11,076 |
| 60 |
1.2011 |
1.0968 |
0.1043 |
8.7% |
0.0102 |
0.9% |
96% |
False |
False |
7,409 |
| 80 |
1.2011 |
1.0827 |
0.1184 |
9.9% |
0.0080 |
0.7% |
96% |
False |
False |
5,560 |
| 100 |
1.2011 |
1.0583 |
0.1428 |
11.9% |
0.0074 |
0.6% |
97% |
False |
False |
4,450 |
| 120 |
1.2011 |
1.0583 |
0.1428 |
11.9% |
0.0063 |
0.5% |
97% |
False |
False |
3,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2514 |
|
2.618 |
1.2312 |
|
1.618 |
1.2188 |
|
1.000 |
1.2111 |
|
0.618 |
1.2064 |
|
HIGH |
1.1987 |
|
0.618 |
1.1940 |
|
0.500 |
1.1925 |
|
0.382 |
1.1910 |
|
LOW |
1.1863 |
|
0.618 |
1.1786 |
|
1.000 |
1.1739 |
|
1.618 |
1.1662 |
|
2.618 |
1.1538 |
|
4.250 |
1.1336 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1954 |
1.1954 |
| PP |
1.1939 |
1.1939 |
| S1 |
1.1925 |
1.1925 |
|