CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1954 |
1.2057 |
0.0103 |
0.9% |
1.1866 |
| High |
1.2070 |
1.2077 |
0.0007 |
0.1% |
1.2011 |
| Low |
1.1951 |
1.1667 |
-0.0284 |
-2.4% |
1.1850 |
| Close |
1.2049 |
1.1691 |
-0.0358 |
-3.0% |
1.1897 |
| Range |
0.0119 |
0.0410 |
0.0291 |
244.5% |
0.0161 |
| ATR |
0.0112 |
0.0133 |
0.0021 |
19.0% |
0.0000 |
| Volume |
150,220 |
328,236 |
178,016 |
118.5% |
302,110 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3042 |
1.2776 |
1.1917 |
|
| R3 |
1.2632 |
1.2366 |
1.1804 |
|
| R2 |
1.2222 |
1.2222 |
1.1766 |
|
| R1 |
1.1956 |
1.1956 |
1.1729 |
1.1884 |
| PP |
1.1812 |
1.1812 |
1.1812 |
1.1776 |
| S1 |
1.1546 |
1.1546 |
1.1653 |
1.1474 |
| S2 |
1.1402 |
1.1402 |
1.1616 |
|
| S3 |
1.0992 |
1.1136 |
1.1578 |
|
| S4 |
1.0582 |
1.0726 |
1.1466 |
|
|
| 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 |
1.2077 |
1.1667 |
0.0410 |
3.5% |
0.0164 |
1.4% |
6% |
True |
True |
163,148 |
| 10 |
1.2077 |
1.1667 |
0.0410 |
3.5% |
0.0134 |
1.1% |
6% |
True |
True |
90,432 |
| 20 |
1.2077 |
1.1655 |
0.0422 |
3.6% |
0.0132 |
1.1% |
9% |
True |
False |
45,789 |
| 40 |
1.2077 |
1.1373 |
0.0704 |
6.0% |
0.0118 |
1.0% |
45% |
True |
False |
23,030 |
| 60 |
1.2077 |
1.1084 |
0.0993 |
8.5% |
0.0108 |
0.9% |
61% |
True |
False |
15,382 |
| 80 |
1.2077 |
1.0827 |
0.1250 |
10.7% |
0.0086 |
0.7% |
69% |
True |
False |
11,540 |
| 100 |
1.2077 |
1.0583 |
0.1494 |
12.8% |
0.0079 |
0.7% |
74% |
True |
False |
9,235 |
| 120 |
1.2077 |
1.0583 |
0.1494 |
12.8% |
0.0067 |
0.6% |
74% |
True |
False |
7,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3820 |
|
2.618 |
1.3150 |
|
1.618 |
1.2740 |
|
1.000 |
1.2487 |
|
0.618 |
1.2330 |
|
HIGH |
1.2077 |
|
0.618 |
1.1920 |
|
0.500 |
1.1872 |
|
0.382 |
1.1824 |
|
LOW |
1.1667 |
|
0.618 |
1.1414 |
|
1.000 |
1.1257 |
|
1.618 |
1.1004 |
|
2.618 |
1.0594 |
|
4.250 |
0.9925 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1872 |
1.1872 |
| PP |
1.1812 |
1.1812 |
| S1 |
1.1751 |
1.1751 |
|