CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 20-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1665 |
1.1673 |
0.0008 |
0.1% |
1.1887 |
| High |
1.1695 |
1.1708 |
0.0013 |
0.1% |
1.2077 |
| Low |
1.1649 |
1.1668 |
0.0019 |
0.2% |
1.1648 |
| Close |
1.1669 |
1.1673 |
0.0004 |
0.0% |
1.1669 |
| Range |
0.0046 |
0.0040 |
-0.0006 |
-13.0% |
0.0429 |
| ATR |
0.0125 |
0.0119 |
-0.0006 |
-4.9% |
0.0000 |
| Volume |
94,647 |
53,565 |
-41,082 |
-43.4% |
821,603 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1803 |
1.1778 |
1.1695 |
|
| R3 |
1.1763 |
1.1738 |
1.1684 |
|
| R2 |
1.1723 |
1.1723 |
1.1680 |
|
| R1 |
1.1698 |
1.1698 |
1.1677 |
1.1693 |
| PP |
1.1683 |
1.1683 |
1.1683 |
1.1681 |
| S1 |
1.1658 |
1.1658 |
1.1669 |
1.1653 |
| S2 |
1.1643 |
1.1643 |
1.1666 |
|
| S3 |
1.1603 |
1.1618 |
1.1662 |
|
| S4 |
1.1563 |
1.1578 |
1.1651 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3085 |
1.2806 |
1.1905 |
|
| R3 |
1.2656 |
1.2377 |
1.1787 |
|
| R2 |
1.2227 |
1.2227 |
1.1748 |
|
| R1 |
1.1948 |
1.1948 |
1.1708 |
1.1873 |
| PP |
1.1798 |
1.1798 |
1.1798 |
1.1761 |
| S1 |
1.1519 |
1.1519 |
1.1630 |
1.1444 |
| S2 |
1.1369 |
1.1369 |
1.1590 |
|
| S3 |
1.0940 |
1.1090 |
1.1551 |
|
| S4 |
1.0511 |
1.0661 |
1.1433 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2077 |
1.1648 |
0.0429 |
3.7% |
0.0142 |
1.2% |
6% |
False |
False |
152,149 |
| 10 |
1.2077 |
1.1648 |
0.0429 |
3.7% |
0.0124 |
1.1% |
6% |
False |
False |
116,242 |
| 20 |
1.2077 |
1.1648 |
0.0429 |
3.7% |
0.0127 |
1.1% |
6% |
False |
False |
59,854 |
| 40 |
1.2077 |
1.1373 |
0.0704 |
6.0% |
0.0115 |
1.0% |
43% |
False |
False |
30,079 |
| 60 |
1.2077 |
1.1219 |
0.0858 |
7.4% |
0.0107 |
0.9% |
53% |
False |
False |
20,084 |
| 80 |
1.2077 |
1.0827 |
0.1250 |
10.7% |
0.0089 |
0.8% |
68% |
False |
False |
15,068 |
| 100 |
1.2077 |
1.0583 |
0.1494 |
12.8% |
0.0081 |
0.7% |
73% |
False |
False |
12,057 |
| 120 |
1.2077 |
1.0583 |
0.1494 |
12.8% |
0.0069 |
0.6% |
73% |
False |
False |
10,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1878 |
|
2.618 |
1.1813 |
|
1.618 |
1.1773 |
|
1.000 |
1.1748 |
|
0.618 |
1.1733 |
|
HIGH |
1.1708 |
|
0.618 |
1.1693 |
|
0.500 |
1.1688 |
|
0.382 |
1.1683 |
|
LOW |
1.1668 |
|
0.618 |
1.1643 |
|
1.000 |
1.1628 |
|
1.618 |
1.1603 |
|
2.618 |
1.1563 |
|
4.250 |
1.1498 |
|
|
| Fisher Pivots for day following 20-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1688 |
1.1697 |
| PP |
1.1683 |
1.1689 |
| S1 |
1.1678 |
1.1681 |
|