CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 27-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1858 |
1.1869 |
0.0011 |
0.1% |
1.1673 |
| High |
1.1898 |
1.1899 |
0.0001 |
0.0% |
1.1898 |
| Low |
1.1719 |
1.1858 |
0.0139 |
1.2% |
1.1668 |
| Close |
1.1862 |
1.1881 |
0.0019 |
0.2% |
1.1862 |
| Range |
0.0179 |
0.0041 |
-0.0138 |
-77.1% |
0.0230 |
| ATR |
0.0119 |
0.0113 |
-0.0006 |
-4.7% |
0.0000 |
| Volume |
131,628 |
63,643 |
-67,985 |
-51.6% |
513,277 |
|
| Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2002 |
1.1983 |
1.1904 |
|
| R3 |
1.1961 |
1.1942 |
1.1892 |
|
| R2 |
1.1920 |
1.1920 |
1.1889 |
|
| R1 |
1.1901 |
1.1901 |
1.1885 |
1.1911 |
| PP |
1.1879 |
1.1879 |
1.1879 |
1.1884 |
| S1 |
1.1860 |
1.1860 |
1.1877 |
1.1870 |
| S2 |
1.1838 |
1.1838 |
1.1873 |
|
| S3 |
1.1797 |
1.1819 |
1.1870 |
|
| S4 |
1.1756 |
1.1778 |
1.1858 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2499 |
1.2411 |
1.1989 |
|
| R3 |
1.2269 |
1.2181 |
1.1925 |
|
| R2 |
1.2039 |
1.2039 |
1.1904 |
|
| R1 |
1.1951 |
1.1951 |
1.1883 |
1.1995 |
| PP |
1.1809 |
1.1809 |
1.1809 |
1.1832 |
| S1 |
1.1721 |
1.1721 |
1.1841 |
1.1765 |
| S2 |
1.1579 |
1.1579 |
1.1820 |
|
| S3 |
1.1349 |
1.1491 |
1.1799 |
|
| S4 |
1.1119 |
1.1261 |
1.1736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1899 |
1.1672 |
0.0227 |
1.9% |
0.0103 |
0.9% |
92% |
True |
False |
104,671 |
| 10 |
1.2077 |
1.1648 |
0.0429 |
3.6% |
0.0123 |
1.0% |
54% |
False |
False |
128,410 |
| 20 |
1.2077 |
1.1648 |
0.0429 |
3.6% |
0.0115 |
1.0% |
54% |
False |
False |
85,725 |
| 40 |
1.2077 |
1.1570 |
0.0507 |
4.3% |
0.0116 |
1.0% |
61% |
False |
False |
43,125 |
| 60 |
1.2077 |
1.1246 |
0.0831 |
7.0% |
0.0109 |
0.9% |
76% |
False |
False |
28,803 |
| 80 |
1.2077 |
1.0909 |
0.1168 |
9.8% |
0.0095 |
0.8% |
83% |
False |
False |
21,610 |
| 100 |
1.2077 |
1.0761 |
0.1316 |
11.1% |
0.0081 |
0.7% |
85% |
False |
False |
17,290 |
| 120 |
1.2077 |
1.0583 |
0.1494 |
12.6% |
0.0072 |
0.6% |
87% |
False |
False |
14,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2073 |
|
2.618 |
1.2006 |
|
1.618 |
1.1965 |
|
1.000 |
1.1940 |
|
0.618 |
1.1924 |
|
HIGH |
1.1899 |
|
0.618 |
1.1883 |
|
0.500 |
1.1879 |
|
0.382 |
1.1874 |
|
LOW |
1.1858 |
|
0.618 |
1.1833 |
|
1.000 |
1.1817 |
|
1.618 |
1.1792 |
|
2.618 |
1.1751 |
|
4.250 |
1.1684 |
|
|
| Fisher Pivots for day following 27-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1880 |
1.1857 |
| PP |
1.1879 |
1.1833 |
| S1 |
1.1879 |
1.1809 |
|