CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1869 |
1.1877 |
0.0008 |
0.1% |
1.1673 |
| High |
1.1899 |
1.1960 |
0.0061 |
0.5% |
1.1898 |
| Low |
1.1858 |
1.1865 |
0.0007 |
0.1% |
1.1668 |
| Close |
1.1881 |
1.1925 |
0.0044 |
0.4% |
1.1862 |
| Range |
0.0041 |
0.0095 |
0.0054 |
131.7% |
0.0230 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
63,643 |
101,548 |
37,905 |
59.6% |
513,277 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2202 |
1.2158 |
1.1977 |
|
| R3 |
1.2107 |
1.2063 |
1.1951 |
|
| R2 |
1.2012 |
1.2012 |
1.1942 |
|
| R1 |
1.1968 |
1.1968 |
1.1934 |
1.1990 |
| PP |
1.1917 |
1.1917 |
1.1917 |
1.1928 |
| S1 |
1.1873 |
1.1873 |
1.1916 |
1.1895 |
| S2 |
1.1822 |
1.1822 |
1.1908 |
|
| S3 |
1.1727 |
1.1778 |
1.1899 |
|
| S4 |
1.1632 |
1.1683 |
1.1873 |
|
|
| 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 |
1.1960 |
1.1719 |
0.0241 |
2.0% |
0.0101 |
0.8% |
85% |
True |
False |
100,227 |
| 10 |
1.2077 |
1.1648 |
0.0429 |
3.6% |
0.0120 |
1.0% |
65% |
False |
False |
123,543 |
| 20 |
1.2077 |
1.1648 |
0.0429 |
3.6% |
0.0114 |
1.0% |
65% |
False |
False |
90,703 |
| 40 |
1.2077 |
1.1584 |
0.0493 |
4.1% |
0.0115 |
1.0% |
69% |
False |
False |
45,662 |
| 60 |
1.2077 |
1.1246 |
0.0831 |
7.0% |
0.0109 |
0.9% |
82% |
False |
False |
30,493 |
| 80 |
1.2077 |
1.0909 |
0.1168 |
9.8% |
0.0096 |
0.8% |
87% |
False |
False |
22,879 |
| 100 |
1.2077 |
1.0761 |
0.1316 |
11.0% |
0.0080 |
0.7% |
88% |
False |
False |
18,305 |
| 120 |
1.2077 |
1.0583 |
0.1494 |
12.5% |
0.0073 |
0.6% |
90% |
False |
False |
15,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2364 |
|
2.618 |
1.2209 |
|
1.618 |
1.2114 |
|
1.000 |
1.2055 |
|
0.618 |
1.2019 |
|
HIGH |
1.1960 |
|
0.618 |
1.1924 |
|
0.500 |
1.1913 |
|
0.382 |
1.1901 |
|
LOW |
1.1865 |
|
0.618 |
1.1806 |
|
1.000 |
1.1770 |
|
1.618 |
1.1711 |
|
2.618 |
1.1616 |
|
4.250 |
1.1461 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1921 |
1.1897 |
| PP |
1.1917 |
1.1868 |
| S1 |
1.1913 |
1.1840 |
|