CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 29-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1877 |
1.1938 |
0.0061 |
0.5% |
1.1673 |
| High |
1.1960 |
1.1986 |
0.0026 |
0.2% |
1.1898 |
| Low |
1.1865 |
1.1901 |
0.0036 |
0.3% |
1.1668 |
| Close |
1.1925 |
1.1969 |
0.0044 |
0.4% |
1.1862 |
| Range |
0.0095 |
0.0085 |
-0.0010 |
-10.5% |
0.0230 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
101,548 |
78,546 |
-23,002 |
-22.7% |
513,277 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2207 |
1.2173 |
1.2016 |
|
| R3 |
1.2122 |
1.2088 |
1.1992 |
|
| R2 |
1.2037 |
1.2037 |
1.1985 |
|
| R1 |
1.2003 |
1.2003 |
1.1977 |
1.2020 |
| PP |
1.1952 |
1.1952 |
1.1952 |
1.1961 |
| S1 |
1.1918 |
1.1918 |
1.1961 |
1.1935 |
| S2 |
1.1867 |
1.1867 |
1.1953 |
|
| S3 |
1.1782 |
1.1833 |
1.1946 |
|
| S4 |
1.1697 |
1.1748 |
1.1922 |
|
|
| 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 |
1.1986 |
1.1719 |
0.0267 |
2.2% |
0.0092 |
0.8% |
94% |
True |
False |
91,286 |
| 10 |
1.1986 |
1.1648 |
0.0338 |
2.8% |
0.0088 |
0.7% |
95% |
True |
False |
98,574 |
| 20 |
1.2077 |
1.1648 |
0.0429 |
3.6% |
0.0111 |
0.9% |
75% |
False |
False |
94,503 |
| 40 |
1.2077 |
1.1584 |
0.0493 |
4.1% |
0.0114 |
1.0% |
78% |
False |
False |
47,624 |
| 60 |
1.2077 |
1.1246 |
0.0831 |
6.9% |
0.0109 |
0.9% |
87% |
False |
False |
31,802 |
| 80 |
1.2077 |
1.0909 |
0.1168 |
9.8% |
0.0097 |
0.8% |
91% |
False |
False |
23,861 |
| 100 |
1.2077 |
1.0761 |
0.1316 |
11.0% |
0.0081 |
0.7% |
92% |
False |
False |
19,090 |
| 120 |
1.2077 |
1.0583 |
0.1494 |
12.5% |
0.0074 |
0.6% |
93% |
False |
False |
15,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2347 |
|
2.618 |
1.2209 |
|
1.618 |
1.2124 |
|
1.000 |
1.2071 |
|
0.618 |
1.2039 |
|
HIGH |
1.1986 |
|
0.618 |
1.1954 |
|
0.500 |
1.1944 |
|
0.382 |
1.1933 |
|
LOW |
1.1901 |
|
0.618 |
1.1848 |
|
1.000 |
1.1816 |
|
1.618 |
1.1763 |
|
2.618 |
1.1678 |
|
4.250 |
1.1540 |
|
|
| Fisher Pivots for day following 29-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1961 |
1.1953 |
| PP |
1.1952 |
1.1938 |
| S1 |
1.1944 |
1.1922 |
|