CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1938 |
1.1955 |
0.0017 |
0.1% |
1.1673 |
| High |
1.1986 |
1.2033 |
0.0047 |
0.4% |
1.1898 |
| Low |
1.1901 |
1.1940 |
0.0039 |
0.3% |
1.1668 |
| Close |
1.1969 |
1.2001 |
0.0032 |
0.3% |
1.1862 |
| Range |
0.0085 |
0.0093 |
0.0008 |
9.4% |
0.0230 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
78,546 |
127,265 |
48,719 |
62.0% |
513,277 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2270 |
1.2229 |
1.2052 |
|
| R3 |
1.2177 |
1.2136 |
1.2027 |
|
| R2 |
1.2084 |
1.2084 |
1.2018 |
|
| R1 |
1.2043 |
1.2043 |
1.2010 |
1.2064 |
| PP |
1.1991 |
1.1991 |
1.1991 |
1.2002 |
| S1 |
1.1950 |
1.1950 |
1.1992 |
1.1971 |
| S2 |
1.1898 |
1.1898 |
1.1984 |
|
| S3 |
1.1805 |
1.1857 |
1.1975 |
|
| S4 |
1.1712 |
1.1764 |
1.1950 |
|
|
| 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 |
1.2033 |
1.1719 |
0.0314 |
2.6% |
0.0099 |
0.8% |
90% |
True |
False |
100,526 |
| 10 |
1.2033 |
1.1649 |
0.0384 |
3.2% |
0.0087 |
0.7% |
92% |
True |
False |
97,892 |
| 20 |
1.2077 |
1.1648 |
0.0429 |
3.6% |
0.0112 |
0.9% |
82% |
False |
False |
100,719 |
| 40 |
1.2077 |
1.1592 |
0.0485 |
4.0% |
0.0114 |
0.9% |
84% |
False |
False |
50,797 |
| 60 |
1.2077 |
1.1246 |
0.0831 |
6.9% |
0.0109 |
0.9% |
91% |
False |
False |
33,922 |
| 80 |
1.2077 |
1.0909 |
0.1168 |
9.7% |
0.0098 |
0.8% |
93% |
False |
False |
25,451 |
| 100 |
1.2077 |
1.0761 |
0.1316 |
11.0% |
0.0081 |
0.7% |
94% |
False |
False |
20,363 |
| 120 |
1.2077 |
1.0583 |
0.1494 |
12.4% |
0.0075 |
0.6% |
95% |
False |
False |
16,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2428 |
|
2.618 |
1.2276 |
|
1.618 |
1.2183 |
|
1.000 |
1.2126 |
|
0.618 |
1.2090 |
|
HIGH |
1.2033 |
|
0.618 |
1.1997 |
|
0.500 |
1.1987 |
|
0.382 |
1.1976 |
|
LOW |
1.1940 |
|
0.618 |
1.1883 |
|
1.000 |
1.1847 |
|
1.618 |
1.1790 |
|
2.618 |
1.1697 |
|
4.250 |
1.1545 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1996 |
1.1984 |
| PP |
1.1991 |
1.1966 |
| S1 |
1.1987 |
1.1949 |
|