CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1955 |
1.1987 |
0.0032 |
0.3% |
1.1869 |
| High |
1.2033 |
1.2035 |
0.0002 |
0.0% |
1.2035 |
| Low |
1.1940 |
1.1973 |
0.0033 |
0.3% |
1.1858 |
| Close |
1.2001 |
1.2007 |
0.0006 |
0.0% |
1.2007 |
| Range |
0.0093 |
0.0062 |
-0.0031 |
-33.3% |
0.0177 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
127,265 |
95,205 |
-32,060 |
-25.2% |
466,207 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2191 |
1.2161 |
1.2041 |
|
| R3 |
1.2129 |
1.2099 |
1.2024 |
|
| R2 |
1.2067 |
1.2067 |
1.2018 |
|
| R1 |
1.2037 |
1.2037 |
1.2013 |
1.2052 |
| PP |
1.2005 |
1.2005 |
1.2005 |
1.2013 |
| S1 |
1.1975 |
1.1975 |
1.2001 |
1.1990 |
| S2 |
1.1943 |
1.1943 |
1.1996 |
|
| S3 |
1.1881 |
1.1913 |
1.1990 |
|
| S4 |
1.1819 |
1.1851 |
1.1973 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2498 |
1.2429 |
1.2104 |
|
| R3 |
1.2321 |
1.2252 |
1.2056 |
|
| R2 |
1.2144 |
1.2144 |
1.2039 |
|
| R1 |
1.2075 |
1.2075 |
1.2023 |
1.2110 |
| PP |
1.1967 |
1.1967 |
1.1967 |
1.1984 |
| S1 |
1.1898 |
1.1898 |
1.1991 |
1.1933 |
| S2 |
1.1790 |
1.1790 |
1.1975 |
|
| S3 |
1.1613 |
1.1721 |
1.1958 |
|
| S4 |
1.1436 |
1.1544 |
1.1910 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2035 |
1.1858 |
0.0177 |
1.5% |
0.0075 |
0.6% |
84% |
True |
False |
93,241 |
| 10 |
1.2035 |
1.1668 |
0.0367 |
3.1% |
0.0089 |
0.7% |
92% |
True |
False |
97,948 |
| 20 |
1.2077 |
1.1648 |
0.0429 |
3.6% |
0.0108 |
0.9% |
84% |
False |
False |
105,159 |
| 40 |
1.2077 |
1.1592 |
0.0485 |
4.0% |
0.0112 |
0.9% |
86% |
False |
False |
53,170 |
| 60 |
1.2077 |
1.1246 |
0.0831 |
6.9% |
0.0109 |
0.9% |
92% |
False |
False |
35,508 |
| 80 |
1.2077 |
1.0909 |
0.1168 |
9.7% |
0.0099 |
0.8% |
94% |
False |
False |
26,641 |
| 100 |
1.2077 |
1.0803 |
0.1274 |
10.6% |
0.0082 |
0.7% |
95% |
False |
False |
21,315 |
| 120 |
1.2077 |
1.0583 |
0.1494 |
12.4% |
0.0075 |
0.6% |
95% |
False |
False |
17,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2299 |
|
2.618 |
1.2197 |
|
1.618 |
1.2135 |
|
1.000 |
1.2097 |
|
0.618 |
1.2073 |
|
HIGH |
1.2035 |
|
0.618 |
1.2011 |
|
0.500 |
1.2004 |
|
0.382 |
1.1997 |
|
LOW |
1.1973 |
|
0.618 |
1.1935 |
|
1.000 |
1.1911 |
|
1.618 |
1.1873 |
|
2.618 |
1.1811 |
|
4.250 |
1.1710 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2006 |
1.1994 |
| PP |
1.2005 |
1.1981 |
| S1 |
1.2004 |
1.1968 |
|