CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 04-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1987 |
1.2016 |
0.0029 |
0.2% |
1.1869 |
| High |
1.2035 |
1.2030 |
-0.0005 |
0.0% |
1.2035 |
| Low |
1.1973 |
1.1931 |
-0.0042 |
-0.4% |
1.1858 |
| Close |
1.2007 |
1.2003 |
-0.0004 |
0.0% |
1.2007 |
| Range |
0.0062 |
0.0099 |
0.0037 |
59.7% |
0.0177 |
| ATR |
0.0106 |
0.0105 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
95,205 |
82,089 |
-13,116 |
-13.8% |
466,207 |
|
| Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2285 |
1.2243 |
1.2057 |
|
| R3 |
1.2186 |
1.2144 |
1.2030 |
|
| R2 |
1.2087 |
1.2087 |
1.2021 |
|
| R1 |
1.2045 |
1.2045 |
1.2012 |
1.2017 |
| PP |
1.1988 |
1.1988 |
1.1988 |
1.1974 |
| S1 |
1.1946 |
1.1946 |
1.1994 |
1.1918 |
| S2 |
1.1889 |
1.1889 |
1.1985 |
|
| S3 |
1.1790 |
1.1847 |
1.1976 |
|
| S4 |
1.1691 |
1.1748 |
1.1949 |
|
|
| 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 |
1.1865 |
0.0170 |
1.4% |
0.0087 |
0.7% |
81% |
False |
False |
96,930 |
| 10 |
1.2035 |
1.1672 |
0.0363 |
3.0% |
0.0095 |
0.8% |
91% |
False |
False |
100,800 |
| 20 |
1.2077 |
1.1648 |
0.0429 |
3.6% |
0.0110 |
0.9% |
83% |
False |
False |
108,521 |
| 40 |
1.2077 |
1.1592 |
0.0485 |
4.0% |
0.0112 |
0.9% |
85% |
False |
False |
55,211 |
| 60 |
1.2077 |
1.1267 |
0.0810 |
6.7% |
0.0109 |
0.9% |
91% |
False |
False |
36,875 |
| 80 |
1.2077 |
1.0909 |
0.1168 |
9.7% |
0.0100 |
0.8% |
94% |
False |
False |
27,667 |
| 100 |
1.2077 |
1.0827 |
0.1250 |
10.4% |
0.0083 |
0.7% |
94% |
False |
False |
22,136 |
| 120 |
1.2077 |
1.0583 |
0.1494 |
12.4% |
0.0076 |
0.6% |
95% |
False |
False |
18,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2451 |
|
2.618 |
1.2289 |
|
1.618 |
1.2190 |
|
1.000 |
1.2129 |
|
0.618 |
1.2091 |
|
HIGH |
1.2030 |
|
0.618 |
1.1992 |
|
0.500 |
1.1981 |
|
0.382 |
1.1969 |
|
LOW |
1.1931 |
|
0.618 |
1.1870 |
|
1.000 |
1.1832 |
|
1.618 |
1.1771 |
|
2.618 |
1.1672 |
|
4.250 |
1.1510 |
|
|
| Fisher Pivots for day following 04-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1996 |
1.1996 |
| PP |
1.1988 |
1.1990 |
| S1 |
1.1981 |
1.1983 |
|