CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2016 |
1.1994 |
-0.0022 |
-0.2% |
1.1869 |
| High |
1.2030 |
1.2065 |
0.0035 |
0.3% |
1.2035 |
| Low |
1.1931 |
1.1913 |
-0.0018 |
-0.2% |
1.1858 |
| Close |
1.2003 |
1.2028 |
0.0025 |
0.2% |
1.2007 |
| Range |
0.0099 |
0.0152 |
0.0053 |
53.5% |
0.0177 |
| ATR |
0.0105 |
0.0108 |
0.0003 |
3.2% |
0.0000 |
| Volume |
82,089 |
148,629 |
66,540 |
81.1% |
466,207 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2458 |
1.2395 |
1.2112 |
|
| R3 |
1.2306 |
1.2243 |
1.2070 |
|
| R2 |
1.2154 |
1.2154 |
1.2056 |
|
| R1 |
1.2091 |
1.2091 |
1.2042 |
1.2123 |
| PP |
1.2002 |
1.2002 |
1.2002 |
1.2018 |
| S1 |
1.1939 |
1.1939 |
1.2014 |
1.1971 |
| S2 |
1.1850 |
1.1850 |
1.2000 |
|
| S3 |
1.1698 |
1.1787 |
1.1986 |
|
| S4 |
1.1546 |
1.1635 |
1.1944 |
|
|
| 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 |
1.2065 |
1.1901 |
0.0164 |
1.4% |
0.0098 |
0.8% |
77% |
True |
False |
106,346 |
| 10 |
1.2065 |
1.1719 |
0.0346 |
2.9% |
0.0100 |
0.8% |
89% |
True |
False |
103,287 |
| 20 |
1.2077 |
1.1648 |
0.0429 |
3.6% |
0.0110 |
0.9% |
89% |
False |
False |
115,210 |
| 40 |
1.2077 |
1.1592 |
0.0485 |
4.0% |
0.0112 |
0.9% |
90% |
False |
False |
58,923 |
| 60 |
1.2077 |
1.1267 |
0.0810 |
6.7% |
0.0110 |
0.9% |
94% |
False |
False |
39,351 |
| 80 |
1.2077 |
1.0936 |
0.1141 |
9.5% |
0.0102 |
0.8% |
96% |
False |
False |
29,525 |
| 100 |
1.2077 |
1.0827 |
0.1250 |
10.4% |
0.0084 |
0.7% |
96% |
False |
False |
23,622 |
| 120 |
1.2077 |
1.0583 |
0.1494 |
12.4% |
0.0077 |
0.6% |
97% |
False |
False |
19,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2711 |
|
2.618 |
1.2463 |
|
1.618 |
1.2311 |
|
1.000 |
1.2217 |
|
0.618 |
1.2159 |
|
HIGH |
1.2065 |
|
0.618 |
1.2007 |
|
0.500 |
1.1989 |
|
0.382 |
1.1971 |
|
LOW |
1.1913 |
|
0.618 |
1.1819 |
|
1.000 |
1.1761 |
|
1.618 |
1.1667 |
|
2.618 |
1.1515 |
|
4.250 |
1.1267 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2015 |
1.2015 |
| PP |
1.2002 |
1.2002 |
| S1 |
1.1989 |
1.1989 |
|