CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1994 |
1.2023 |
0.0029 |
0.2% |
1.1869 |
| High |
1.2065 |
1.2108 |
0.0043 |
0.4% |
1.2035 |
| Low |
1.1913 |
1.2017 |
0.0104 |
0.9% |
1.1858 |
| Close |
1.2028 |
1.2065 |
0.0037 |
0.3% |
1.2007 |
| Range |
0.0152 |
0.0091 |
-0.0061 |
-40.1% |
0.0177 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
148,629 |
95,553 |
-53,076 |
-35.7% |
466,207 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2336 |
1.2292 |
1.2115 |
|
| R3 |
1.2245 |
1.2201 |
1.2090 |
|
| R2 |
1.2154 |
1.2154 |
1.2082 |
|
| R1 |
1.2110 |
1.2110 |
1.2073 |
1.2132 |
| PP |
1.2063 |
1.2063 |
1.2063 |
1.2075 |
| S1 |
1.2019 |
1.2019 |
1.2057 |
1.2041 |
| S2 |
1.1972 |
1.1972 |
1.2048 |
|
| S3 |
1.1881 |
1.1928 |
1.2040 |
|
| S4 |
1.1790 |
1.1837 |
1.2015 |
|
|
| 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 |
1.2108 |
1.1913 |
0.0195 |
1.6% |
0.0099 |
0.8% |
78% |
True |
False |
109,748 |
| 10 |
1.2108 |
1.1719 |
0.0389 |
3.2% |
0.0096 |
0.8% |
89% |
True |
False |
100,517 |
| 20 |
1.2108 |
1.1648 |
0.0460 |
3.8% |
0.0110 |
0.9% |
91% |
True |
False |
117,511 |
| 40 |
1.2108 |
1.1592 |
0.0516 |
4.3% |
0.0113 |
0.9% |
92% |
True |
False |
61,307 |
| 60 |
1.2108 |
1.1344 |
0.0764 |
6.3% |
0.0110 |
0.9% |
94% |
True |
False |
40,942 |
| 80 |
1.2108 |
1.0936 |
0.1172 |
9.7% |
0.0103 |
0.9% |
96% |
True |
False |
30,719 |
| 100 |
1.2108 |
1.0827 |
0.1281 |
10.6% |
0.0085 |
0.7% |
97% |
True |
False |
24,577 |
| 120 |
1.2108 |
1.0583 |
0.1525 |
12.6% |
0.0078 |
0.6% |
97% |
True |
False |
20,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2495 |
|
2.618 |
1.2346 |
|
1.618 |
1.2255 |
|
1.000 |
1.2199 |
|
0.618 |
1.2164 |
|
HIGH |
1.2108 |
|
0.618 |
1.2073 |
|
0.500 |
1.2063 |
|
0.382 |
1.2052 |
|
LOW |
1.2017 |
|
0.618 |
1.1961 |
|
1.000 |
1.1926 |
|
1.618 |
1.1870 |
|
2.618 |
1.1779 |
|
4.250 |
1.1630 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2064 |
1.2047 |
| PP |
1.2063 |
1.2029 |
| S1 |
1.2063 |
1.2011 |
|