CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2023 |
1.2072 |
0.0049 |
0.4% |
1.1869 |
| High |
1.2108 |
1.2186 |
0.0078 |
0.6% |
1.2035 |
| Low |
1.2017 |
1.2049 |
0.0032 |
0.3% |
1.1858 |
| Close |
1.2065 |
1.2152 |
0.0087 |
0.7% |
1.2007 |
| Range |
0.0091 |
0.0137 |
0.0046 |
50.5% |
0.0177 |
| ATR |
0.0107 |
0.0109 |
0.0002 |
2.0% |
0.0000 |
| Volume |
95,553 |
114,580 |
19,027 |
19.9% |
466,207 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2540 |
1.2483 |
1.2227 |
|
| R3 |
1.2403 |
1.2346 |
1.2190 |
|
| R2 |
1.2266 |
1.2266 |
1.2177 |
|
| R1 |
1.2209 |
1.2209 |
1.2165 |
1.2238 |
| PP |
1.2129 |
1.2129 |
1.2129 |
1.2143 |
| S1 |
1.2072 |
1.2072 |
1.2139 |
1.2101 |
| S2 |
1.1992 |
1.1992 |
1.2127 |
|
| S3 |
1.1855 |
1.1935 |
1.2114 |
|
| S4 |
1.1718 |
1.1798 |
1.2077 |
|
|
| 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 |
1.2186 |
1.1913 |
0.0273 |
2.2% |
0.0108 |
0.9% |
88% |
True |
False |
107,211 |
| 10 |
1.2186 |
1.1719 |
0.0467 |
3.8% |
0.0103 |
0.9% |
93% |
True |
False |
103,868 |
| 20 |
1.2186 |
1.1648 |
0.0538 |
4.4% |
0.0113 |
0.9% |
94% |
True |
False |
118,781 |
| 40 |
1.2186 |
1.1592 |
0.0594 |
4.9% |
0.0113 |
0.9% |
94% |
True |
False |
64,158 |
| 60 |
1.2186 |
1.1373 |
0.0813 |
6.7% |
0.0110 |
0.9% |
96% |
True |
False |
42,849 |
| 80 |
1.2186 |
1.0968 |
0.1218 |
10.0% |
0.0103 |
0.9% |
97% |
True |
False |
32,152 |
| 100 |
1.2186 |
1.0827 |
0.1359 |
11.2% |
0.0087 |
0.7% |
97% |
True |
False |
25,723 |
| 120 |
1.2186 |
1.0583 |
0.1603 |
13.2% |
0.0079 |
0.6% |
98% |
True |
False |
21,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2768 |
|
2.618 |
1.2545 |
|
1.618 |
1.2408 |
|
1.000 |
1.2323 |
|
0.618 |
1.2271 |
|
HIGH |
1.2186 |
|
0.618 |
1.2134 |
|
0.500 |
1.2118 |
|
0.382 |
1.2101 |
|
LOW |
1.2049 |
|
0.618 |
1.1964 |
|
1.000 |
1.1912 |
|
1.618 |
1.1827 |
|
2.618 |
1.1690 |
|
4.250 |
1.1467 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2141 |
1.2118 |
| PP |
1.2129 |
1.2084 |
| S1 |
1.2118 |
1.2050 |
|