CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 11-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2151 |
1.2268 |
0.0117 |
1.0% |
1.2016 |
| High |
1.2244 |
1.2287 |
0.0043 |
0.4% |
1.2244 |
| Low |
1.2118 |
1.2175 |
0.0057 |
0.5% |
1.1913 |
| Close |
1.2194 |
1.2197 |
0.0003 |
0.0% |
1.2194 |
| Range |
0.0126 |
0.0112 |
-0.0014 |
-11.1% |
0.0331 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
0.1% |
0.0000 |
| Volume |
118,559 |
42,488 |
-76,071 |
-64.2% |
559,410 |
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2556 |
1.2488 |
1.2259 |
|
| R3 |
1.2444 |
1.2376 |
1.2228 |
|
| R2 |
1.2332 |
1.2332 |
1.2218 |
|
| R1 |
1.2264 |
1.2264 |
1.2207 |
1.2242 |
| PP |
1.2220 |
1.2220 |
1.2220 |
1.2209 |
| S1 |
1.2152 |
1.2152 |
1.2187 |
1.2130 |
| S2 |
1.2108 |
1.2108 |
1.2176 |
|
| S3 |
1.1996 |
1.2040 |
1.2166 |
|
| S4 |
1.1884 |
1.1928 |
1.2135 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3110 |
1.2983 |
1.2376 |
|
| R3 |
1.2779 |
1.2652 |
1.2285 |
|
| R2 |
1.2448 |
1.2448 |
1.2255 |
|
| R1 |
1.2321 |
1.2321 |
1.2224 |
1.2385 |
| PP |
1.2117 |
1.2117 |
1.2117 |
1.2149 |
| S1 |
1.1990 |
1.1990 |
1.2164 |
1.2054 |
| S2 |
1.1786 |
1.1786 |
1.2133 |
|
| S3 |
1.1455 |
1.1659 |
1.2103 |
|
| S4 |
1.1124 |
1.1328 |
1.2012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2287 |
1.1913 |
0.0374 |
3.1% |
0.0124 |
1.0% |
76% |
True |
False |
103,961 |
| 10 |
1.2287 |
1.1865 |
0.0422 |
3.5% |
0.0105 |
0.9% |
79% |
True |
False |
100,446 |
| 20 |
1.2287 |
1.1648 |
0.0639 |
5.2% |
0.0114 |
0.9% |
86% |
True |
False |
114,428 |
| 40 |
1.2287 |
1.1648 |
0.0639 |
5.2% |
0.0113 |
0.9% |
86% |
True |
False |
68,162 |
| 60 |
1.2287 |
1.1373 |
0.0914 |
7.5% |
0.0111 |
0.9% |
90% |
True |
False |
45,526 |
| 80 |
1.2287 |
1.0968 |
0.1319 |
10.8% |
0.0105 |
0.9% |
93% |
True |
False |
34,164 |
| 100 |
1.2287 |
1.0827 |
0.1460 |
12.0% |
0.0087 |
0.7% |
94% |
True |
False |
27,333 |
| 120 |
1.2287 |
1.0583 |
0.1704 |
14.0% |
0.0081 |
0.7% |
95% |
True |
False |
22,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2763 |
|
2.618 |
1.2580 |
|
1.618 |
1.2468 |
|
1.000 |
1.2399 |
|
0.618 |
1.2356 |
|
HIGH |
1.2287 |
|
0.618 |
1.2244 |
|
0.500 |
1.2231 |
|
0.382 |
1.2218 |
|
LOW |
1.2175 |
|
0.618 |
1.2106 |
|
1.000 |
1.2063 |
|
1.618 |
1.1994 |
|
2.618 |
1.1882 |
|
4.250 |
1.1699 |
|
|
| Fisher Pivots for day following 11-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2231 |
1.2187 |
| PP |
1.2220 |
1.2178 |
| S1 |
1.2208 |
1.2168 |
|