CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2188 |
1.2225 |
0.0037 |
0.3% |
1.2016 |
| High |
1.2252 |
1.2244 |
-0.0008 |
-0.1% |
1.2244 |
| Low |
1.2148 |
1.2200 |
0.0052 |
0.4% |
1.1913 |
| Close |
1.2225 |
1.2239 |
0.0014 |
0.1% |
1.2194 |
| Range |
0.0104 |
0.0044 |
-0.0060 |
-57.7% |
0.0331 |
| ATR |
0.0110 |
0.0105 |
-0.0005 |
-4.3% |
0.0000 |
| Volume |
97,930 |
92,059 |
-5,871 |
-6.0% |
559,410 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2360 |
1.2343 |
1.2263 |
|
| R3 |
1.2316 |
1.2299 |
1.2251 |
|
| R2 |
1.2272 |
1.2272 |
1.2247 |
|
| R1 |
1.2255 |
1.2255 |
1.2243 |
1.2264 |
| PP |
1.2228 |
1.2228 |
1.2228 |
1.2232 |
| S1 |
1.2211 |
1.2211 |
1.2235 |
1.2220 |
| S2 |
1.2184 |
1.2184 |
1.2231 |
|
| S3 |
1.2140 |
1.2167 |
1.2227 |
|
| S4 |
1.2096 |
1.2123 |
1.2215 |
|
|
| 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 |
1.2049 |
0.0238 |
1.9% |
0.0105 |
0.9% |
80% |
False |
False |
93,123 |
| 10 |
1.2287 |
1.1913 |
0.0374 |
3.1% |
0.0102 |
0.8% |
87% |
False |
False |
101,435 |
| 20 |
1.2287 |
1.1648 |
0.0639 |
5.2% |
0.0095 |
0.8% |
92% |
False |
False |
100,004 |
| 40 |
1.2287 |
1.1648 |
0.0639 |
5.2% |
0.0114 |
0.9% |
92% |
False |
False |
72,897 |
| 60 |
1.2287 |
1.1373 |
0.0914 |
7.5% |
0.0110 |
0.9% |
95% |
False |
False |
48,688 |
| 80 |
1.2287 |
1.1084 |
0.1203 |
9.8% |
0.0105 |
0.9% |
96% |
False |
False |
36,537 |
| 100 |
1.2287 |
1.0827 |
0.1460 |
11.9% |
0.0088 |
0.7% |
97% |
False |
False |
29,233 |
| 120 |
1.2287 |
1.0583 |
0.1704 |
13.9% |
0.0082 |
0.7% |
97% |
False |
False |
24,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2431 |
|
2.618 |
1.2359 |
|
1.618 |
1.2315 |
|
1.000 |
1.2288 |
|
0.618 |
1.2271 |
|
HIGH |
1.2244 |
|
0.618 |
1.2227 |
|
0.500 |
1.2222 |
|
0.382 |
1.2217 |
|
LOW |
1.2200 |
|
0.618 |
1.2173 |
|
1.000 |
1.2156 |
|
1.618 |
1.2129 |
|
2.618 |
1.2085 |
|
4.250 |
1.2013 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2233 |
1.2232 |
| PP |
1.2228 |
1.2225 |
| S1 |
1.2222 |
1.2218 |
|