CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2225 |
1.2232 |
0.0007 |
0.1% |
1.2016 |
| High |
1.2244 |
1.2368 |
0.0124 |
1.0% |
1.2244 |
| Low |
1.2200 |
1.2224 |
0.0024 |
0.2% |
1.1913 |
| Close |
1.2239 |
1.2287 |
0.0048 |
0.4% |
1.2194 |
| Range |
0.0044 |
0.0144 |
0.0100 |
227.3% |
0.0331 |
| ATR |
0.0105 |
0.0108 |
0.0003 |
2.6% |
0.0000 |
| Volume |
92,059 |
132,669 |
40,610 |
44.1% |
559,410 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2725 |
1.2650 |
1.2366 |
|
| R3 |
1.2581 |
1.2506 |
1.2327 |
|
| R2 |
1.2437 |
1.2437 |
1.2313 |
|
| R1 |
1.2362 |
1.2362 |
1.2300 |
1.2400 |
| PP |
1.2293 |
1.2293 |
1.2293 |
1.2312 |
| S1 |
1.2218 |
1.2218 |
1.2274 |
1.2256 |
| S2 |
1.2149 |
1.2149 |
1.2261 |
|
| S3 |
1.2005 |
1.2074 |
1.2247 |
|
| S4 |
1.1861 |
1.1930 |
1.2208 |
|
|
| 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 |
1.2368 |
1.2118 |
0.0250 |
2.0% |
0.0106 |
0.9% |
68% |
True |
False |
96,741 |
| 10 |
1.2368 |
1.1913 |
0.0455 |
3.7% |
0.0107 |
0.9% |
82% |
True |
False |
101,976 |
| 20 |
1.2368 |
1.1649 |
0.0719 |
5.9% |
0.0097 |
0.8% |
89% |
True |
False |
99,934 |
| 40 |
1.2368 |
1.1648 |
0.0720 |
5.9% |
0.0114 |
0.9% |
89% |
True |
False |
76,208 |
| 60 |
1.2368 |
1.1373 |
0.0995 |
8.1% |
0.0111 |
0.9% |
92% |
True |
False |
50,897 |
| 80 |
1.2368 |
1.1159 |
0.1209 |
9.8% |
0.0105 |
0.9% |
93% |
True |
False |
38,195 |
| 100 |
1.2368 |
1.0827 |
0.1541 |
12.5% |
0.0089 |
0.7% |
95% |
True |
False |
30,559 |
| 120 |
1.2368 |
1.0583 |
0.1785 |
14.5% |
0.0083 |
0.7% |
95% |
True |
False |
25,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2980 |
|
2.618 |
1.2745 |
|
1.618 |
1.2601 |
|
1.000 |
1.2512 |
|
0.618 |
1.2457 |
|
HIGH |
1.2368 |
|
0.618 |
1.2313 |
|
0.500 |
1.2296 |
|
0.382 |
1.2279 |
|
LOW |
1.2224 |
|
0.618 |
1.2135 |
|
1.000 |
1.2080 |
|
1.618 |
1.1991 |
|
2.618 |
1.1847 |
|
4.250 |
1.1612 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2296 |
1.2277 |
| PP |
1.2293 |
1.2268 |
| S1 |
1.2290 |
1.2258 |
|