CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2232 |
1.2283 |
0.0051 |
0.4% |
1.2268 |
| High |
1.2368 |
1.2372 |
0.0004 |
0.0% |
1.2372 |
| Low |
1.2224 |
1.2258 |
0.0034 |
0.3% |
1.2148 |
| Close |
1.2287 |
1.2284 |
-0.0003 |
0.0% |
1.2284 |
| Range |
0.0144 |
0.0114 |
-0.0030 |
-20.8% |
0.0224 |
| ATR |
0.0108 |
0.0109 |
0.0000 |
0.4% |
0.0000 |
| Volume |
132,669 |
110,770 |
-21,899 |
-16.5% |
475,916 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2647 |
1.2579 |
1.2347 |
|
| R3 |
1.2533 |
1.2465 |
1.2315 |
|
| R2 |
1.2419 |
1.2419 |
1.2305 |
|
| R1 |
1.2351 |
1.2351 |
1.2294 |
1.2385 |
| PP |
1.2305 |
1.2305 |
1.2305 |
1.2322 |
| S1 |
1.2237 |
1.2237 |
1.2274 |
1.2271 |
| S2 |
1.2191 |
1.2191 |
1.2263 |
|
| S3 |
1.2077 |
1.2123 |
1.2253 |
|
| S4 |
1.1963 |
1.2009 |
1.2221 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2940 |
1.2836 |
1.2407 |
|
| R3 |
1.2716 |
1.2612 |
1.2346 |
|
| R2 |
1.2492 |
1.2492 |
1.2325 |
|
| R1 |
1.2388 |
1.2388 |
1.2305 |
1.2440 |
| PP |
1.2268 |
1.2268 |
1.2268 |
1.2294 |
| S1 |
1.2164 |
1.2164 |
1.2263 |
1.2216 |
| S2 |
1.2044 |
1.2044 |
1.2243 |
|
| S3 |
1.1820 |
1.1940 |
1.2222 |
|
| S4 |
1.1596 |
1.1716 |
1.2161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2372 |
1.2148 |
0.0224 |
1.8% |
0.0104 |
0.8% |
61% |
True |
False |
95,183 |
| 10 |
1.2372 |
1.1913 |
0.0459 |
3.7% |
0.0112 |
0.9% |
81% |
True |
False |
103,532 |
| 20 |
1.2372 |
1.1668 |
0.0704 |
5.7% |
0.0101 |
0.8% |
88% |
True |
False |
100,740 |
| 40 |
1.2372 |
1.1648 |
0.0724 |
5.9% |
0.0115 |
0.9% |
88% |
True |
False |
78,966 |
| 60 |
1.2372 |
1.1373 |
0.0999 |
8.1% |
0.0111 |
0.9% |
91% |
True |
False |
52,742 |
| 80 |
1.2372 |
1.1189 |
0.1183 |
9.6% |
0.0106 |
0.9% |
93% |
True |
False |
39,579 |
| 100 |
1.2372 |
1.0827 |
0.1545 |
12.6% |
0.0091 |
0.7% |
94% |
True |
False |
31,667 |
| 120 |
1.2372 |
1.0583 |
0.1789 |
14.6% |
0.0084 |
0.7% |
95% |
True |
False |
26,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2857 |
|
2.618 |
1.2670 |
|
1.618 |
1.2556 |
|
1.000 |
1.2486 |
|
0.618 |
1.2442 |
|
HIGH |
1.2372 |
|
0.618 |
1.2328 |
|
0.500 |
1.2315 |
|
0.382 |
1.2302 |
|
LOW |
1.2258 |
|
0.618 |
1.2188 |
|
1.000 |
1.2144 |
|
1.618 |
1.2074 |
|
2.618 |
1.1960 |
|
4.250 |
1.1774 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2315 |
1.2286 |
| PP |
1.2305 |
1.2285 |
| S1 |
1.2294 |
1.2285 |
|