CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2288 |
1.2308 |
0.0020 |
0.2% |
1.2268 |
| High |
1.2333 |
1.2331 |
-0.0002 |
0.0% |
1.2372 |
| Low |
1.2279 |
1.2212 |
-0.0067 |
-0.5% |
1.2148 |
| Close |
1.2320 |
1.2280 |
-0.0040 |
-0.3% |
1.2284 |
| Range |
0.0054 |
0.0119 |
0.0065 |
120.4% |
0.0224 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
1.0% |
0.0000 |
| Volume |
70,993 |
120,921 |
49,928 |
70.3% |
475,916 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2631 |
1.2575 |
1.2345 |
|
| R3 |
1.2512 |
1.2456 |
1.2313 |
|
| R2 |
1.2393 |
1.2393 |
1.2302 |
|
| R1 |
1.2337 |
1.2337 |
1.2291 |
1.2306 |
| PP |
1.2274 |
1.2274 |
1.2274 |
1.2259 |
| S1 |
1.2218 |
1.2218 |
1.2269 |
1.2187 |
| S2 |
1.2155 |
1.2155 |
1.2258 |
|
| S3 |
1.2036 |
1.2099 |
1.2247 |
|
| S4 |
1.1917 |
1.1980 |
1.2215 |
|
|
| 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 |
1.2200 |
0.0172 |
1.4% |
0.0095 |
0.8% |
47% |
False |
False |
105,482 |
| 10 |
1.2372 |
1.2017 |
0.0355 |
2.9% |
0.0105 |
0.9% |
74% |
False |
False |
99,652 |
| 20 |
1.2372 |
1.1719 |
0.0653 |
5.3% |
0.0102 |
0.8% |
86% |
False |
False |
101,469 |
| 40 |
1.2372 |
1.1648 |
0.0724 |
5.9% |
0.0111 |
0.9% |
87% |
False |
False |
83,733 |
| 60 |
1.2372 |
1.1373 |
0.0999 |
8.1% |
0.0110 |
0.9% |
91% |
False |
False |
55,934 |
| 80 |
1.2372 |
1.1246 |
0.1126 |
9.2% |
0.0107 |
0.9% |
92% |
False |
False |
41,977 |
| 100 |
1.2372 |
1.0827 |
0.1545 |
12.6% |
0.0092 |
0.8% |
94% |
False |
False |
33,586 |
| 120 |
1.2372 |
1.0583 |
0.1789 |
14.6% |
0.0086 |
0.7% |
95% |
False |
False |
27,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2837 |
|
2.618 |
1.2643 |
|
1.618 |
1.2524 |
|
1.000 |
1.2450 |
|
0.618 |
1.2405 |
|
HIGH |
1.2331 |
|
0.618 |
1.2286 |
|
0.500 |
1.2272 |
|
0.382 |
1.2257 |
|
LOW |
1.2212 |
|
0.618 |
1.2138 |
|
1.000 |
1.2093 |
|
1.618 |
1.2019 |
|
2.618 |
1.1900 |
|
4.250 |
1.1706 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2277 |
1.2292 |
| PP |
1.2274 |
1.2288 |
| S1 |
1.2272 |
1.2284 |
|