CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2308 |
1.2261 |
-0.0047 |
-0.4% |
1.2268 |
| High |
1.2331 |
1.2376 |
0.0045 |
0.4% |
1.2372 |
| Low |
1.2212 |
1.2251 |
0.0039 |
0.3% |
1.2148 |
| Close |
1.2280 |
1.2325 |
0.0045 |
0.4% |
1.2284 |
| Range |
0.0119 |
0.0125 |
0.0006 |
5.0% |
0.0224 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
1.3% |
0.0000 |
| Volume |
120,921 |
104,354 |
-16,567 |
-13.7% |
475,916 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2692 |
1.2634 |
1.2394 |
|
| R3 |
1.2567 |
1.2509 |
1.2359 |
|
| R2 |
1.2442 |
1.2442 |
1.2348 |
|
| R1 |
1.2384 |
1.2384 |
1.2336 |
1.2413 |
| PP |
1.2317 |
1.2317 |
1.2317 |
1.2332 |
| S1 |
1.2259 |
1.2259 |
1.2314 |
1.2288 |
| S2 |
1.2192 |
1.2192 |
1.2302 |
|
| S3 |
1.2067 |
1.2134 |
1.2291 |
|
| S4 |
1.1942 |
1.2009 |
1.2256 |
|
|
| 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 |
1.2376 |
1.2212 |
0.0164 |
1.3% |
0.0111 |
0.9% |
69% |
True |
False |
107,941 |
| 10 |
1.2376 |
1.2049 |
0.0327 |
2.7% |
0.0108 |
0.9% |
84% |
True |
False |
100,532 |
| 20 |
1.2376 |
1.1719 |
0.0657 |
5.3% |
0.0102 |
0.8% |
92% |
True |
False |
100,524 |
| 40 |
1.2376 |
1.1648 |
0.0728 |
5.9% |
0.0112 |
0.9% |
93% |
True |
False |
86,278 |
| 60 |
1.2376 |
1.1456 |
0.0920 |
7.5% |
0.0111 |
0.9% |
94% |
True |
False |
57,668 |
| 80 |
1.2376 |
1.1246 |
0.1130 |
9.2% |
0.0108 |
0.9% |
95% |
True |
False |
43,282 |
| 100 |
1.2376 |
1.0827 |
0.1549 |
12.6% |
0.0094 |
0.8% |
97% |
True |
False |
34,629 |
| 120 |
1.2376 |
1.0583 |
0.1793 |
14.5% |
0.0087 |
0.7% |
97% |
True |
False |
28,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2907 |
|
2.618 |
1.2703 |
|
1.618 |
1.2578 |
|
1.000 |
1.2501 |
|
0.618 |
1.2453 |
|
HIGH |
1.2376 |
|
0.618 |
1.2328 |
|
0.500 |
1.2314 |
|
0.382 |
1.2299 |
|
LOW |
1.2251 |
|
0.618 |
1.2174 |
|
1.000 |
1.2126 |
|
1.618 |
1.2049 |
|
2.618 |
1.1924 |
|
4.250 |
1.1720 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2321 |
1.2315 |
| PP |
1.2317 |
1.2304 |
| S1 |
1.2314 |
1.2294 |
|