CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2261 |
1.2327 |
0.0066 |
0.5% |
1.2268 |
| High |
1.2376 |
1.2363 |
-0.0013 |
-0.1% |
1.2372 |
| Low |
1.2251 |
1.2224 |
-0.0027 |
-0.2% |
1.2148 |
| Close |
1.2325 |
1.2308 |
-0.0017 |
-0.1% |
1.2284 |
| Range |
0.0125 |
0.0139 |
0.0014 |
11.2% |
0.0224 |
| ATR |
0.0107 |
0.0109 |
0.0002 |
2.1% |
0.0000 |
| Volume |
104,354 |
111,575 |
7,221 |
6.9% |
475,916 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2715 |
1.2651 |
1.2384 |
|
| R3 |
1.2576 |
1.2512 |
1.2346 |
|
| R2 |
1.2437 |
1.2437 |
1.2333 |
|
| R1 |
1.2373 |
1.2373 |
1.2321 |
1.2336 |
| PP |
1.2298 |
1.2298 |
1.2298 |
1.2280 |
| S1 |
1.2234 |
1.2234 |
1.2295 |
1.2197 |
| S2 |
1.2159 |
1.2159 |
1.2283 |
|
| S3 |
1.2020 |
1.2095 |
1.2270 |
|
| S4 |
1.1881 |
1.1956 |
1.2232 |
|
|
| 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% |
0.0110 |
0.9% |
59% |
False |
False |
103,722 |
| 10 |
1.2376 |
1.2118 |
0.0258 |
2.1% |
0.0108 |
0.9% |
74% |
False |
False |
100,231 |
| 20 |
1.2376 |
1.1719 |
0.0657 |
5.3% |
0.0106 |
0.9% |
90% |
False |
False |
102,050 |
| 40 |
1.2376 |
1.1648 |
0.0728 |
5.9% |
0.0114 |
0.9% |
91% |
False |
False |
89,052 |
| 60 |
1.2376 |
1.1536 |
0.0840 |
6.8% |
0.0111 |
0.9% |
92% |
False |
False |
59,522 |
| 80 |
1.2376 |
1.1246 |
0.1130 |
9.2% |
0.0109 |
0.9% |
94% |
False |
False |
44,676 |
| 100 |
1.2376 |
1.0827 |
0.1549 |
12.6% |
0.0095 |
0.8% |
96% |
False |
False |
35,745 |
| 120 |
1.2376 |
1.0583 |
0.1793 |
14.6% |
0.0088 |
0.7% |
96% |
False |
False |
29,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2954 |
|
2.618 |
1.2727 |
|
1.618 |
1.2588 |
|
1.000 |
1.2502 |
|
0.618 |
1.2449 |
|
HIGH |
1.2363 |
|
0.618 |
1.2310 |
|
0.500 |
1.2294 |
|
0.382 |
1.2277 |
|
LOW |
1.2224 |
|
0.618 |
1.2138 |
|
1.000 |
1.2085 |
|
1.618 |
1.1999 |
|
2.618 |
1.1860 |
|
4.250 |
1.1633 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2303 |
1.2303 |
| PP |
1.2298 |
1.2299 |
| S1 |
1.2294 |
1.2294 |
|