CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2381 |
1.2293 |
-0.0088 |
-0.7% |
1.2288 |
| High |
1.2409 |
1.2301 |
-0.0108 |
-0.9% |
1.2376 |
| Low |
1.2251 |
1.2202 |
-0.0049 |
-0.4% |
1.2212 |
| Close |
1.2270 |
1.2243 |
-0.0027 |
-0.2% |
1.2293 |
| Range |
0.0158 |
0.0099 |
-0.0059 |
-37.3% |
0.0164 |
| ATR |
0.0114 |
0.0113 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
109,390 |
106,527 |
-2,863 |
-2.6% |
482,144 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2546 |
1.2493 |
1.2297 |
|
| R3 |
1.2447 |
1.2394 |
1.2270 |
|
| R2 |
1.2348 |
1.2348 |
1.2261 |
|
| R1 |
1.2295 |
1.2295 |
1.2252 |
1.2272 |
| PP |
1.2249 |
1.2249 |
1.2249 |
1.2237 |
| S1 |
1.2196 |
1.2196 |
1.2234 |
1.2173 |
| S2 |
1.2150 |
1.2150 |
1.2225 |
|
| S3 |
1.2051 |
1.2097 |
1.2216 |
|
| S4 |
1.1952 |
1.1998 |
1.2189 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2786 |
1.2703 |
1.2383 |
|
| R3 |
1.2622 |
1.2539 |
1.2338 |
|
| R2 |
1.2458 |
1.2458 |
1.2323 |
|
| R1 |
1.2375 |
1.2375 |
1.2308 |
1.2417 |
| PP |
1.2294 |
1.2294 |
1.2294 |
1.2314 |
| S1 |
1.2211 |
1.2211 |
1.2278 |
1.2253 |
| S2 |
1.2130 |
1.2130 |
1.2263 |
|
| S3 |
1.1966 |
1.2047 |
1.2248 |
|
| S4 |
1.1802 |
1.1883 |
1.2203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2442 |
1.2202 |
0.0240 |
2.0% |
0.0126 |
1.0% |
17% |
False |
True |
100,024 |
| 10 |
1.2442 |
1.2202 |
0.0240 |
2.0% |
0.0119 |
1.0% |
17% |
False |
True |
103,983 |
| 20 |
1.2442 |
1.1913 |
0.0529 |
4.3% |
0.0110 |
0.9% |
62% |
False |
False |
102,709 |
| 40 |
1.2442 |
1.1648 |
0.0794 |
6.5% |
0.0111 |
0.9% |
75% |
False |
False |
98,606 |
| 60 |
1.2442 |
1.1584 |
0.0858 |
7.0% |
0.0113 |
0.9% |
77% |
False |
False |
65,986 |
| 80 |
1.2442 |
1.1246 |
0.1196 |
9.8% |
0.0109 |
0.9% |
83% |
False |
False |
49,528 |
| 100 |
1.2442 |
1.0909 |
0.1533 |
12.5% |
0.0100 |
0.8% |
87% |
False |
False |
39,630 |
| 120 |
1.2442 |
1.0761 |
0.1681 |
13.7% |
0.0085 |
0.7% |
88% |
False |
False |
33,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2722 |
|
2.618 |
1.2560 |
|
1.618 |
1.2461 |
|
1.000 |
1.2400 |
|
0.618 |
1.2362 |
|
HIGH |
1.2301 |
|
0.618 |
1.2263 |
|
0.500 |
1.2252 |
|
0.382 |
1.2240 |
|
LOW |
1.2202 |
|
0.618 |
1.2141 |
|
1.000 |
1.2103 |
|
1.618 |
1.2042 |
|
2.618 |
1.1943 |
|
4.250 |
1.1781 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2252 |
1.2322 |
| PP |
1.2249 |
1.2296 |
| S1 |
1.2246 |
1.2269 |
|