CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2239 |
1.2346 |
0.0107 |
0.9% |
1.2293 |
| High |
1.2371 |
1.2450 |
0.0079 |
0.6% |
1.2450 |
| Low |
1.2236 |
1.2337 |
0.0101 |
0.8% |
1.2202 |
| Close |
1.2338 |
1.2429 |
0.0091 |
0.7% |
1.2429 |
| Range |
0.0135 |
0.0113 |
-0.0022 |
-16.3% |
0.0248 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
102,814 |
110,819 |
8,005 |
7.8% |
527,881 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2744 |
1.2700 |
1.2491 |
|
| R3 |
1.2631 |
1.2587 |
1.2460 |
|
| R2 |
1.2518 |
1.2518 |
1.2450 |
|
| R1 |
1.2474 |
1.2474 |
1.2439 |
1.2496 |
| PP |
1.2405 |
1.2405 |
1.2405 |
1.2417 |
| S1 |
1.2361 |
1.2361 |
1.2419 |
1.2383 |
| S2 |
1.2292 |
1.2292 |
1.2408 |
|
| S3 |
1.2179 |
1.2248 |
1.2398 |
|
| S4 |
1.2066 |
1.2135 |
1.2367 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3104 |
1.3015 |
1.2565 |
|
| R3 |
1.2856 |
1.2767 |
1.2497 |
|
| R2 |
1.2608 |
1.2608 |
1.2474 |
|
| R1 |
1.2519 |
1.2519 |
1.2452 |
1.2564 |
| PP |
1.2360 |
1.2360 |
1.2360 |
1.2383 |
| S1 |
1.2271 |
1.2271 |
1.2406 |
1.2316 |
| S2 |
1.2112 |
1.2112 |
1.2384 |
|
| S3 |
1.1864 |
1.2023 |
1.2361 |
|
| S4 |
1.1616 |
1.1775 |
1.2293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2450 |
1.2202 |
0.0248 |
2.0% |
0.0132 |
1.1% |
92% |
True |
False |
105,576 |
| 10 |
1.2450 |
1.2202 |
0.0248 |
2.0% |
0.0118 |
0.9% |
92% |
True |
False |
101,002 |
| 20 |
1.2450 |
1.1913 |
0.0537 |
4.3% |
0.0115 |
0.9% |
96% |
True |
False |
102,267 |
| 40 |
1.2450 |
1.1648 |
0.0802 |
6.5% |
0.0111 |
0.9% |
97% |
True |
False |
103,713 |
| 60 |
1.2450 |
1.1592 |
0.0858 |
6.9% |
0.0113 |
0.9% |
98% |
True |
False |
69,535 |
| 80 |
1.2450 |
1.1246 |
0.1204 |
9.7% |
0.0111 |
0.9% |
98% |
True |
False |
52,197 |
| 100 |
1.2450 |
1.0909 |
0.1541 |
12.4% |
0.0102 |
0.8% |
99% |
True |
False |
41,766 |
| 120 |
1.2450 |
1.0803 |
0.1647 |
13.3% |
0.0087 |
0.7% |
99% |
True |
False |
34,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2930 |
|
2.618 |
1.2746 |
|
1.618 |
1.2633 |
|
1.000 |
1.2563 |
|
0.618 |
1.2520 |
|
HIGH |
1.2450 |
|
0.618 |
1.2407 |
|
0.500 |
1.2394 |
|
0.382 |
1.2380 |
|
LOW |
1.2337 |
|
0.618 |
1.2267 |
|
1.000 |
1.2224 |
|
1.618 |
1.2154 |
|
2.618 |
1.2041 |
|
4.250 |
1.1857 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2417 |
1.2395 |
| PP |
1.2405 |
1.2360 |
| S1 |
1.2394 |
1.2326 |
|