CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2073 |
1.2160 |
0.0087 |
0.7% |
1.2024 |
| High |
1.2200 |
1.2254 |
0.0054 |
0.4% |
1.2254 |
| Low |
1.2073 |
1.2141 |
0.0068 |
0.6% |
1.1931 |
| Close |
1.2167 |
1.2209 |
0.0042 |
0.3% |
1.2209 |
| Range |
0.0127 |
0.0113 |
-0.0014 |
-11.0% |
0.0323 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.5% |
0.0000 |
| Volume |
53 |
213 |
160 |
301.9% |
445 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2540 |
1.2488 |
1.2271 |
|
| R3 |
1.2427 |
1.2375 |
1.2240 |
|
| R2 |
1.2314 |
1.2314 |
1.2230 |
|
| R1 |
1.2262 |
1.2262 |
1.2219 |
1.2288 |
| PP |
1.2201 |
1.2201 |
1.2201 |
1.2215 |
| S1 |
1.2149 |
1.2149 |
1.2199 |
1.2175 |
| S2 |
1.2088 |
1.2088 |
1.2188 |
|
| S3 |
1.1975 |
1.2036 |
1.2178 |
|
| S4 |
1.1862 |
1.1923 |
1.2147 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3100 |
1.2978 |
1.2387 |
|
| R3 |
1.2777 |
1.2655 |
1.2298 |
|
| R2 |
1.2454 |
1.2454 |
1.2268 |
|
| R1 |
1.2332 |
1.2332 |
1.2239 |
1.2393 |
| PP |
1.2131 |
1.2131 |
1.2131 |
1.2162 |
| S1 |
1.2009 |
1.2009 |
1.2179 |
1.2070 |
| S2 |
1.1808 |
1.1808 |
1.2150 |
|
| S3 |
1.1485 |
1.1686 |
1.2120 |
|
| S4 |
1.1162 |
1.1363 |
1.2031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2254 |
1.1931 |
0.0323 |
2.6% |
0.0104 |
0.8% |
86% |
True |
False |
89 |
| 10 |
1.2254 |
1.1873 |
0.0381 |
3.1% |
0.0076 |
0.6% |
88% |
True |
False |
76 |
| 20 |
1.2254 |
1.1666 |
0.0588 |
4.8% |
0.0092 |
0.8% |
92% |
True |
False |
116 |
| 40 |
1.2254 |
1.1635 |
0.0619 |
5.1% |
0.0053 |
0.4% |
93% |
True |
False |
61 |
| 60 |
1.2254 |
1.1416 |
0.0838 |
6.9% |
0.0038 |
0.3% |
95% |
True |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2734 |
|
2.618 |
1.2550 |
|
1.618 |
1.2437 |
|
1.000 |
1.2367 |
|
0.618 |
1.2324 |
|
HIGH |
1.2254 |
|
0.618 |
1.2211 |
|
0.500 |
1.2198 |
|
0.382 |
1.2184 |
|
LOW |
1.2141 |
|
0.618 |
1.2071 |
|
1.000 |
1.2028 |
|
1.618 |
1.1958 |
|
2.618 |
1.1845 |
|
4.250 |
1.1661 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2205 |
1.2191 |
| PP |
1.2201 |
1.2173 |
| S1 |
1.2198 |
1.2155 |
|