CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2275 |
1.2302 |
0.0027 |
0.2% |
1.2259 |
| High |
1.2381 |
1.2374 |
-0.0007 |
-0.1% |
1.2381 |
| Low |
1.2270 |
1.2302 |
0.0032 |
0.3% |
1.2179 |
| Close |
1.2302 |
1.2299 |
-0.0003 |
0.0% |
1.2299 |
| Range |
0.0111 |
0.0072 |
-0.0039 |
-35.1% |
0.0202 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
49 |
162 |
113 |
230.6% |
499 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2541 |
1.2492 |
1.2339 |
|
| R3 |
1.2469 |
1.2420 |
1.2319 |
|
| R2 |
1.2397 |
1.2397 |
1.2312 |
|
| R1 |
1.2348 |
1.2348 |
1.2306 |
1.2337 |
| PP |
1.2325 |
1.2325 |
1.2325 |
1.2319 |
| S1 |
1.2276 |
1.2276 |
1.2292 |
1.2265 |
| S2 |
1.2253 |
1.2253 |
1.2286 |
|
| S3 |
1.2181 |
1.2204 |
1.2279 |
|
| S4 |
1.2109 |
1.2132 |
1.2259 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2892 |
1.2798 |
1.2410 |
|
| R3 |
1.2690 |
1.2596 |
1.2355 |
|
| R2 |
1.2488 |
1.2488 |
1.2336 |
|
| R1 |
1.2394 |
1.2394 |
1.2318 |
1.2441 |
| PP |
1.2286 |
1.2286 |
1.2286 |
1.2310 |
| S1 |
1.2192 |
1.2192 |
1.2280 |
1.2239 |
| S2 |
1.2084 |
1.2084 |
1.2262 |
|
| S3 |
1.1882 |
1.1990 |
1.2243 |
|
| S4 |
1.1680 |
1.1788 |
1.2188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2381 |
1.2179 |
0.0202 |
1.6% |
0.0071 |
0.6% |
59% |
False |
False |
99 |
| 10 |
1.2381 |
1.1931 |
0.0450 |
3.7% |
0.0087 |
0.7% |
82% |
False |
False |
94 |
| 20 |
1.2381 |
1.1687 |
0.0694 |
5.6% |
0.0075 |
0.6% |
88% |
False |
False |
87 |
| 40 |
1.2381 |
1.1666 |
0.0715 |
5.8% |
0.0062 |
0.5% |
89% |
False |
False |
73 |
| 60 |
1.2381 |
1.1416 |
0.0965 |
7.8% |
0.0044 |
0.4% |
92% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2680 |
|
2.618 |
1.2562 |
|
1.618 |
1.2490 |
|
1.000 |
1.2446 |
|
0.618 |
1.2418 |
|
HIGH |
1.2374 |
|
0.618 |
1.2346 |
|
0.500 |
1.2338 |
|
0.382 |
1.2330 |
|
LOW |
1.2302 |
|
0.618 |
1.2258 |
|
1.000 |
1.2230 |
|
1.618 |
1.2186 |
|
2.618 |
1.2114 |
|
4.250 |
1.1996 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2338 |
1.2300 |
| PP |
1.2325 |
1.2300 |
| S1 |
1.2312 |
1.2299 |
|