CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2057 |
1.1676 |
-0.0381 |
-3.2% |
1.1866 |
| High |
1.2077 |
1.1745 |
-0.0332 |
-2.7% |
1.2011 |
| Low |
1.1667 |
1.1648 |
-0.0019 |
-0.2% |
1.1850 |
| Close |
1.1691 |
1.1667 |
-0.0024 |
-0.2% |
1.1897 |
| Range |
0.0410 |
0.0097 |
-0.0313 |
-76.3% |
0.0161 |
| ATR |
0.0133 |
0.0131 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
328,236 |
134,080 |
-194,156 |
-59.2% |
302,110 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1978 |
1.1919 |
1.1720 |
|
| R3 |
1.1881 |
1.1822 |
1.1694 |
|
| R2 |
1.1784 |
1.1784 |
1.1685 |
|
| R1 |
1.1725 |
1.1725 |
1.1676 |
1.1706 |
| PP |
1.1687 |
1.1687 |
1.1687 |
1.1677 |
| S1 |
1.1628 |
1.1628 |
1.1658 |
1.1609 |
| S2 |
1.1590 |
1.1590 |
1.1649 |
|
| S3 |
1.1493 |
1.1531 |
1.1640 |
|
| S4 |
1.1396 |
1.1434 |
1.1614 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2402 |
1.2311 |
1.1986 |
|
| R3 |
1.2241 |
1.2150 |
1.1941 |
|
| R2 |
1.2080 |
1.2080 |
1.1927 |
|
| R1 |
1.1989 |
1.1989 |
1.1912 |
1.2035 |
| PP |
1.1919 |
1.1919 |
1.1919 |
1.1942 |
| S1 |
1.1828 |
1.1828 |
1.1882 |
1.1874 |
| S2 |
1.1758 |
1.1758 |
1.1867 |
|
| S3 |
1.1597 |
1.1667 |
1.1853 |
|
| S4 |
1.1436 |
1.1506 |
1.1808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2077 |
1.1648 |
0.0429 |
3.7% |
0.0168 |
1.4% |
4% |
False |
True |
172,128 |
| 10 |
1.2077 |
1.1648 |
0.0429 |
3.7% |
0.0136 |
1.2% |
4% |
False |
True |
103,545 |
| 20 |
1.2077 |
1.1648 |
0.0429 |
3.7% |
0.0130 |
1.1% |
4% |
False |
True |
52,482 |
| 40 |
1.2077 |
1.1373 |
0.0704 |
6.0% |
0.0118 |
1.0% |
42% |
False |
False |
26,379 |
| 60 |
1.2077 |
1.1159 |
0.0918 |
7.9% |
0.0108 |
0.9% |
55% |
False |
False |
17,616 |
| 80 |
1.2077 |
1.0827 |
0.1250 |
10.7% |
0.0087 |
0.7% |
67% |
False |
False |
13,215 |
| 100 |
1.2077 |
1.0583 |
0.1494 |
12.8% |
0.0080 |
0.7% |
73% |
False |
False |
10,576 |
| 120 |
1.2077 |
1.0583 |
0.1494 |
12.8% |
0.0068 |
0.6% |
73% |
False |
False |
8,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2157 |
|
2.618 |
1.1999 |
|
1.618 |
1.1902 |
|
1.000 |
1.1842 |
|
0.618 |
1.1805 |
|
HIGH |
1.1745 |
|
0.618 |
1.1708 |
|
0.500 |
1.1697 |
|
0.382 |
1.1685 |
|
LOW |
1.1648 |
|
0.618 |
1.1588 |
|
1.000 |
1.1551 |
|
1.618 |
1.1491 |
|
2.618 |
1.1394 |
|
4.250 |
1.1236 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1697 |
1.1863 |
| PP |
1.1687 |
1.1797 |
| S1 |
1.1677 |
1.1732 |
|