CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 14-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1887 |
1.1954 |
0.0067 |
0.6% |
1.1866 |
| High |
1.1987 |
1.2070 |
0.0083 |
0.7% |
1.2011 |
| Low |
1.1863 |
1.1951 |
0.0088 |
0.7% |
1.1850 |
| Close |
1.1968 |
1.2049 |
0.0081 |
0.7% |
1.1897 |
| Range |
0.0124 |
0.0119 |
-0.0005 |
-4.0% |
0.0161 |
| ATR |
0.0112 |
0.0112 |
0.0001 |
0.5% |
0.0000 |
| Volume |
114,420 |
150,220 |
35,800 |
31.3% |
302,110 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2380 |
1.2334 |
1.2114 |
|
| R3 |
1.2261 |
1.2215 |
1.2082 |
|
| R2 |
1.2142 |
1.2142 |
1.2071 |
|
| R1 |
1.2096 |
1.2096 |
1.2060 |
1.2119 |
| PP |
1.2023 |
1.2023 |
1.2023 |
1.2035 |
| S1 |
1.1977 |
1.1977 |
1.2038 |
1.2000 |
| S2 |
1.1904 |
1.1904 |
1.2027 |
|
| S3 |
1.1785 |
1.1858 |
1.2016 |
|
| S4 |
1.1666 |
1.1739 |
1.1984 |
|
|
| 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 |
1.2070 |
1.1860 |
0.0210 |
1.7% |
0.0102 |
0.8% |
90% |
True |
False |
107,407 |
| 10 |
1.2070 |
1.1747 |
0.0323 |
2.7% |
0.0107 |
0.9% |
93% |
True |
False |
57,863 |
| 20 |
1.2070 |
1.1655 |
0.0415 |
3.4% |
0.0115 |
1.0% |
95% |
True |
False |
29,389 |
| 40 |
1.2070 |
1.1373 |
0.0697 |
5.8% |
0.0109 |
0.9% |
97% |
True |
False |
14,828 |
| 60 |
1.2070 |
1.1025 |
0.1045 |
8.7% |
0.0102 |
0.8% |
98% |
True |
False |
9,913 |
| 80 |
1.2070 |
1.0827 |
0.1243 |
10.3% |
0.0081 |
0.7% |
98% |
True |
False |
7,437 |
| 100 |
1.2070 |
1.0583 |
0.1487 |
12.3% |
0.0075 |
0.6% |
99% |
True |
False |
5,952 |
| 120 |
1.2070 |
1.0583 |
0.1487 |
12.3% |
0.0064 |
0.5% |
99% |
True |
False |
4,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2576 |
|
2.618 |
1.2382 |
|
1.618 |
1.2263 |
|
1.000 |
1.2189 |
|
0.618 |
1.2144 |
|
HIGH |
1.2070 |
|
0.618 |
1.2025 |
|
0.500 |
1.2011 |
|
0.382 |
1.1996 |
|
LOW |
1.1951 |
|
0.618 |
1.1877 |
|
1.000 |
1.1832 |
|
1.618 |
1.1758 |
|
2.618 |
1.1639 |
|
4.250 |
1.1445 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2036 |
1.2021 |
| PP |
1.2023 |
1.1993 |
| S1 |
1.2011 |
1.1965 |
|