CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1676 |
1.1665 |
-0.0011 |
-0.1% |
1.1887 |
| High |
1.1745 |
1.1695 |
-0.0050 |
-0.4% |
1.2077 |
| Low |
1.1648 |
1.1649 |
0.0001 |
0.0% |
1.1648 |
| Close |
1.1667 |
1.1669 |
0.0002 |
0.0% |
1.1669 |
| Range |
0.0097 |
0.0046 |
-0.0051 |
-52.6% |
0.0429 |
| ATR |
0.0131 |
0.0125 |
-0.0006 |
-4.6% |
0.0000 |
| Volume |
134,080 |
94,647 |
-39,433 |
-29.4% |
821,603 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1809 |
1.1785 |
1.1694 |
|
| R3 |
1.1763 |
1.1739 |
1.1682 |
|
| R2 |
1.1717 |
1.1717 |
1.1677 |
|
| R1 |
1.1693 |
1.1693 |
1.1673 |
1.1705 |
| PP |
1.1671 |
1.1671 |
1.1671 |
1.1677 |
| S1 |
1.1647 |
1.1647 |
1.1665 |
1.1659 |
| S2 |
1.1625 |
1.1625 |
1.1661 |
|
| S3 |
1.1579 |
1.1601 |
1.1656 |
|
| S4 |
1.1533 |
1.1555 |
1.1644 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3085 |
1.2806 |
1.1905 |
|
| R3 |
1.2656 |
1.2377 |
1.1787 |
|
| R2 |
1.2227 |
1.2227 |
1.1748 |
|
| R1 |
1.1948 |
1.1948 |
1.1708 |
1.1873 |
| PP |
1.1798 |
1.1798 |
1.1798 |
1.1761 |
| S1 |
1.1519 |
1.1519 |
1.1630 |
1.1444 |
| S2 |
1.1369 |
1.1369 |
1.1590 |
|
| S3 |
1.0940 |
1.1090 |
1.1551 |
|
| S4 |
1.0511 |
1.0661 |
1.1433 |
|
|
| 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% |
0.0159 |
1.4% |
5% |
False |
False |
164,320 |
| 10 |
1.2077 |
1.1648 |
0.0429 |
3.7% |
0.0126 |
1.1% |
5% |
False |
False |
112,371 |
| 20 |
1.2077 |
1.1648 |
0.0429 |
3.7% |
0.0128 |
1.1% |
5% |
False |
False |
57,193 |
| 40 |
1.2077 |
1.1373 |
0.0704 |
6.0% |
0.0117 |
1.0% |
42% |
False |
False |
28,742 |
| 60 |
1.2077 |
1.1189 |
0.0888 |
7.6% |
0.0108 |
0.9% |
54% |
False |
False |
19,192 |
| 80 |
1.2077 |
1.0827 |
0.1250 |
10.7% |
0.0088 |
0.8% |
67% |
False |
False |
14,398 |
| 100 |
1.2077 |
1.0583 |
0.1494 |
12.8% |
0.0081 |
0.7% |
73% |
False |
False |
11,522 |
| 120 |
1.2077 |
1.0583 |
0.1494 |
12.8% |
0.0068 |
0.6% |
73% |
False |
False |
9,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1891 |
|
2.618 |
1.1815 |
|
1.618 |
1.1769 |
|
1.000 |
1.1741 |
|
0.618 |
1.1723 |
|
HIGH |
1.1695 |
|
0.618 |
1.1677 |
|
0.500 |
1.1672 |
|
0.382 |
1.1667 |
|
LOW |
1.1649 |
|
0.618 |
1.1621 |
|
1.000 |
1.1603 |
|
1.618 |
1.1575 |
|
2.618 |
1.1529 |
|
4.250 |
1.1454 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1672 |
1.1863 |
| PP |
1.1671 |
1.1798 |
| S1 |
1.1670 |
1.1734 |
|