CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1673 |
1.1682 |
0.0009 |
0.1% |
1.1887 |
| High |
1.1708 |
1.1777 |
0.0069 |
0.6% |
1.2077 |
| Low |
1.1668 |
1.1672 |
0.0004 |
0.0% |
1.1648 |
| Close |
1.1673 |
1.1761 |
0.0088 |
0.8% |
1.1669 |
| Range |
0.0040 |
0.0105 |
0.0065 |
162.5% |
0.0429 |
| ATR |
0.0119 |
0.0118 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
53,565 |
123,765 |
70,200 |
131.1% |
821,603 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2052 |
1.2011 |
1.1819 |
|
| R3 |
1.1947 |
1.1906 |
1.1790 |
|
| R2 |
1.1842 |
1.1842 |
1.1780 |
|
| R1 |
1.1801 |
1.1801 |
1.1771 |
1.1822 |
| PP |
1.1737 |
1.1737 |
1.1737 |
1.1747 |
| S1 |
1.1696 |
1.1696 |
1.1751 |
1.1717 |
| S2 |
1.1632 |
1.1632 |
1.1742 |
|
| S3 |
1.1527 |
1.1591 |
1.1732 |
|
| S4 |
1.1422 |
1.1486 |
1.1703 |
|
|
| 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 |
3.6% |
0.0140 |
1.2% |
26% |
False |
False |
146,858 |
| 10 |
1.2077 |
1.1648 |
0.0429 |
3.6% |
0.0121 |
1.0% |
26% |
False |
False |
127,132 |
| 20 |
1.2077 |
1.1648 |
0.0429 |
3.6% |
0.0121 |
1.0% |
26% |
False |
False |
65,997 |
| 40 |
1.2077 |
1.1373 |
0.0704 |
6.0% |
0.0114 |
1.0% |
55% |
False |
False |
33,166 |
| 60 |
1.2077 |
1.1246 |
0.0831 |
7.1% |
0.0109 |
0.9% |
62% |
False |
False |
22,147 |
| 80 |
1.2077 |
1.0827 |
0.1250 |
10.6% |
0.0090 |
0.8% |
75% |
False |
False |
16,615 |
| 100 |
1.2077 |
1.0583 |
0.1494 |
12.7% |
0.0082 |
0.7% |
79% |
False |
False |
13,294 |
| 120 |
1.2077 |
1.0583 |
0.1494 |
12.7% |
0.0070 |
0.6% |
79% |
False |
False |
11,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2223 |
|
2.618 |
1.2052 |
|
1.618 |
1.1947 |
|
1.000 |
1.1882 |
|
0.618 |
1.1842 |
|
HIGH |
1.1777 |
|
0.618 |
1.1737 |
|
0.500 |
1.1725 |
|
0.382 |
1.1712 |
|
LOW |
1.1672 |
|
0.618 |
1.1607 |
|
1.000 |
1.1567 |
|
1.618 |
1.1502 |
|
2.618 |
1.1397 |
|
4.250 |
1.1226 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1749 |
1.1745 |
| PP |
1.1737 |
1.1729 |
| S1 |
1.1725 |
1.1713 |
|