CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 22-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1682 |
1.1749 |
0.0067 |
0.6% |
1.1887 |
| High |
1.1777 |
1.1876 |
0.0099 |
0.8% |
1.2077 |
| Low |
1.1672 |
1.1748 |
0.0076 |
0.7% |
1.1648 |
| Close |
1.1761 |
1.1837 |
0.0076 |
0.6% |
1.1669 |
| Range |
0.0105 |
0.0128 |
0.0023 |
21.9% |
0.0429 |
| ATR |
0.0118 |
0.0118 |
0.0001 |
0.6% |
0.0000 |
| Volume |
123,765 |
123,252 |
-513 |
-0.4% |
821,603 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2204 |
1.2149 |
1.1907 |
|
| R3 |
1.2076 |
1.2021 |
1.1872 |
|
| R2 |
1.1948 |
1.1948 |
1.1860 |
|
| R1 |
1.1893 |
1.1893 |
1.1849 |
1.1921 |
| PP |
1.1820 |
1.1820 |
1.1820 |
1.1834 |
| S1 |
1.1765 |
1.1765 |
1.1825 |
1.1793 |
| S2 |
1.1692 |
1.1692 |
1.1814 |
|
| S3 |
1.1564 |
1.1637 |
1.1802 |
|
| S4 |
1.1436 |
1.1509 |
1.1767 |
|
|
| 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 |
1.1876 |
1.1648 |
0.0228 |
1.9% |
0.0083 |
0.7% |
83% |
True |
False |
105,861 |
| 10 |
1.2077 |
1.1648 |
0.0429 |
3.6% |
0.0124 |
1.0% |
44% |
False |
False |
134,504 |
| 20 |
1.2077 |
1.1648 |
0.0429 |
3.6% |
0.0122 |
1.0% |
44% |
False |
False |
72,032 |
| 40 |
1.2077 |
1.1456 |
0.0621 |
5.2% |
0.0115 |
1.0% |
61% |
False |
False |
36,240 |
| 60 |
1.2077 |
1.1246 |
0.0831 |
7.0% |
0.0110 |
0.9% |
71% |
False |
False |
24,201 |
| 80 |
1.2077 |
1.0827 |
0.1250 |
10.6% |
0.0091 |
0.8% |
81% |
False |
False |
18,155 |
| 100 |
1.2077 |
1.0583 |
0.1494 |
12.6% |
0.0084 |
0.7% |
84% |
False |
False |
14,527 |
| 120 |
1.2077 |
1.0583 |
0.1494 |
12.6% |
0.0070 |
0.6% |
84% |
False |
False |
12,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2420 |
|
2.618 |
1.2211 |
|
1.618 |
1.2083 |
|
1.000 |
1.2004 |
|
0.618 |
1.1955 |
|
HIGH |
1.1876 |
|
0.618 |
1.1827 |
|
0.500 |
1.1812 |
|
0.382 |
1.1797 |
|
LOW |
1.1748 |
|
0.618 |
1.1669 |
|
1.000 |
1.1620 |
|
1.618 |
1.1541 |
|
2.618 |
1.1413 |
|
4.250 |
1.1204 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1829 |
1.1815 |
| PP |
1.1820 |
1.1794 |
| S1 |
1.1812 |
1.1772 |
|