CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1749 |
1.1837 |
0.0088 |
0.7% |
1.1887 |
| High |
1.1876 |
1.1880 |
0.0004 |
0.0% |
1.2077 |
| Low |
1.1748 |
1.1819 |
0.0071 |
0.6% |
1.1648 |
| Close |
1.1837 |
1.1864 |
0.0027 |
0.2% |
1.1669 |
| Range |
0.0128 |
0.0061 |
-0.0067 |
-52.3% |
0.0429 |
| ATR |
0.0118 |
0.0114 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
123,252 |
81,067 |
-42,185 |
-34.2% |
821,603 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2037 |
1.2012 |
1.1898 |
|
| R3 |
1.1976 |
1.1951 |
1.1881 |
|
| R2 |
1.1915 |
1.1915 |
1.1875 |
|
| R1 |
1.1890 |
1.1890 |
1.1870 |
1.1903 |
| PP |
1.1854 |
1.1854 |
1.1854 |
1.1861 |
| S1 |
1.1829 |
1.1829 |
1.1858 |
1.1842 |
| S2 |
1.1793 |
1.1793 |
1.1853 |
|
| S3 |
1.1732 |
1.1768 |
1.1847 |
|
| S4 |
1.1671 |
1.1707 |
1.1830 |
|
|
| 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 |
1.1880 |
1.1649 |
0.0231 |
1.9% |
0.0076 |
0.6% |
93% |
True |
False |
95,259 |
| 10 |
1.2077 |
1.1648 |
0.0429 |
3.6% |
0.0122 |
1.0% |
50% |
False |
False |
133,693 |
| 20 |
1.2077 |
1.1648 |
0.0429 |
3.6% |
0.0121 |
1.0% |
50% |
False |
False |
76,055 |
| 40 |
1.2077 |
1.1536 |
0.0541 |
4.6% |
0.0114 |
1.0% |
61% |
False |
False |
38,259 |
| 60 |
1.2077 |
1.1246 |
0.0831 |
7.0% |
0.0110 |
0.9% |
74% |
False |
False |
25,551 |
| 80 |
1.2077 |
1.0827 |
0.1250 |
10.5% |
0.0092 |
0.8% |
83% |
False |
False |
19,169 |
| 100 |
1.2077 |
1.0583 |
0.1494 |
12.6% |
0.0084 |
0.7% |
86% |
False |
False |
15,337 |
| 120 |
1.2077 |
1.0583 |
0.1494 |
12.6% |
0.0071 |
0.6% |
86% |
False |
False |
12,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2139 |
|
2.618 |
1.2040 |
|
1.618 |
1.1979 |
|
1.000 |
1.1941 |
|
0.618 |
1.1918 |
|
HIGH |
1.1880 |
|
0.618 |
1.1857 |
|
0.500 |
1.1850 |
|
0.382 |
1.1842 |
|
LOW |
1.1819 |
|
0.618 |
1.1781 |
|
1.000 |
1.1758 |
|
1.618 |
1.1720 |
|
2.618 |
1.1659 |
|
4.250 |
1.1560 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1859 |
1.1835 |
| PP |
1.1854 |
1.1805 |
| S1 |
1.1850 |
1.1776 |
|