CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1837 |
1.1858 |
0.0021 |
0.2% |
1.1673 |
| High |
1.1880 |
1.1898 |
0.0018 |
0.2% |
1.1898 |
| Low |
1.1819 |
1.1719 |
-0.0100 |
-0.8% |
1.1668 |
| Close |
1.1864 |
1.1862 |
-0.0002 |
0.0% |
1.1862 |
| Range |
0.0061 |
0.0179 |
0.0118 |
193.4% |
0.0230 |
| ATR |
0.0114 |
0.0119 |
0.0005 |
4.0% |
0.0000 |
| Volume |
81,067 |
131,628 |
50,561 |
62.4% |
513,277 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2363 |
1.2292 |
1.1960 |
|
| R3 |
1.2184 |
1.2113 |
1.1911 |
|
| R2 |
1.2005 |
1.2005 |
1.1895 |
|
| R1 |
1.1934 |
1.1934 |
1.1878 |
1.1970 |
| PP |
1.1826 |
1.1826 |
1.1826 |
1.1844 |
| S1 |
1.1755 |
1.1755 |
1.1846 |
1.1791 |
| S2 |
1.1647 |
1.1647 |
1.1829 |
|
| S3 |
1.1468 |
1.1576 |
1.1813 |
|
| S4 |
1.1289 |
1.1397 |
1.1764 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2499 |
1.2411 |
1.1989 |
|
| R3 |
1.2269 |
1.2181 |
1.1925 |
|
| R2 |
1.2039 |
1.2039 |
1.1904 |
|
| R1 |
1.1951 |
1.1951 |
1.1883 |
1.1995 |
| PP |
1.1809 |
1.1809 |
1.1809 |
1.1832 |
| S1 |
1.1721 |
1.1721 |
1.1841 |
1.1765 |
| S2 |
1.1579 |
1.1579 |
1.1820 |
|
| S3 |
1.1349 |
1.1491 |
1.1799 |
|
| S4 |
1.1119 |
1.1261 |
1.1736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1898 |
1.1668 |
0.0230 |
1.9% |
0.0103 |
0.9% |
84% |
True |
False |
102,655 |
| 10 |
1.2077 |
1.1648 |
0.0429 |
3.6% |
0.0131 |
1.1% |
50% |
False |
False |
133,488 |
| 20 |
1.2077 |
1.1648 |
0.0429 |
3.6% |
0.0122 |
1.0% |
50% |
False |
False |
82,609 |
| 40 |
1.2077 |
1.1549 |
0.0528 |
4.5% |
0.0116 |
1.0% |
59% |
False |
False |
41,542 |
| 60 |
1.2077 |
1.1246 |
0.0831 |
7.0% |
0.0110 |
0.9% |
74% |
False |
False |
27,744 |
| 80 |
1.2077 |
1.0900 |
0.1177 |
9.9% |
0.0094 |
0.8% |
82% |
False |
False |
20,814 |
| 100 |
1.2077 |
1.0728 |
0.1349 |
11.4% |
0.0086 |
0.7% |
84% |
False |
False |
16,654 |
| 120 |
1.2077 |
1.0583 |
0.1494 |
12.6% |
0.0072 |
0.6% |
86% |
False |
False |
13,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2659 |
|
2.618 |
1.2367 |
|
1.618 |
1.2188 |
|
1.000 |
1.2077 |
|
0.618 |
1.2009 |
|
HIGH |
1.1898 |
|
0.618 |
1.1830 |
|
0.500 |
1.1809 |
|
0.382 |
1.1787 |
|
LOW |
1.1719 |
|
0.618 |
1.1608 |
|
1.000 |
1.1540 |
|
1.618 |
1.1429 |
|
2.618 |
1.1250 |
|
4.250 |
1.0958 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1844 |
1.1844 |
| PP |
1.1826 |
1.1826 |
| S1 |
1.1809 |
1.1809 |
|