CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2072 |
1.2151 |
0.0079 |
0.7% |
1.2016 |
| High |
1.2186 |
1.2244 |
0.0058 |
0.5% |
1.2244 |
| Low |
1.2049 |
1.2118 |
0.0069 |
0.6% |
1.1913 |
| Close |
1.2152 |
1.2194 |
0.0042 |
0.3% |
1.2194 |
| Range |
0.0137 |
0.0126 |
-0.0011 |
-8.0% |
0.0331 |
| ATR |
0.0109 |
0.0111 |
0.0001 |
1.1% |
0.0000 |
| Volume |
114,580 |
118,559 |
3,979 |
3.5% |
559,410 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2563 |
1.2505 |
1.2263 |
|
| R3 |
1.2437 |
1.2379 |
1.2229 |
|
| R2 |
1.2311 |
1.2311 |
1.2217 |
|
| R1 |
1.2253 |
1.2253 |
1.2206 |
1.2282 |
| PP |
1.2185 |
1.2185 |
1.2185 |
1.2200 |
| S1 |
1.2127 |
1.2127 |
1.2182 |
1.2156 |
| S2 |
1.2059 |
1.2059 |
1.2171 |
|
| S3 |
1.1933 |
1.2001 |
1.2159 |
|
| S4 |
1.1807 |
1.1875 |
1.2125 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3110 |
1.2983 |
1.2376 |
|
| R3 |
1.2779 |
1.2652 |
1.2285 |
|
| R2 |
1.2448 |
1.2448 |
1.2255 |
|
| R1 |
1.2321 |
1.2321 |
1.2224 |
1.2385 |
| PP |
1.2117 |
1.2117 |
1.2117 |
1.2149 |
| S1 |
1.1990 |
1.1990 |
1.2164 |
1.2054 |
| S2 |
1.1786 |
1.1786 |
1.2133 |
|
| S3 |
1.1455 |
1.1659 |
1.2103 |
|
| S4 |
1.1124 |
1.1328 |
1.2012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2244 |
1.1913 |
0.0331 |
2.7% |
0.0121 |
1.0% |
85% |
True |
False |
111,882 |
| 10 |
1.2244 |
1.1858 |
0.0386 |
3.2% |
0.0098 |
0.8% |
87% |
True |
False |
102,561 |
| 20 |
1.2244 |
1.1648 |
0.0596 |
4.9% |
0.0115 |
0.9% |
92% |
True |
False |
118,024 |
| 40 |
1.2244 |
1.1648 |
0.0596 |
4.9% |
0.0113 |
0.9% |
92% |
True |
False |
67,106 |
| 60 |
1.2244 |
1.1373 |
0.0871 |
7.1% |
0.0110 |
0.9% |
94% |
True |
False |
44,821 |
| 80 |
1.2244 |
1.0968 |
0.1276 |
10.5% |
0.0104 |
0.9% |
96% |
True |
False |
33,633 |
| 100 |
1.2244 |
1.0827 |
0.1417 |
11.6% |
0.0087 |
0.7% |
96% |
True |
False |
26,909 |
| 120 |
1.2244 |
1.0583 |
0.1661 |
13.6% |
0.0080 |
0.7% |
97% |
True |
False |
22,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2780 |
|
2.618 |
1.2574 |
|
1.618 |
1.2448 |
|
1.000 |
1.2370 |
|
0.618 |
1.2322 |
|
HIGH |
1.2244 |
|
0.618 |
1.2196 |
|
0.500 |
1.2181 |
|
0.382 |
1.2166 |
|
LOW |
1.2118 |
|
0.618 |
1.2040 |
|
1.000 |
1.1992 |
|
1.618 |
1.1914 |
|
2.618 |
1.1788 |
|
4.250 |
1.1583 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2190 |
1.2173 |
| PP |
1.2185 |
1.2152 |
| S1 |
1.2181 |
1.2131 |
|