CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2268 |
1.2188 |
-0.0080 |
-0.7% |
1.2016 |
| High |
1.2287 |
1.2252 |
-0.0035 |
-0.3% |
1.2244 |
| Low |
1.2175 |
1.2148 |
-0.0027 |
-0.2% |
1.1913 |
| Close |
1.2197 |
1.2225 |
0.0028 |
0.2% |
1.2194 |
| Range |
0.0112 |
0.0104 |
-0.0008 |
-7.1% |
0.0331 |
| ATR |
0.0111 |
0.0110 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
42,488 |
97,930 |
55,442 |
130.5% |
559,410 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2520 |
1.2477 |
1.2282 |
|
| R3 |
1.2416 |
1.2373 |
1.2254 |
|
| R2 |
1.2312 |
1.2312 |
1.2244 |
|
| R1 |
1.2269 |
1.2269 |
1.2235 |
1.2291 |
| PP |
1.2208 |
1.2208 |
1.2208 |
1.2219 |
| S1 |
1.2165 |
1.2165 |
1.2215 |
1.2187 |
| S2 |
1.2104 |
1.2104 |
1.2206 |
|
| S3 |
1.2000 |
1.2061 |
1.2196 |
|
| S4 |
1.1896 |
1.1957 |
1.2168 |
|
|
| 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 |
1.2287 |
1.2017 |
0.0270 |
2.2% |
0.0114 |
0.9% |
77% |
False |
False |
93,822 |
| 10 |
1.2287 |
1.1901 |
0.0386 |
3.2% |
0.0106 |
0.9% |
84% |
False |
False |
100,084 |
| 20 |
1.2287 |
1.1648 |
0.0639 |
5.2% |
0.0113 |
0.9% |
90% |
False |
False |
111,813 |
| 40 |
1.2287 |
1.1648 |
0.0639 |
5.2% |
0.0114 |
0.9% |
90% |
False |
False |
70,601 |
| 60 |
1.2287 |
1.1373 |
0.0914 |
7.5% |
0.0111 |
0.9% |
93% |
False |
False |
47,156 |
| 80 |
1.2287 |
1.1025 |
0.1262 |
10.3% |
0.0105 |
0.9% |
95% |
False |
False |
35,388 |
| 100 |
1.2287 |
1.0827 |
0.1460 |
11.9% |
0.0088 |
0.7% |
96% |
False |
False |
28,313 |
| 120 |
1.2287 |
1.0583 |
0.1704 |
13.9% |
0.0082 |
0.7% |
96% |
False |
False |
23,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2694 |
|
2.618 |
1.2524 |
|
1.618 |
1.2420 |
|
1.000 |
1.2356 |
|
0.618 |
1.2316 |
|
HIGH |
1.2252 |
|
0.618 |
1.2212 |
|
0.500 |
1.2200 |
|
0.382 |
1.2188 |
|
LOW |
1.2148 |
|
0.618 |
1.2084 |
|
1.000 |
1.2044 |
|
1.618 |
1.1980 |
|
2.618 |
1.1876 |
|
4.250 |
1.1706 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2217 |
1.2218 |
| PP |
1.2208 |
1.2210 |
| S1 |
1.2200 |
1.2203 |
|