CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2283 |
1.2288 |
0.0005 |
0.0% |
1.2268 |
| High |
1.2372 |
1.2333 |
-0.0039 |
-0.3% |
1.2372 |
| Low |
1.2258 |
1.2279 |
0.0021 |
0.2% |
1.2148 |
| Close |
1.2284 |
1.2320 |
0.0036 |
0.3% |
1.2284 |
| Range |
0.0114 |
0.0054 |
-0.0060 |
-52.6% |
0.0224 |
| ATR |
0.0109 |
0.0105 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
110,770 |
70,993 |
-39,777 |
-35.9% |
475,916 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2473 |
1.2450 |
1.2350 |
|
| R3 |
1.2419 |
1.2396 |
1.2335 |
|
| R2 |
1.2365 |
1.2365 |
1.2330 |
|
| R1 |
1.2342 |
1.2342 |
1.2325 |
1.2354 |
| PP |
1.2311 |
1.2311 |
1.2311 |
1.2316 |
| S1 |
1.2288 |
1.2288 |
1.2315 |
1.2300 |
| S2 |
1.2257 |
1.2257 |
1.2310 |
|
| S3 |
1.2203 |
1.2234 |
1.2305 |
|
| S4 |
1.2149 |
1.2180 |
1.2290 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2940 |
1.2836 |
1.2407 |
|
| R3 |
1.2716 |
1.2612 |
1.2346 |
|
| R2 |
1.2492 |
1.2492 |
1.2325 |
|
| R1 |
1.2388 |
1.2388 |
1.2305 |
1.2440 |
| PP |
1.2268 |
1.2268 |
1.2268 |
1.2294 |
| S1 |
1.2164 |
1.2164 |
1.2263 |
1.2216 |
| S2 |
1.2044 |
1.2044 |
1.2243 |
|
| S3 |
1.1820 |
1.1940 |
1.2222 |
|
| S4 |
1.1596 |
1.1716 |
1.2161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2372 |
1.2148 |
0.0224 |
1.8% |
0.0092 |
0.7% |
77% |
False |
False |
100,884 |
| 10 |
1.2372 |
1.1913 |
0.0459 |
3.7% |
0.0108 |
0.9% |
89% |
False |
False |
102,423 |
| 20 |
1.2372 |
1.1672 |
0.0700 |
5.7% |
0.0101 |
0.8% |
93% |
False |
False |
101,611 |
| 40 |
1.2372 |
1.1648 |
0.0724 |
5.9% |
0.0114 |
0.9% |
93% |
False |
False |
80,733 |
| 60 |
1.2372 |
1.1373 |
0.0999 |
8.1% |
0.0111 |
0.9% |
95% |
False |
False |
53,923 |
| 80 |
1.2372 |
1.1219 |
0.1153 |
9.4% |
0.0106 |
0.9% |
95% |
False |
False |
40,466 |
| 100 |
1.2372 |
1.0827 |
0.1545 |
12.5% |
0.0091 |
0.7% |
97% |
False |
False |
32,376 |
| 120 |
1.2372 |
1.0583 |
0.1789 |
14.5% |
0.0085 |
0.7% |
97% |
False |
False |
26,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2563 |
|
2.618 |
1.2474 |
|
1.618 |
1.2420 |
|
1.000 |
1.2387 |
|
0.618 |
1.2366 |
|
HIGH |
1.2333 |
|
0.618 |
1.2312 |
|
0.500 |
1.2306 |
|
0.382 |
1.2300 |
|
LOW |
1.2279 |
|
0.618 |
1.2246 |
|
1.000 |
1.2225 |
|
1.618 |
1.2192 |
|
2.618 |
1.2138 |
|
4.250 |
1.2050 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2315 |
1.2313 |
| PP |
1.2311 |
1.2305 |
| S1 |
1.2306 |
1.2298 |
|