CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2327 |
1.2304 |
-0.0023 |
-0.2% |
1.2288 |
| High |
1.2363 |
1.2353 |
-0.0010 |
-0.1% |
1.2376 |
| Low |
1.2224 |
1.2272 |
0.0048 |
0.4% |
1.2212 |
| Close |
1.2308 |
1.2293 |
-0.0015 |
-0.1% |
1.2293 |
| Range |
0.0139 |
0.0081 |
-0.0058 |
-41.7% |
0.0164 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
111,575 |
74,301 |
-37,274 |
-33.4% |
482,144 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2549 |
1.2502 |
1.2338 |
|
| R3 |
1.2468 |
1.2421 |
1.2315 |
|
| R2 |
1.2387 |
1.2387 |
1.2308 |
|
| R1 |
1.2340 |
1.2340 |
1.2300 |
1.2323 |
| PP |
1.2306 |
1.2306 |
1.2306 |
1.2298 |
| S1 |
1.2259 |
1.2259 |
1.2286 |
1.2242 |
| S2 |
1.2225 |
1.2225 |
1.2278 |
|
| S3 |
1.2144 |
1.2178 |
1.2271 |
|
| S4 |
1.2063 |
1.2097 |
1.2248 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2786 |
1.2703 |
1.2383 |
|
| R3 |
1.2622 |
1.2539 |
1.2338 |
|
| R2 |
1.2458 |
1.2458 |
1.2323 |
|
| R1 |
1.2375 |
1.2375 |
1.2308 |
1.2417 |
| PP |
1.2294 |
1.2294 |
1.2294 |
1.2314 |
| S1 |
1.2211 |
1.2211 |
1.2278 |
1.2253 |
| S2 |
1.2130 |
1.2130 |
1.2263 |
|
| S3 |
1.1966 |
1.2047 |
1.2248 |
|
| S4 |
1.1802 |
1.1883 |
1.2203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2376 |
1.2212 |
0.0164 |
1.3% |
0.0104 |
0.8% |
49% |
False |
False |
96,428 |
| 10 |
1.2376 |
1.2148 |
0.0228 |
1.9% |
0.0104 |
0.8% |
64% |
False |
False |
95,806 |
| 20 |
1.2376 |
1.1858 |
0.0518 |
4.2% |
0.0101 |
0.8% |
84% |
False |
False |
99,183 |
| 40 |
1.2376 |
1.1648 |
0.0728 |
5.9% |
0.0112 |
0.9% |
89% |
False |
False |
90,896 |
| 60 |
1.2376 |
1.1549 |
0.0827 |
6.7% |
0.0111 |
0.9% |
90% |
False |
False |
60,756 |
| 80 |
1.2376 |
1.1246 |
0.1130 |
9.2% |
0.0108 |
0.9% |
93% |
False |
False |
45,604 |
| 100 |
1.2376 |
1.0900 |
0.1476 |
12.0% |
0.0096 |
0.8% |
94% |
False |
False |
36,488 |
| 120 |
1.2376 |
1.0728 |
0.1648 |
13.4% |
0.0088 |
0.7% |
95% |
False |
False |
30,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2697 |
|
2.618 |
1.2565 |
|
1.618 |
1.2484 |
|
1.000 |
1.2434 |
|
0.618 |
1.2403 |
|
HIGH |
1.2353 |
|
0.618 |
1.2322 |
|
0.500 |
1.2313 |
|
0.382 |
1.2303 |
|
LOW |
1.2272 |
|
0.618 |
1.2222 |
|
1.000 |
1.2191 |
|
1.618 |
1.2141 |
|
2.618 |
1.2060 |
|
4.250 |
1.1928 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2313 |
1.2300 |
| PP |
1.2306 |
1.2298 |
| S1 |
1.2300 |
1.2295 |
|