CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2304 |
1.2293 |
-0.0011 |
-0.1% |
1.2288 |
| High |
1.2353 |
1.2442 |
0.0089 |
0.7% |
1.2376 |
| Low |
1.2272 |
1.2287 |
0.0015 |
0.1% |
1.2212 |
| Close |
1.2293 |
1.2370 |
0.0077 |
0.6% |
1.2293 |
| Range |
0.0081 |
0.0155 |
0.0074 |
91.4% |
0.0164 |
| ATR |
0.0107 |
0.0111 |
0.0003 |
3.2% |
0.0000 |
| Volume |
74,301 |
98,331 |
24,030 |
32.3% |
482,144 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2831 |
1.2756 |
1.2455 |
|
| R3 |
1.2676 |
1.2601 |
1.2413 |
|
| R2 |
1.2521 |
1.2521 |
1.2398 |
|
| R1 |
1.2446 |
1.2446 |
1.2384 |
1.2484 |
| PP |
1.2366 |
1.2366 |
1.2366 |
1.2385 |
| S1 |
1.2291 |
1.2291 |
1.2356 |
1.2329 |
| S2 |
1.2211 |
1.2211 |
1.2342 |
|
| S3 |
1.2056 |
1.2136 |
1.2327 |
|
| S4 |
1.1901 |
1.1981 |
1.2285 |
|
|
| 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 |
1.2442 |
1.2212 |
0.0230 |
1.9% |
0.0124 |
1.0% |
69% |
True |
False |
101,896 |
| 10 |
1.2442 |
1.2148 |
0.0294 |
2.4% |
0.0108 |
0.9% |
76% |
True |
False |
101,390 |
| 20 |
1.2442 |
1.1865 |
0.0577 |
4.7% |
0.0107 |
0.9% |
88% |
True |
False |
100,918 |
| 40 |
1.2442 |
1.1648 |
0.0794 |
6.4% |
0.0111 |
0.9% |
91% |
True |
False |
93,321 |
| 60 |
1.2442 |
1.1570 |
0.0872 |
7.0% |
0.0113 |
0.9% |
92% |
True |
False |
62,390 |
| 80 |
1.2442 |
1.1246 |
0.1196 |
9.7% |
0.0108 |
0.9% |
94% |
True |
False |
46,832 |
| 100 |
1.2442 |
1.0909 |
0.1533 |
12.4% |
0.0097 |
0.8% |
95% |
True |
False |
37,471 |
| 120 |
1.2442 |
1.0761 |
0.1681 |
13.6% |
0.0085 |
0.7% |
96% |
True |
False |
31,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3101 |
|
2.618 |
1.2848 |
|
1.618 |
1.2693 |
|
1.000 |
1.2597 |
|
0.618 |
1.2538 |
|
HIGH |
1.2442 |
|
0.618 |
1.2383 |
|
0.500 |
1.2365 |
|
0.382 |
1.2346 |
|
LOW |
1.2287 |
|
0.618 |
1.2191 |
|
1.000 |
1.2132 |
|
1.618 |
1.2036 |
|
2.618 |
1.1881 |
|
4.250 |
1.1628 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2368 |
1.2358 |
| PP |
1.2366 |
1.2345 |
| S1 |
1.2365 |
1.2333 |
|