CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2293 |
1.2381 |
0.0088 |
0.7% |
1.2288 |
| High |
1.2442 |
1.2409 |
-0.0033 |
-0.3% |
1.2376 |
| Low |
1.2287 |
1.2251 |
-0.0036 |
-0.3% |
1.2212 |
| Close |
1.2370 |
1.2270 |
-0.0100 |
-0.8% |
1.2293 |
| Range |
0.0155 |
0.0158 |
0.0003 |
1.9% |
0.0164 |
| ATR |
0.0111 |
0.0114 |
0.0003 |
3.0% |
0.0000 |
| Volume |
98,331 |
109,390 |
11,059 |
11.2% |
482,144 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2784 |
1.2685 |
1.2357 |
|
| R3 |
1.2626 |
1.2527 |
1.2313 |
|
| R2 |
1.2468 |
1.2468 |
1.2299 |
|
| R1 |
1.2369 |
1.2369 |
1.2284 |
1.2340 |
| PP |
1.2310 |
1.2310 |
1.2310 |
1.2295 |
| S1 |
1.2211 |
1.2211 |
1.2256 |
1.2182 |
| S2 |
1.2152 |
1.2152 |
1.2241 |
|
| S3 |
1.1994 |
1.2053 |
1.2227 |
|
| S4 |
1.1836 |
1.1895 |
1.2183 |
|
|
| 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 |
1.2224 |
0.0218 |
1.8% |
0.0132 |
1.1% |
21% |
False |
False |
99,590 |
| 10 |
1.2442 |
1.2200 |
0.0242 |
2.0% |
0.0113 |
0.9% |
29% |
False |
False |
102,536 |
| 20 |
1.2442 |
1.1901 |
0.0541 |
4.4% |
0.0110 |
0.9% |
68% |
False |
False |
101,310 |
| 40 |
1.2442 |
1.1648 |
0.0794 |
6.5% |
0.0112 |
0.9% |
78% |
False |
False |
96,006 |
| 60 |
1.2442 |
1.1584 |
0.0858 |
7.0% |
0.0113 |
0.9% |
80% |
False |
False |
64,212 |
| 80 |
1.2442 |
1.1246 |
0.1196 |
9.7% |
0.0109 |
0.9% |
86% |
False |
False |
48,197 |
| 100 |
1.2442 |
1.0909 |
0.1533 |
12.5% |
0.0099 |
0.8% |
89% |
False |
False |
38,565 |
| 120 |
1.2442 |
1.0761 |
0.1681 |
13.7% |
0.0085 |
0.7% |
90% |
False |
False |
32,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3081 |
|
2.618 |
1.2823 |
|
1.618 |
1.2665 |
|
1.000 |
1.2567 |
|
0.618 |
1.2507 |
|
HIGH |
1.2409 |
|
0.618 |
1.2349 |
|
0.500 |
1.2330 |
|
0.382 |
1.2311 |
|
LOW |
1.2251 |
|
0.618 |
1.2153 |
|
1.000 |
1.2093 |
|
1.618 |
1.1995 |
|
2.618 |
1.1837 |
|
4.250 |
1.1580 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2330 |
1.2347 |
| PP |
1.2310 |
1.2321 |
| S1 |
1.2290 |
1.2296 |
|