CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2293 |
1.2239 |
-0.0054 |
-0.4% |
1.2288 |
| High |
1.2301 |
1.2371 |
0.0070 |
0.6% |
1.2376 |
| Low |
1.2202 |
1.2236 |
0.0034 |
0.3% |
1.2212 |
| Close |
1.2243 |
1.2338 |
0.0095 |
0.8% |
1.2293 |
| Range |
0.0099 |
0.0135 |
0.0036 |
36.4% |
0.0164 |
| ATR |
0.0113 |
0.0115 |
0.0002 |
1.4% |
0.0000 |
| Volume |
106,527 |
102,814 |
-3,713 |
-3.5% |
482,144 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2720 |
1.2664 |
1.2412 |
|
| R3 |
1.2585 |
1.2529 |
1.2375 |
|
| R2 |
1.2450 |
1.2450 |
1.2363 |
|
| R1 |
1.2394 |
1.2394 |
1.2350 |
1.2422 |
| PP |
1.2315 |
1.2315 |
1.2315 |
1.2329 |
| S1 |
1.2259 |
1.2259 |
1.2326 |
1.2287 |
| S2 |
1.2180 |
1.2180 |
1.2313 |
|
| S3 |
1.2045 |
1.2124 |
1.2301 |
|
| S4 |
1.1910 |
1.1989 |
1.2264 |
|
|
| 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 |
1.2202 |
0.0240 |
1.9% |
0.0126 |
1.0% |
57% |
False |
False |
98,272 |
| 10 |
1.2442 |
1.2202 |
0.0240 |
1.9% |
0.0118 |
1.0% |
57% |
False |
False |
100,997 |
| 20 |
1.2442 |
1.1913 |
0.0529 |
4.3% |
0.0113 |
0.9% |
80% |
False |
False |
101,486 |
| 40 |
1.2442 |
1.1648 |
0.0794 |
6.4% |
0.0112 |
0.9% |
87% |
False |
False |
101,103 |
| 60 |
1.2442 |
1.1592 |
0.0850 |
6.9% |
0.0113 |
0.9% |
88% |
False |
False |
67,693 |
| 80 |
1.2442 |
1.1246 |
0.1196 |
9.7% |
0.0110 |
0.9% |
91% |
False |
False |
50,813 |
| 100 |
1.2442 |
1.0909 |
0.1533 |
12.4% |
0.0101 |
0.8% |
93% |
False |
False |
40,658 |
| 120 |
1.2442 |
1.0761 |
0.1681 |
13.6% |
0.0087 |
0.7% |
94% |
False |
False |
33,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2945 |
|
2.618 |
1.2724 |
|
1.618 |
1.2589 |
|
1.000 |
1.2506 |
|
0.618 |
1.2454 |
|
HIGH |
1.2371 |
|
0.618 |
1.2319 |
|
0.500 |
1.2304 |
|
0.382 |
1.2288 |
|
LOW |
1.2236 |
|
0.618 |
1.2153 |
|
1.000 |
1.2101 |
|
1.618 |
1.2018 |
|
2.618 |
1.1883 |
|
4.250 |
1.1662 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2327 |
1.2327 |
| PP |
1.2315 |
1.2316 |
| S1 |
1.2304 |
1.2306 |
|