CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 11-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2160 |
1.2259 |
0.0099 |
0.8% |
1.2024 |
| High |
1.2254 |
1.2280 |
0.0026 |
0.2% |
1.2254 |
| Low |
1.2141 |
1.2212 |
0.0071 |
0.6% |
1.1931 |
| Close |
1.2209 |
1.2212 |
0.0003 |
0.0% |
1.2209 |
| Range |
0.0113 |
0.0068 |
-0.0045 |
-39.8% |
0.0323 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
213 |
158 |
-55 |
-25.8% |
445 |
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2439 |
1.2393 |
1.2249 |
|
| R3 |
1.2371 |
1.2325 |
1.2231 |
|
| R2 |
1.2303 |
1.2303 |
1.2224 |
|
| R1 |
1.2257 |
1.2257 |
1.2218 |
1.2246 |
| PP |
1.2235 |
1.2235 |
1.2235 |
1.2229 |
| S1 |
1.2189 |
1.2189 |
1.2206 |
1.2178 |
| S2 |
1.2167 |
1.2167 |
1.2200 |
|
| S3 |
1.2099 |
1.2121 |
1.2193 |
|
| S4 |
1.2031 |
1.2053 |
1.2175 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3100 |
1.2978 |
1.2387 |
|
| R3 |
1.2777 |
1.2655 |
1.2298 |
|
| R2 |
1.2454 |
1.2454 |
1.2268 |
|
| R1 |
1.2332 |
1.2332 |
1.2239 |
1.2393 |
| PP |
1.2131 |
1.2131 |
1.2131 |
1.2162 |
| S1 |
1.2009 |
1.2009 |
1.2179 |
1.2070 |
| S2 |
1.1808 |
1.1808 |
1.2150 |
|
| S3 |
1.1485 |
1.1686 |
1.2120 |
|
| S4 |
1.1162 |
1.1363 |
1.2031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2280 |
1.1931 |
0.0349 |
2.9% |
0.0103 |
0.8% |
81% |
True |
False |
103 |
| 10 |
1.2280 |
1.1914 |
0.0366 |
3.0% |
0.0080 |
0.7% |
81% |
True |
False |
77 |
| 20 |
1.2280 |
1.1666 |
0.0614 |
5.0% |
0.0091 |
0.7% |
89% |
True |
False |
122 |
| 40 |
1.2280 |
1.1666 |
0.0614 |
5.0% |
0.0055 |
0.4% |
89% |
True |
False |
65 |
| 60 |
1.2280 |
1.1416 |
0.0864 |
7.1% |
0.0039 |
0.3% |
92% |
True |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2569 |
|
2.618 |
1.2458 |
|
1.618 |
1.2390 |
|
1.000 |
1.2348 |
|
0.618 |
1.2322 |
|
HIGH |
1.2280 |
|
0.618 |
1.2254 |
|
0.500 |
1.2246 |
|
0.382 |
1.2238 |
|
LOW |
1.2212 |
|
0.618 |
1.2170 |
|
1.000 |
1.2144 |
|
1.618 |
1.2102 |
|
2.618 |
1.2034 |
|
4.250 |
1.1923 |
|
|
| Fisher Pivots for day following 11-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2246 |
1.2200 |
| PP |
1.2235 |
1.2188 |
| S1 |
1.2223 |
1.2177 |
|