CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2259 |
1.2179 |
-0.0080 |
-0.7% |
1.2024 |
| High |
1.2280 |
1.2253 |
-0.0027 |
-0.2% |
1.2254 |
| Low |
1.2212 |
1.2179 |
-0.0033 |
-0.3% |
1.1931 |
| Close |
1.2212 |
1.2240 |
0.0028 |
0.2% |
1.2209 |
| Range |
0.0068 |
0.0074 |
0.0006 |
8.8% |
0.0323 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
158 |
111 |
-47 |
-29.7% |
445 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2446 |
1.2417 |
1.2281 |
|
| R3 |
1.2372 |
1.2343 |
1.2260 |
|
| R2 |
1.2298 |
1.2298 |
1.2254 |
|
| R1 |
1.2269 |
1.2269 |
1.2247 |
1.2284 |
| PP |
1.2224 |
1.2224 |
1.2224 |
1.2231 |
| S1 |
1.2195 |
1.2195 |
1.2233 |
1.2210 |
| S2 |
1.2150 |
1.2150 |
1.2226 |
|
| S3 |
1.2076 |
1.2121 |
1.2220 |
|
| S4 |
1.2002 |
1.2047 |
1.2199 |
|
|
| 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 |
1.2055 |
0.0225 |
1.8% |
0.0091 |
0.7% |
82% |
False |
False |
118 |
| 10 |
1.2280 |
1.1931 |
0.0349 |
2.9% |
0.0083 |
0.7% |
89% |
False |
False |
87 |
| 20 |
1.2280 |
1.1666 |
0.0614 |
5.0% |
0.0089 |
0.7% |
93% |
False |
False |
127 |
| 40 |
1.2280 |
1.1666 |
0.0614 |
5.0% |
0.0057 |
0.5% |
93% |
False |
False |
67 |
| 60 |
1.2280 |
1.1416 |
0.0864 |
7.1% |
0.0040 |
0.3% |
95% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2568 |
|
2.618 |
1.2447 |
|
1.618 |
1.2373 |
|
1.000 |
1.2327 |
|
0.618 |
1.2299 |
|
HIGH |
1.2253 |
|
0.618 |
1.2225 |
|
0.500 |
1.2216 |
|
0.382 |
1.2207 |
|
LOW |
1.2179 |
|
0.618 |
1.2133 |
|
1.000 |
1.2105 |
|
1.618 |
1.2059 |
|
2.618 |
1.1985 |
|
4.250 |
1.1865 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2232 |
1.2230 |
| PP |
1.2224 |
1.2220 |
| S1 |
1.2216 |
1.2211 |
|