CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2179 |
1.2242 |
0.0063 |
0.5% |
1.2024 |
| High |
1.2253 |
1.2250 |
-0.0003 |
0.0% |
1.2254 |
| Low |
1.2179 |
1.2219 |
0.0040 |
0.3% |
1.1931 |
| Close |
1.2240 |
1.2254 |
0.0014 |
0.1% |
1.2209 |
| Range |
0.0074 |
0.0031 |
-0.0043 |
-58.1% |
0.0323 |
| ATR |
0.0084 |
0.0080 |
-0.0004 |
-4.5% |
0.0000 |
| Volume |
111 |
19 |
-92 |
-82.9% |
445 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2334 |
1.2325 |
1.2271 |
|
| R3 |
1.2303 |
1.2294 |
1.2263 |
|
| R2 |
1.2272 |
1.2272 |
1.2260 |
|
| R1 |
1.2263 |
1.2263 |
1.2257 |
1.2268 |
| PP |
1.2241 |
1.2241 |
1.2241 |
1.2243 |
| S1 |
1.2232 |
1.2232 |
1.2251 |
1.2237 |
| S2 |
1.2210 |
1.2210 |
1.2248 |
|
| S3 |
1.2179 |
1.2201 |
1.2245 |
|
| S4 |
1.2148 |
1.2170 |
1.2237 |
|
|
| 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 |
1.2073 |
0.0207 |
1.7% |
0.0083 |
0.7% |
87% |
False |
False |
110 |
| 10 |
1.2280 |
1.1931 |
0.0349 |
2.8% |
0.0082 |
0.7% |
93% |
False |
False |
85 |
| 20 |
1.2280 |
1.1666 |
0.0614 |
5.0% |
0.0071 |
0.6% |
96% |
False |
False |
124 |
| 40 |
1.2280 |
1.1666 |
0.0614 |
5.0% |
0.0057 |
0.5% |
96% |
False |
False |
68 |
| 60 |
1.2280 |
1.1416 |
0.0864 |
7.1% |
0.0041 |
0.3% |
97% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2382 |
|
2.618 |
1.2331 |
|
1.618 |
1.2300 |
|
1.000 |
1.2281 |
|
0.618 |
1.2269 |
|
HIGH |
1.2250 |
|
0.618 |
1.2238 |
|
0.500 |
1.2235 |
|
0.382 |
1.2231 |
|
LOW |
1.2219 |
|
0.618 |
1.2200 |
|
1.000 |
1.2188 |
|
1.618 |
1.2169 |
|
2.618 |
1.2138 |
|
4.250 |
1.2087 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2248 |
1.2246 |
| PP |
1.2241 |
1.2238 |
| S1 |
1.2235 |
1.2230 |
|