CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2242 |
1.2275 |
0.0033 |
0.3% |
1.2024 |
| High |
1.2250 |
1.2381 |
0.0131 |
1.1% |
1.2254 |
| Low |
1.2219 |
1.2270 |
0.0051 |
0.4% |
1.1931 |
| Close |
1.2254 |
1.2302 |
0.0048 |
0.4% |
1.2209 |
| Range |
0.0031 |
0.0111 |
0.0080 |
258.1% |
0.0323 |
| ATR |
0.0080 |
0.0084 |
0.0003 |
4.1% |
0.0000 |
| Volume |
19 |
49 |
30 |
157.9% |
445 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2651 |
1.2587 |
1.2363 |
|
| R3 |
1.2540 |
1.2476 |
1.2333 |
|
| R2 |
1.2429 |
1.2429 |
1.2322 |
|
| R1 |
1.2365 |
1.2365 |
1.2312 |
1.2397 |
| PP |
1.2318 |
1.2318 |
1.2318 |
1.2334 |
| S1 |
1.2254 |
1.2254 |
1.2292 |
1.2286 |
| S2 |
1.2207 |
1.2207 |
1.2282 |
|
| S3 |
1.2096 |
1.2143 |
1.2271 |
|
| S4 |
1.1985 |
1.2032 |
1.2241 |
|
|
| 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 |
1.2381 |
1.2141 |
0.0240 |
2.0% |
0.0079 |
0.6% |
67% |
True |
False |
110 |
| 10 |
1.2381 |
1.1931 |
0.0450 |
3.7% |
0.0085 |
0.7% |
82% |
True |
False |
85 |
| 20 |
1.2381 |
1.1671 |
0.0710 |
5.8% |
0.0073 |
0.6% |
89% |
True |
False |
81 |
| 40 |
1.2381 |
1.1666 |
0.0715 |
5.8% |
0.0060 |
0.5% |
89% |
True |
False |
69 |
| 60 |
1.2381 |
1.1416 |
0.0965 |
7.8% |
0.0043 |
0.3% |
92% |
True |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2853 |
|
2.618 |
1.2672 |
|
1.618 |
1.2561 |
|
1.000 |
1.2492 |
|
0.618 |
1.2450 |
|
HIGH |
1.2381 |
|
0.618 |
1.2339 |
|
0.500 |
1.2326 |
|
0.382 |
1.2312 |
|
LOW |
1.2270 |
|
0.618 |
1.2201 |
|
1.000 |
1.2159 |
|
1.618 |
1.2090 |
|
2.618 |
1.1979 |
|
4.250 |
1.1798 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2326 |
1.2295 |
| PP |
1.2318 |
1.2287 |
| S1 |
1.2310 |
1.2280 |
|