CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2302 |
1.2309 |
0.0007 |
0.1% |
1.2259 |
| High |
1.2374 |
1.2342 |
-0.0032 |
-0.3% |
1.2381 |
| Low |
1.2302 |
1.2309 |
0.0007 |
0.1% |
1.2179 |
| Close |
1.2299 |
1.2336 |
0.0037 |
0.3% |
1.2299 |
| Range |
0.0072 |
0.0033 |
-0.0039 |
-54.2% |
0.0202 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
162 |
39 |
-123 |
-75.9% |
499 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2428 |
1.2415 |
1.2354 |
|
| R3 |
1.2395 |
1.2382 |
1.2345 |
|
| R2 |
1.2362 |
1.2362 |
1.2342 |
|
| R1 |
1.2349 |
1.2349 |
1.2339 |
1.2356 |
| PP |
1.2329 |
1.2329 |
1.2329 |
1.2332 |
| S1 |
1.2316 |
1.2316 |
1.2333 |
1.2323 |
| S2 |
1.2296 |
1.2296 |
1.2330 |
|
| S3 |
1.2263 |
1.2283 |
1.2327 |
|
| S4 |
1.2230 |
1.2250 |
1.2318 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2892 |
1.2798 |
1.2410 |
|
| R3 |
1.2690 |
1.2596 |
1.2355 |
|
| R2 |
1.2488 |
1.2488 |
1.2336 |
|
| R1 |
1.2394 |
1.2394 |
1.2318 |
1.2441 |
| PP |
1.2286 |
1.2286 |
1.2286 |
1.2310 |
| S1 |
1.2192 |
1.2192 |
1.2280 |
1.2239 |
| S2 |
1.2084 |
1.2084 |
1.2262 |
|
| S3 |
1.1882 |
1.1990 |
1.2243 |
|
| S4 |
1.1680 |
1.1788 |
1.2188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2381 |
1.2179 |
0.0202 |
1.6% |
0.0064 |
0.5% |
78% |
False |
False |
76 |
| 10 |
1.2381 |
1.1931 |
0.0450 |
3.6% |
0.0083 |
0.7% |
90% |
False |
False |
89 |
| 20 |
1.2381 |
1.1702 |
0.0679 |
5.5% |
0.0075 |
0.6% |
93% |
False |
False |
85 |
| 40 |
1.2381 |
1.1666 |
0.0715 |
5.8% |
0.0063 |
0.5% |
94% |
False |
False |
74 |
| 60 |
1.2381 |
1.1416 |
0.0965 |
7.8% |
0.0045 |
0.4% |
95% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2482 |
|
2.618 |
1.2428 |
|
1.618 |
1.2395 |
|
1.000 |
1.2375 |
|
0.618 |
1.2362 |
|
HIGH |
1.2342 |
|
0.618 |
1.2329 |
|
0.500 |
1.2326 |
|
0.382 |
1.2322 |
|
LOW |
1.2309 |
|
0.618 |
1.2289 |
|
1.000 |
1.2276 |
|
1.618 |
1.2256 |
|
2.618 |
1.2223 |
|
4.250 |
1.2169 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2333 |
1.2333 |
| PP |
1.2329 |
1.2329 |
| S1 |
1.2326 |
1.2326 |
|