CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2309 |
1.2334 |
0.0025 |
0.2% |
1.2259 |
| High |
1.2342 |
1.2334 |
-0.0008 |
-0.1% |
1.2381 |
| Low |
1.2309 |
1.2244 |
-0.0065 |
-0.5% |
1.2179 |
| Close |
1.2336 |
1.2296 |
-0.0040 |
-0.3% |
1.2299 |
| Range |
0.0033 |
0.0090 |
0.0057 |
172.7% |
0.0202 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.1% |
0.0000 |
| Volume |
39 |
26 |
-13 |
-33.3% |
499 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2561 |
1.2519 |
1.2346 |
|
| R3 |
1.2471 |
1.2429 |
1.2321 |
|
| R2 |
1.2381 |
1.2381 |
1.2313 |
|
| R1 |
1.2339 |
1.2339 |
1.2304 |
1.2315 |
| PP |
1.2291 |
1.2291 |
1.2291 |
1.2280 |
| S1 |
1.2249 |
1.2249 |
1.2288 |
1.2225 |
| S2 |
1.2201 |
1.2201 |
1.2280 |
|
| S3 |
1.2111 |
1.2159 |
1.2271 |
|
| S4 |
1.2021 |
1.2069 |
1.2247 |
|
|
| 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 |
1.2219 |
0.0162 |
1.3% |
0.0067 |
0.5% |
48% |
False |
False |
59 |
| 10 |
1.2381 |
1.2055 |
0.0326 |
2.7% |
0.0079 |
0.6% |
74% |
False |
False |
88 |
| 20 |
1.2381 |
1.1742 |
0.0639 |
5.2% |
0.0076 |
0.6% |
87% |
False |
False |
85 |
| 40 |
1.2381 |
1.1666 |
0.0715 |
5.8% |
0.0065 |
0.5% |
88% |
False |
False |
75 |
| 60 |
1.2381 |
1.1416 |
0.0965 |
7.8% |
0.0046 |
0.4% |
91% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2717 |
|
2.618 |
1.2570 |
|
1.618 |
1.2480 |
|
1.000 |
1.2424 |
|
0.618 |
1.2390 |
|
HIGH |
1.2334 |
|
0.618 |
1.2300 |
|
0.500 |
1.2289 |
|
0.382 |
1.2278 |
|
LOW |
1.2244 |
|
0.618 |
1.2188 |
|
1.000 |
1.2154 |
|
1.618 |
1.2098 |
|
2.618 |
1.2008 |
|
4.250 |
1.1862 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2294 |
1.2309 |
| PP |
1.2291 |
1.2305 |
| S1 |
1.2289 |
1.2300 |
|