CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2313 |
1.2350 |
0.0037 |
0.3% |
1.2259 |
| High |
1.2388 |
1.2373 |
-0.0015 |
-0.1% |
1.2381 |
| Low |
1.2313 |
1.2237 |
-0.0076 |
-0.6% |
1.2179 |
| Close |
1.2340 |
1.2322 |
-0.0018 |
-0.1% |
1.2299 |
| Range |
0.0075 |
0.0136 |
0.0061 |
81.3% |
0.0202 |
| ATR |
0.0082 |
0.0086 |
0.0004 |
4.7% |
0.0000 |
| Volume |
241 |
248 |
7 |
2.9% |
499 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2719 |
1.2656 |
1.2397 |
|
| R3 |
1.2583 |
1.2520 |
1.2359 |
|
| R2 |
1.2447 |
1.2447 |
1.2347 |
|
| R1 |
1.2384 |
1.2384 |
1.2334 |
1.2348 |
| PP |
1.2311 |
1.2311 |
1.2311 |
1.2292 |
| S1 |
1.2248 |
1.2248 |
1.2310 |
1.2212 |
| S2 |
1.2175 |
1.2175 |
1.2297 |
|
| S3 |
1.2039 |
1.2112 |
1.2285 |
|
| S4 |
1.1903 |
1.1976 |
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 |
1.2388 |
1.2237 |
0.0151 |
1.2% |
0.0081 |
0.7% |
56% |
False |
True |
143 |
| 10 |
1.2388 |
1.2141 |
0.0247 |
2.0% |
0.0080 |
0.7% |
73% |
False |
False |
126 |
| 20 |
1.2388 |
1.1742 |
0.0646 |
5.2% |
0.0081 |
0.7% |
90% |
False |
False |
96 |
| 40 |
1.2388 |
1.1666 |
0.0722 |
5.9% |
0.0069 |
0.6% |
91% |
False |
False |
86 |
| 60 |
1.2388 |
1.1564 |
0.0824 |
6.7% |
0.0050 |
0.4% |
92% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2951 |
|
2.618 |
1.2729 |
|
1.618 |
1.2593 |
|
1.000 |
1.2509 |
|
0.618 |
1.2457 |
|
HIGH |
1.2373 |
|
0.618 |
1.2321 |
|
0.500 |
1.2305 |
|
0.382 |
1.2289 |
|
LOW |
1.2237 |
|
0.618 |
1.2153 |
|
1.000 |
1.2101 |
|
1.618 |
1.2017 |
|
2.618 |
1.1881 |
|
4.250 |
1.1659 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2316 |
1.2319 |
| PP |
1.2311 |
1.2316 |
| S1 |
1.2305 |
1.2313 |
|