CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2343 |
1.2310 |
-0.0033 |
-0.3% |
1.2309 |
| High |
1.2364 |
1.2453 |
0.0089 |
0.7% |
1.2388 |
| Low |
1.2289 |
1.2310 |
0.0021 |
0.2% |
1.2237 |
| Close |
1.2307 |
1.2384 |
0.0077 |
0.6% |
1.2307 |
| Range |
0.0075 |
0.0143 |
0.0068 |
90.7% |
0.0151 |
| ATR |
0.0085 |
0.0089 |
0.0004 |
5.2% |
0.0000 |
| Volume |
119 |
64 |
-55 |
-46.2% |
673 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2811 |
1.2741 |
1.2463 |
|
| R3 |
1.2668 |
1.2598 |
1.2423 |
|
| R2 |
1.2525 |
1.2525 |
1.2410 |
|
| R1 |
1.2455 |
1.2455 |
1.2397 |
1.2490 |
| PP |
1.2382 |
1.2382 |
1.2382 |
1.2400 |
| S1 |
1.2312 |
1.2312 |
1.2371 |
1.2347 |
| S2 |
1.2239 |
1.2239 |
1.2358 |
|
| S3 |
1.2096 |
1.2169 |
1.2345 |
|
| S4 |
1.1953 |
1.2026 |
1.2305 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2764 |
1.2686 |
1.2390 |
|
| R3 |
1.2613 |
1.2535 |
1.2349 |
|
| R2 |
1.2462 |
1.2462 |
1.2335 |
|
| R1 |
1.2384 |
1.2384 |
1.2321 |
1.2348 |
| PP |
1.2311 |
1.2311 |
1.2311 |
1.2292 |
| S1 |
1.2233 |
1.2233 |
1.2293 |
1.2197 |
| S2 |
1.2160 |
1.2160 |
1.2279 |
|
| S3 |
1.2009 |
1.2082 |
1.2265 |
|
| S4 |
1.1858 |
1.1931 |
1.2224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2453 |
1.2237 |
0.0216 |
1.7% |
0.0104 |
0.8% |
68% |
True |
False |
139 |
| 10 |
1.2453 |
1.2179 |
0.0274 |
2.2% |
0.0084 |
0.7% |
75% |
True |
False |
107 |
| 20 |
1.2453 |
1.1914 |
0.0539 |
4.4% |
0.0082 |
0.7% |
87% |
True |
False |
92 |
| 40 |
1.2453 |
1.1666 |
0.0787 |
6.4% |
0.0072 |
0.6% |
91% |
True |
False |
90 |
| 60 |
1.2453 |
1.1589 |
0.0864 |
7.0% |
0.0052 |
0.4% |
92% |
True |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3061 |
|
2.618 |
1.2827 |
|
1.618 |
1.2684 |
|
1.000 |
1.2596 |
|
0.618 |
1.2541 |
|
HIGH |
1.2453 |
|
0.618 |
1.2398 |
|
0.500 |
1.2382 |
|
0.382 |
1.2365 |
|
LOW |
1.2310 |
|
0.618 |
1.2222 |
|
1.000 |
1.2167 |
|
1.618 |
1.2079 |
|
2.618 |
1.1936 |
|
4.250 |
1.1702 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2383 |
1.2371 |
| PP |
1.2382 |
1.2358 |
| S1 |
1.2382 |
1.2345 |
|