CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2310 |
1.2393 |
0.0083 |
0.7% |
1.2309 |
| High |
1.2453 |
1.2420 |
-0.0033 |
-0.3% |
1.2388 |
| Low |
1.2310 |
1.2278 |
-0.0032 |
-0.3% |
1.2237 |
| Close |
1.2384 |
1.2284 |
-0.0100 |
-0.8% |
1.2307 |
| Range |
0.0143 |
0.0142 |
-0.0001 |
-0.7% |
0.0151 |
| ATR |
0.0089 |
0.0093 |
0.0004 |
4.2% |
0.0000 |
| Volume |
64 |
158 |
94 |
146.9% |
673 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2753 |
1.2661 |
1.2362 |
|
| R3 |
1.2611 |
1.2519 |
1.2323 |
|
| R2 |
1.2469 |
1.2469 |
1.2310 |
|
| R1 |
1.2377 |
1.2377 |
1.2297 |
1.2352 |
| PP |
1.2327 |
1.2327 |
1.2327 |
1.2315 |
| S1 |
1.2235 |
1.2235 |
1.2271 |
1.2210 |
| S2 |
1.2185 |
1.2185 |
1.2258 |
|
| S3 |
1.2043 |
1.2093 |
1.2245 |
|
| S4 |
1.1901 |
1.1951 |
1.2206 |
|
|
| 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 |
1.8% |
0.0114 |
0.9% |
22% |
False |
False |
166 |
| 10 |
1.2453 |
1.2219 |
0.0234 |
1.9% |
0.0091 |
0.7% |
28% |
False |
False |
112 |
| 20 |
1.2453 |
1.1931 |
0.0522 |
4.2% |
0.0087 |
0.7% |
68% |
False |
False |
99 |
| 40 |
1.2453 |
1.1666 |
0.0787 |
6.4% |
0.0076 |
0.6% |
79% |
False |
False |
94 |
| 60 |
1.2453 |
1.1610 |
0.0843 |
6.9% |
0.0055 |
0.4% |
80% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3024 |
|
2.618 |
1.2792 |
|
1.618 |
1.2650 |
|
1.000 |
1.2562 |
|
0.618 |
1.2508 |
|
HIGH |
1.2420 |
|
0.618 |
1.2366 |
|
0.500 |
1.2349 |
|
0.382 |
1.2332 |
|
LOW |
1.2278 |
|
0.618 |
1.2190 |
|
1.000 |
1.2136 |
|
1.618 |
1.2048 |
|
2.618 |
1.1906 |
|
4.250 |
1.1675 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2349 |
1.2366 |
| PP |
1.2327 |
1.2338 |
| S1 |
1.2306 |
1.2311 |
|