CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2299 |
1.2262 |
-0.0037 |
-0.3% |
1.2309 |
| High |
1.2306 |
1.2376 |
0.0070 |
0.6% |
1.2388 |
| Low |
1.2217 |
1.2262 |
0.0045 |
0.4% |
1.2237 |
| Close |
1.2257 |
1.2351 |
0.0094 |
0.8% |
1.2307 |
| Range |
0.0089 |
0.0114 |
0.0025 |
28.1% |
0.0151 |
| ATR |
0.0093 |
0.0095 |
0.0002 |
2.0% |
0.0000 |
| Volume |
85 |
147 |
62 |
72.9% |
673 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2672 |
1.2625 |
1.2414 |
|
| R3 |
1.2558 |
1.2511 |
1.2382 |
|
| R2 |
1.2444 |
1.2444 |
1.2372 |
|
| R1 |
1.2397 |
1.2397 |
1.2361 |
1.2421 |
| PP |
1.2330 |
1.2330 |
1.2330 |
1.2341 |
| S1 |
1.2283 |
1.2283 |
1.2341 |
1.2307 |
| S2 |
1.2216 |
1.2216 |
1.2330 |
|
| S3 |
1.2102 |
1.2169 |
1.2320 |
|
| S4 |
1.1988 |
1.2055 |
1.2288 |
|
|
| 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 |
1.2217 |
0.0236 |
1.9% |
0.0113 |
0.9% |
57% |
False |
False |
114 |
| 10 |
1.2453 |
1.2217 |
0.0236 |
1.9% |
0.0097 |
0.8% |
57% |
False |
False |
128 |
| 20 |
1.2453 |
1.1931 |
0.0522 |
4.2% |
0.0091 |
0.7% |
80% |
False |
False |
107 |
| 40 |
1.2453 |
1.1666 |
0.0787 |
6.4% |
0.0081 |
0.7% |
87% |
False |
False |
100 |
| 60 |
1.2453 |
1.1635 |
0.0818 |
6.6% |
0.0057 |
0.5% |
88% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2861 |
|
2.618 |
1.2674 |
|
1.618 |
1.2560 |
|
1.000 |
1.2490 |
|
0.618 |
1.2446 |
|
HIGH |
1.2376 |
|
0.618 |
1.2332 |
|
0.500 |
1.2319 |
|
0.382 |
1.2306 |
|
LOW |
1.2262 |
|
0.618 |
1.2192 |
|
1.000 |
1.2148 |
|
1.618 |
1.2078 |
|
2.618 |
1.1964 |
|
4.250 |
1.1778 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2340 |
1.2340 |
| PP |
1.2330 |
1.2329 |
| S1 |
1.2319 |
1.2319 |
|