CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2346 |
1.2452 |
0.0106 |
0.9% |
1.2293 |
| High |
1.2450 |
1.2466 |
0.0016 |
0.1% |
1.2450 |
| Low |
1.2337 |
1.2258 |
-0.0079 |
-0.6% |
1.2202 |
| Close |
1.2429 |
1.2417 |
-0.0012 |
-0.1% |
1.2429 |
| Range |
0.0113 |
0.0208 |
0.0095 |
84.1% |
0.0248 |
| ATR |
0.0115 |
0.0121 |
0.0007 |
5.8% |
0.0000 |
| Volume |
110,819 |
97,773 |
-13,046 |
-11.8% |
527,881 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3004 |
1.2919 |
1.2531 |
|
| R3 |
1.2796 |
1.2711 |
1.2474 |
|
| R2 |
1.2588 |
1.2588 |
1.2455 |
|
| R1 |
1.2503 |
1.2503 |
1.2436 |
1.2442 |
| PP |
1.2380 |
1.2380 |
1.2380 |
1.2350 |
| S1 |
1.2295 |
1.2295 |
1.2398 |
1.2234 |
| S2 |
1.2172 |
1.2172 |
1.2379 |
|
| S3 |
1.1964 |
1.2087 |
1.2360 |
|
| S4 |
1.1756 |
1.1879 |
1.2303 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3104 |
1.3015 |
1.2565 |
|
| R3 |
1.2856 |
1.2767 |
1.2497 |
|
| R2 |
1.2608 |
1.2608 |
1.2474 |
|
| R1 |
1.2519 |
1.2519 |
1.2452 |
1.2564 |
| PP |
1.2360 |
1.2360 |
1.2360 |
1.2383 |
| S1 |
1.2271 |
1.2271 |
1.2406 |
1.2316 |
| S2 |
1.2112 |
1.2112 |
1.2384 |
|
| S3 |
1.1864 |
1.2023 |
1.2361 |
|
| S4 |
1.1616 |
1.1775 |
1.2293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2466 |
1.2202 |
0.0264 |
2.1% |
0.0143 |
1.1% |
81% |
True |
False |
105,464 |
| 10 |
1.2466 |
1.2202 |
0.0264 |
2.1% |
0.0133 |
1.1% |
81% |
True |
False |
103,680 |
| 20 |
1.2466 |
1.1913 |
0.0553 |
4.5% |
0.0121 |
1.0% |
91% |
True |
False |
103,051 |
| 40 |
1.2466 |
1.1648 |
0.0818 |
6.6% |
0.0115 |
0.9% |
94% |
True |
False |
105,786 |
| 60 |
1.2466 |
1.1592 |
0.0874 |
7.0% |
0.0115 |
0.9% |
94% |
True |
False |
71,158 |
| 80 |
1.2466 |
1.1267 |
0.1199 |
9.7% |
0.0112 |
0.9% |
96% |
True |
False |
53,419 |
| 100 |
1.2466 |
1.0909 |
0.1557 |
12.5% |
0.0104 |
0.8% |
97% |
True |
False |
42,744 |
| 120 |
1.2466 |
1.0827 |
0.1639 |
13.2% |
0.0089 |
0.7% |
97% |
True |
False |
35,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3350 |
|
2.618 |
1.3011 |
|
1.618 |
1.2803 |
|
1.000 |
1.2674 |
|
0.618 |
1.2595 |
|
HIGH |
1.2466 |
|
0.618 |
1.2387 |
|
0.500 |
1.2362 |
|
0.382 |
1.2337 |
|
LOW |
1.2258 |
|
0.618 |
1.2129 |
|
1.000 |
1.2050 |
|
1.618 |
1.1921 |
|
2.618 |
1.1713 |
|
4.250 |
1.1374 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2399 |
1.2395 |
| PP |
1.2380 |
1.2373 |
| S1 |
1.2362 |
1.2351 |
|