CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 03-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2424 |
1.2402 |
-0.0022 |
-0.2% |
1.2293 |
| High |
1.2432 |
1.2412 |
-0.0020 |
-0.2% |
1.2450 |
| Low |
1.2354 |
1.2260 |
-0.0094 |
-0.8% |
1.2202 |
| Close |
1.2401 |
1.2303 |
-0.0098 |
-0.8% |
1.2429 |
| Range |
0.0078 |
0.0152 |
0.0074 |
94.9% |
0.0248 |
| ATR |
0.0118 |
0.0121 |
0.0002 |
2.1% |
0.0000 |
| Volume |
77,690 |
134,279 |
56,589 |
72.8% |
527,881 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2781 |
1.2694 |
1.2387 |
|
| R3 |
1.2629 |
1.2542 |
1.2345 |
|
| R2 |
1.2477 |
1.2477 |
1.2331 |
|
| R1 |
1.2390 |
1.2390 |
1.2317 |
1.2358 |
| PP |
1.2325 |
1.2325 |
1.2325 |
1.2309 |
| S1 |
1.2238 |
1.2238 |
1.2289 |
1.2206 |
| S2 |
1.2173 |
1.2173 |
1.2275 |
|
| S3 |
1.2021 |
1.2086 |
1.2261 |
|
| S4 |
1.1869 |
1.1934 |
1.2219 |
|
|
| 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 |
1.2236 |
0.0230 |
1.9% |
0.0137 |
1.1% |
29% |
False |
False |
104,675 |
| 10 |
1.2466 |
1.2202 |
0.0264 |
2.1% |
0.0132 |
1.1% |
38% |
False |
False |
102,349 |
| 20 |
1.2466 |
1.2049 |
0.0417 |
3.4% |
0.0120 |
1.0% |
61% |
False |
False |
101,441 |
| 40 |
1.2466 |
1.1648 |
0.0818 |
6.6% |
0.0115 |
0.9% |
80% |
False |
False |
109,476 |
| 60 |
1.2466 |
1.1592 |
0.0874 |
7.1% |
0.0115 |
0.9% |
81% |
False |
False |
74,685 |
| 80 |
1.2466 |
1.1344 |
0.1122 |
9.1% |
0.0113 |
0.9% |
85% |
False |
False |
56,067 |
| 100 |
1.2466 |
1.0936 |
0.1530 |
12.4% |
0.0106 |
0.9% |
89% |
False |
False |
44,864 |
| 120 |
1.2466 |
1.0827 |
0.1639 |
13.3% |
0.0091 |
0.7% |
90% |
False |
False |
37,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3058 |
|
2.618 |
1.2810 |
|
1.618 |
1.2658 |
|
1.000 |
1.2564 |
|
0.618 |
1.2506 |
|
HIGH |
1.2412 |
|
0.618 |
1.2354 |
|
0.500 |
1.2336 |
|
0.382 |
1.2318 |
|
LOW |
1.2260 |
|
0.618 |
1.2166 |
|
1.000 |
1.2108 |
|
1.618 |
1.2014 |
|
2.618 |
1.1862 |
|
4.250 |
1.1614 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2336 |
1.2362 |
| PP |
1.2325 |
1.2342 |
| S1 |
1.2314 |
1.2323 |
|