CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2402 |
1.2328 |
-0.0074 |
-0.6% |
1.2293 |
| High |
1.2412 |
1.2414 |
0.0002 |
0.0% |
1.2450 |
| Low |
1.2260 |
1.2303 |
0.0043 |
0.4% |
1.2202 |
| Close |
1.2303 |
1.2398 |
0.0095 |
0.8% |
1.2429 |
| Range |
0.0152 |
0.0111 |
-0.0041 |
-27.0% |
0.0248 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
134,279 |
118,002 |
-16,277 |
-12.1% |
527,881 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2705 |
1.2662 |
1.2459 |
|
| R3 |
1.2594 |
1.2551 |
1.2429 |
|
| R2 |
1.2483 |
1.2483 |
1.2418 |
|
| R1 |
1.2440 |
1.2440 |
1.2408 |
1.2462 |
| PP |
1.2372 |
1.2372 |
1.2372 |
1.2382 |
| S1 |
1.2329 |
1.2329 |
1.2388 |
1.2351 |
| S2 |
1.2261 |
1.2261 |
1.2378 |
|
| S3 |
1.2150 |
1.2218 |
1.2367 |
|
| S4 |
1.2039 |
1.2107 |
1.2337 |
|
|
| 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 |
1.2258 |
0.0208 |
1.7% |
0.0132 |
1.1% |
67% |
False |
False |
107,712 |
| 10 |
1.2466 |
1.2202 |
0.0264 |
2.1% |
0.0129 |
1.0% |
74% |
False |
False |
102,992 |
| 20 |
1.2466 |
1.2118 |
0.0348 |
2.8% |
0.0119 |
1.0% |
80% |
False |
False |
101,612 |
| 40 |
1.2466 |
1.1648 |
0.0818 |
6.6% |
0.0116 |
0.9% |
92% |
False |
False |
110,196 |
| 60 |
1.2466 |
1.1592 |
0.0874 |
7.0% |
0.0115 |
0.9% |
92% |
False |
False |
76,643 |
| 80 |
1.2466 |
1.1373 |
0.1093 |
8.8% |
0.0112 |
0.9% |
94% |
False |
False |
57,539 |
| 100 |
1.2466 |
1.0968 |
0.1498 |
12.1% |
0.0106 |
0.9% |
95% |
False |
False |
46,044 |
| 120 |
1.2466 |
1.0827 |
0.1639 |
13.2% |
0.0092 |
0.7% |
96% |
False |
False |
38,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2886 |
|
2.618 |
1.2705 |
|
1.618 |
1.2594 |
|
1.000 |
1.2525 |
|
0.618 |
1.2483 |
|
HIGH |
1.2414 |
|
0.618 |
1.2372 |
|
0.500 |
1.2359 |
|
0.382 |
1.2345 |
|
LOW |
1.2303 |
|
0.618 |
1.2234 |
|
1.000 |
1.2192 |
|
1.618 |
1.2123 |
|
2.618 |
1.2012 |
|
4.250 |
1.1831 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2385 |
1.2381 |
| PP |
1.2372 |
1.2363 |
| S1 |
1.2359 |
1.2346 |
|