CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2328 |
1.2391 |
0.0063 |
0.5% |
1.2452 |
| High |
1.2414 |
1.2407 |
-0.0007 |
-0.1% |
1.2466 |
| Low |
1.2303 |
1.2275 |
-0.0028 |
-0.2% |
1.2258 |
| Close |
1.2398 |
1.2297 |
-0.0101 |
-0.8% |
1.2297 |
| Range |
0.0111 |
0.0132 |
0.0021 |
18.9% |
0.0208 |
| ATR |
0.0120 |
0.0121 |
0.0001 |
0.7% |
0.0000 |
| Volume |
118,002 |
138,573 |
20,571 |
17.4% |
566,317 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2722 |
1.2642 |
1.2370 |
|
| R3 |
1.2590 |
1.2510 |
1.2333 |
|
| R2 |
1.2458 |
1.2458 |
1.2321 |
|
| R1 |
1.2378 |
1.2378 |
1.2309 |
1.2352 |
| PP |
1.2326 |
1.2326 |
1.2326 |
1.2314 |
| S1 |
1.2246 |
1.2246 |
1.2285 |
1.2220 |
| S2 |
1.2194 |
1.2194 |
1.2273 |
|
| S3 |
1.2062 |
1.2114 |
1.2261 |
|
| S4 |
1.1930 |
1.1982 |
1.2224 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2964 |
1.2839 |
1.2411 |
|
| R3 |
1.2756 |
1.2631 |
1.2354 |
|
| R2 |
1.2548 |
1.2548 |
1.2335 |
|
| R1 |
1.2423 |
1.2423 |
1.2316 |
1.2382 |
| PP |
1.2340 |
1.2340 |
1.2340 |
1.2320 |
| S1 |
1.2215 |
1.2215 |
1.2278 |
1.2174 |
| S2 |
1.2132 |
1.2132 |
1.2259 |
|
| S3 |
1.1924 |
1.2007 |
1.2240 |
|
| S4 |
1.1716 |
1.1799 |
1.2183 |
|
|
| 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% |
0.0136 |
1.1% |
19% |
False |
False |
113,263 |
| 10 |
1.2466 |
1.2202 |
0.0264 |
2.1% |
0.0134 |
1.1% |
36% |
False |
False |
109,419 |
| 20 |
1.2466 |
1.2148 |
0.0318 |
2.6% |
0.0119 |
1.0% |
47% |
False |
False |
102,612 |
| 40 |
1.2466 |
1.1648 |
0.0818 |
6.7% |
0.0117 |
0.9% |
79% |
False |
False |
110,318 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.7% |
0.0115 |
0.9% |
79% |
False |
False |
78,941 |
| 80 |
1.2466 |
1.1373 |
0.1093 |
8.9% |
0.0112 |
0.9% |
85% |
False |
False |
59,269 |
| 100 |
1.2466 |
1.0968 |
0.1498 |
12.2% |
0.0107 |
0.9% |
89% |
False |
False |
47,429 |
| 120 |
1.2466 |
1.0827 |
0.1639 |
13.3% |
0.0092 |
0.8% |
90% |
False |
False |
39,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2968 |
|
2.618 |
1.2753 |
|
1.618 |
1.2621 |
|
1.000 |
1.2539 |
|
0.618 |
1.2489 |
|
HIGH |
1.2407 |
|
0.618 |
1.2357 |
|
0.500 |
1.2341 |
|
0.382 |
1.2325 |
|
LOW |
1.2275 |
|
0.618 |
1.2193 |
|
1.000 |
1.2143 |
|
1.618 |
1.2061 |
|
2.618 |
1.1929 |
|
4.250 |
1.1714 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2341 |
1.2337 |
| PP |
1.2326 |
1.2324 |
| S1 |
1.2312 |
1.2310 |
|