CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2307 |
1.2325 |
0.0018 |
0.1% |
1.2452 |
| High |
1.2349 |
1.2420 |
0.0071 |
0.6% |
1.2466 |
| Low |
1.2282 |
1.2203 |
-0.0079 |
-0.6% |
1.2258 |
| Close |
1.2317 |
1.2254 |
-0.0063 |
-0.5% |
1.2297 |
| Range |
0.0067 |
0.0217 |
0.0150 |
223.9% |
0.0208 |
| ATR |
0.0117 |
0.0124 |
0.0007 |
6.1% |
0.0000 |
| Volume |
79,304 |
163,852 |
84,548 |
106.6% |
566,317 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2943 |
1.2816 |
1.2373 |
|
| R3 |
1.2726 |
1.2599 |
1.2314 |
|
| R2 |
1.2509 |
1.2509 |
1.2294 |
|
| R1 |
1.2382 |
1.2382 |
1.2274 |
1.2337 |
| PP |
1.2292 |
1.2292 |
1.2292 |
1.2270 |
| S1 |
1.2165 |
1.2165 |
1.2234 |
1.2120 |
| S2 |
1.2075 |
1.2075 |
1.2214 |
|
| S3 |
1.1858 |
1.1948 |
1.2194 |
|
| S4 |
1.1641 |
1.1731 |
1.2135 |
|
|
| 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 |
1.2420 |
1.2203 |
0.0217 |
1.8% |
0.0136 |
1.1% |
24% |
True |
True |
126,802 |
| 10 |
1.2466 |
1.2202 |
0.0264 |
2.2% |
0.0131 |
1.1% |
20% |
False |
False |
112,963 |
| 20 |
1.2466 |
1.2200 |
0.0266 |
2.2% |
0.0122 |
1.0% |
20% |
False |
False |
107,749 |
| 40 |
1.2466 |
1.1648 |
0.0818 |
6.7% |
0.0118 |
1.0% |
74% |
False |
False |
109,781 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.7% |
0.0117 |
1.0% |
74% |
False |
False |
82,984 |
| 80 |
1.2466 |
1.1373 |
0.1093 |
8.9% |
0.0113 |
0.9% |
81% |
False |
False |
62,304 |
| 100 |
1.2466 |
1.1025 |
0.1441 |
11.8% |
0.0108 |
0.9% |
85% |
False |
False |
49,860 |
| 120 |
1.2466 |
1.0827 |
0.1639 |
13.4% |
0.0093 |
0.8% |
87% |
False |
False |
41,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3342 |
|
2.618 |
1.2988 |
|
1.618 |
1.2771 |
|
1.000 |
1.2637 |
|
0.618 |
1.2554 |
|
HIGH |
1.2420 |
|
0.618 |
1.2337 |
|
0.500 |
1.2312 |
|
0.382 |
1.2286 |
|
LOW |
1.2203 |
|
0.618 |
1.2069 |
|
1.000 |
1.1986 |
|
1.618 |
1.1852 |
|
2.618 |
1.1635 |
|
4.250 |
1.1281 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2312 |
1.2312 |
| PP |
1.2292 |
1.2292 |
| S1 |
1.2273 |
1.2273 |
|