CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2325 |
1.2248 |
-0.0077 |
-0.6% |
1.2452 |
| High |
1.2420 |
1.2267 |
-0.0153 |
-1.2% |
1.2466 |
| Low |
1.2203 |
1.2080 |
-0.0123 |
-1.0% |
1.2258 |
| Close |
1.2254 |
1.2181 |
-0.0073 |
-0.6% |
1.2297 |
| Range |
0.0217 |
0.0187 |
-0.0030 |
-13.8% |
0.0208 |
| ATR |
0.0124 |
0.0129 |
0.0004 |
3.6% |
0.0000 |
| Volume |
163,852 |
183,002 |
19,150 |
11.7% |
566,317 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2737 |
1.2646 |
1.2284 |
|
| R3 |
1.2550 |
1.2459 |
1.2232 |
|
| R2 |
1.2363 |
1.2363 |
1.2215 |
|
| R1 |
1.2272 |
1.2272 |
1.2198 |
1.2224 |
| PP |
1.2176 |
1.2176 |
1.2176 |
1.2152 |
| S1 |
1.2085 |
1.2085 |
1.2164 |
1.2037 |
| S2 |
1.1989 |
1.1989 |
1.2147 |
|
| S3 |
1.1802 |
1.1898 |
1.2130 |
|
| S4 |
1.1615 |
1.1711 |
1.2078 |
|
|
| 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 |
1.2080 |
0.0340 |
2.8% |
0.0143 |
1.2% |
30% |
False |
True |
136,546 |
| 10 |
1.2466 |
1.2080 |
0.0386 |
3.2% |
0.0140 |
1.1% |
26% |
False |
True |
120,610 |
| 20 |
1.2466 |
1.2080 |
0.0386 |
3.2% |
0.0129 |
1.1% |
26% |
False |
True |
112,296 |
| 40 |
1.2466 |
1.1648 |
0.0818 |
6.7% |
0.0112 |
0.9% |
65% |
False |
False |
106,150 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.7% |
0.0119 |
1.0% |
65% |
False |
False |
86,030 |
| 80 |
1.2466 |
1.1373 |
0.1093 |
9.0% |
0.0115 |
0.9% |
74% |
False |
False |
64,590 |
| 100 |
1.2466 |
1.1084 |
0.1382 |
11.3% |
0.0110 |
0.9% |
79% |
False |
False |
51,689 |
| 120 |
1.2466 |
1.0827 |
0.1639 |
13.5% |
0.0095 |
0.8% |
83% |
False |
False |
43,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3062 |
|
2.618 |
1.2757 |
|
1.618 |
1.2570 |
|
1.000 |
1.2454 |
|
0.618 |
1.2383 |
|
HIGH |
1.2267 |
|
0.618 |
1.2196 |
|
0.500 |
1.2174 |
|
0.382 |
1.2151 |
|
LOW |
1.2080 |
|
0.618 |
1.1964 |
|
1.000 |
1.1893 |
|
1.618 |
1.1777 |
|
2.618 |
1.1590 |
|
4.250 |
1.1285 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2179 |
1.2250 |
| PP |
1.2176 |
1.2227 |
| S1 |
1.2174 |
1.2204 |
|