CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2248 |
1.2166 |
-0.0082 |
-0.7% |
1.2452 |
| High |
1.2267 |
1.2192 |
-0.0075 |
-0.6% |
1.2466 |
| Low |
1.2080 |
1.2108 |
0.0028 |
0.2% |
1.2258 |
| Close |
1.2181 |
1.2128 |
-0.0053 |
-0.4% |
1.2297 |
| Range |
0.0187 |
0.0084 |
-0.0103 |
-55.1% |
0.0208 |
| ATR |
0.0129 |
0.0125 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
183,002 |
81,263 |
-101,739 |
-55.6% |
566,317 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2395 |
1.2345 |
1.2174 |
|
| R3 |
1.2311 |
1.2261 |
1.2151 |
|
| R2 |
1.2227 |
1.2227 |
1.2143 |
|
| R1 |
1.2177 |
1.2177 |
1.2136 |
1.2160 |
| PP |
1.2143 |
1.2143 |
1.2143 |
1.2134 |
| S1 |
1.2093 |
1.2093 |
1.2120 |
1.2076 |
| S2 |
1.2059 |
1.2059 |
1.2113 |
|
| S3 |
1.1975 |
1.2009 |
1.2105 |
|
| S4 |
1.1891 |
1.1925 |
1.2082 |
|
|
| 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% |
0.0137 |
1.1% |
14% |
False |
False |
129,198 |
| 10 |
1.2466 |
1.2080 |
0.0386 |
3.2% |
0.0135 |
1.1% |
12% |
False |
False |
118,455 |
| 20 |
1.2466 |
1.2080 |
0.0386 |
3.2% |
0.0126 |
1.0% |
12% |
False |
False |
109,726 |
| 40 |
1.2466 |
1.1649 |
0.0817 |
6.7% |
0.0112 |
0.9% |
59% |
False |
False |
104,830 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.7% |
0.0118 |
1.0% |
59% |
False |
False |
87,381 |
| 80 |
1.2466 |
1.1373 |
0.1093 |
9.0% |
0.0115 |
0.9% |
69% |
False |
False |
65,605 |
| 100 |
1.2466 |
1.1159 |
0.1307 |
10.8% |
0.0110 |
0.9% |
74% |
False |
False |
52,502 |
| 120 |
1.2466 |
1.0827 |
0.1639 |
13.5% |
0.0096 |
0.8% |
79% |
False |
False |
43,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2549 |
|
2.618 |
1.2412 |
|
1.618 |
1.2328 |
|
1.000 |
1.2276 |
|
0.618 |
1.2244 |
|
HIGH |
1.2192 |
|
0.618 |
1.2160 |
|
0.500 |
1.2150 |
|
0.382 |
1.2140 |
|
LOW |
1.2108 |
|
0.618 |
1.2056 |
|
1.000 |
1.2024 |
|
1.618 |
1.1972 |
|
2.618 |
1.1888 |
|
4.250 |
1.1751 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2150 |
1.2250 |
| PP |
1.2143 |
1.2209 |
| S1 |
1.2135 |
1.2169 |
|