CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2127 |
1.2121 |
-0.0006 |
0.0% |
1.2307 |
| High |
1.2250 |
1.2138 |
-0.0112 |
-0.9% |
1.2420 |
| Low |
1.2100 |
1.2010 |
-0.0090 |
-0.7% |
1.2080 |
| Close |
1.2134 |
1.2047 |
-0.0087 |
-0.7% |
1.2134 |
| Range |
0.0150 |
0.0128 |
-0.0022 |
-14.7% |
0.0340 |
| ATR |
0.0127 |
0.0127 |
0.0000 |
0.1% |
0.0000 |
| Volume |
134,727 |
126,101 |
-8,626 |
-6.4% |
642,148 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2449 |
1.2376 |
1.2117 |
|
| R3 |
1.2321 |
1.2248 |
1.2082 |
|
| R2 |
1.2193 |
1.2193 |
1.2070 |
|
| R1 |
1.2120 |
1.2120 |
1.2059 |
1.2093 |
| PP |
1.2065 |
1.2065 |
1.2065 |
1.2051 |
| S1 |
1.1992 |
1.1992 |
1.2035 |
1.1965 |
| S2 |
1.1937 |
1.1937 |
1.2024 |
|
| S3 |
1.1809 |
1.1864 |
1.2012 |
|
| S4 |
1.1681 |
1.1736 |
1.1977 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3231 |
1.3023 |
1.2321 |
|
| R3 |
1.2891 |
1.2683 |
1.2228 |
|
| R2 |
1.2551 |
1.2551 |
1.2196 |
|
| R1 |
1.2343 |
1.2343 |
1.2165 |
1.2277 |
| PP |
1.2211 |
1.2211 |
1.2211 |
1.2179 |
| S1 |
1.2003 |
1.2003 |
1.2103 |
1.1937 |
| S2 |
1.1871 |
1.1871 |
1.2072 |
|
| S3 |
1.1531 |
1.1663 |
1.2041 |
|
| S4 |
1.1191 |
1.1323 |
1.1947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2420 |
1.2010 |
0.0410 |
3.4% |
0.0153 |
1.3% |
9% |
False |
True |
137,789 |
| 10 |
1.2432 |
1.2010 |
0.0422 |
3.5% |
0.0131 |
1.1% |
9% |
False |
True |
123,679 |
| 20 |
1.2466 |
1.2010 |
0.0456 |
3.8% |
0.0132 |
1.1% |
8% |
False |
True |
113,679 |
| 40 |
1.2466 |
1.1672 |
0.0794 |
6.6% |
0.0117 |
1.0% |
47% |
False |
False |
107,645 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.8% |
0.0120 |
1.0% |
49% |
False |
False |
91,715 |
| 80 |
1.2466 |
1.1373 |
0.1093 |
9.1% |
0.0116 |
1.0% |
62% |
False |
False |
68,862 |
| 100 |
1.2466 |
1.1219 |
0.1247 |
10.4% |
0.0111 |
0.9% |
66% |
False |
False |
55,109 |
| 120 |
1.2466 |
1.0827 |
0.1639 |
13.6% |
0.0098 |
0.8% |
74% |
False |
False |
45,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2682 |
|
2.618 |
1.2473 |
|
1.618 |
1.2345 |
|
1.000 |
1.2266 |
|
0.618 |
1.2217 |
|
HIGH |
1.2138 |
|
0.618 |
1.2089 |
|
0.500 |
1.2074 |
|
0.382 |
1.2059 |
|
LOW |
1.2010 |
|
0.618 |
1.1931 |
|
1.000 |
1.1882 |
|
1.618 |
1.1803 |
|
2.618 |
1.1675 |
|
4.250 |
1.1466 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2074 |
1.2130 |
| PP |
1.2065 |
1.2102 |
| S1 |
1.2056 |
1.2075 |
|