CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2121 |
1.2035 |
-0.0086 |
-0.7% |
1.2307 |
| High |
1.2138 |
1.2074 |
-0.0064 |
-0.5% |
1.2420 |
| Low |
1.2010 |
1.1964 |
-0.0046 |
-0.4% |
1.2080 |
| Close |
1.2047 |
1.2009 |
-0.0038 |
-0.3% |
1.2134 |
| Range |
0.0128 |
0.0110 |
-0.0018 |
-14.1% |
0.0340 |
| ATR |
0.0127 |
0.0126 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
126,101 |
130,889 |
4,788 |
3.8% |
642,148 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2346 |
1.2287 |
1.2070 |
|
| R3 |
1.2236 |
1.2177 |
1.2039 |
|
| R2 |
1.2126 |
1.2126 |
1.2029 |
|
| R1 |
1.2067 |
1.2067 |
1.2019 |
1.2042 |
| PP |
1.2016 |
1.2016 |
1.2016 |
1.2003 |
| S1 |
1.1957 |
1.1957 |
1.1999 |
1.1932 |
| S2 |
1.1906 |
1.1906 |
1.1989 |
|
| S3 |
1.1796 |
1.1847 |
1.1979 |
|
| S4 |
1.1686 |
1.1737 |
1.1949 |
|
|
| 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 |
1.2267 |
1.1964 |
0.0303 |
2.5% |
0.0132 |
1.1% |
15% |
False |
True |
131,196 |
| 10 |
1.2420 |
1.1964 |
0.0456 |
3.8% |
0.0134 |
1.1% |
10% |
False |
True |
128,999 |
| 20 |
1.2466 |
1.1964 |
0.0502 |
4.2% |
0.0131 |
1.1% |
9% |
False |
True |
114,178 |
| 40 |
1.2466 |
1.1719 |
0.0747 |
6.2% |
0.0117 |
1.0% |
39% |
False |
False |
107,824 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.8% |
0.0118 |
1.0% |
44% |
False |
False |
93,881 |
| 80 |
1.2466 |
1.1373 |
0.1093 |
9.1% |
0.0115 |
1.0% |
58% |
False |
False |
70,495 |
| 100 |
1.2466 |
1.1246 |
0.1220 |
10.2% |
0.0112 |
0.9% |
63% |
False |
False |
56,417 |
| 120 |
1.2466 |
1.0827 |
0.1639 |
13.6% |
0.0099 |
0.8% |
72% |
False |
False |
47,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2542 |
|
2.618 |
1.2362 |
|
1.618 |
1.2252 |
|
1.000 |
1.2184 |
|
0.618 |
1.2142 |
|
HIGH |
1.2074 |
|
0.618 |
1.2032 |
|
0.500 |
1.2019 |
|
0.382 |
1.2006 |
|
LOW |
1.1964 |
|
0.618 |
1.1896 |
|
1.000 |
1.1854 |
|
1.618 |
1.1786 |
|
2.618 |
1.1676 |
|
4.250 |
1.1497 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2019 |
1.2107 |
| PP |
1.2016 |
1.2074 |
| S1 |
1.2012 |
1.2042 |
|