CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2035 |
1.1997 |
-0.0038 |
-0.3% |
1.2307 |
| High |
1.2074 |
1.2046 |
-0.0028 |
-0.2% |
1.2420 |
| Low |
1.1964 |
1.1971 |
0.0007 |
0.1% |
1.2080 |
| Close |
1.2009 |
1.2011 |
0.0002 |
0.0% |
1.2134 |
| Range |
0.0110 |
0.0075 |
-0.0035 |
-31.8% |
0.0340 |
| ATR |
0.0126 |
0.0122 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
130,889 |
90,441 |
-40,448 |
-30.9% |
642,148 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2234 |
1.2198 |
1.2052 |
|
| R3 |
1.2159 |
1.2123 |
1.2032 |
|
| R2 |
1.2084 |
1.2084 |
1.2025 |
|
| R1 |
1.2048 |
1.2048 |
1.2018 |
1.2066 |
| PP |
1.2009 |
1.2009 |
1.2009 |
1.2019 |
| S1 |
1.1973 |
1.1973 |
1.2004 |
1.1991 |
| S2 |
1.1934 |
1.1934 |
1.1997 |
|
| S3 |
1.1859 |
1.1898 |
1.1990 |
|
| S4 |
1.1784 |
1.1823 |
1.1970 |
|
|
| 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 |
1.2250 |
1.1964 |
0.0286 |
2.4% |
0.0109 |
0.9% |
16% |
False |
False |
112,684 |
| 10 |
1.2420 |
1.1964 |
0.0456 |
3.8% |
0.0126 |
1.0% |
10% |
False |
False |
124,615 |
| 20 |
1.2466 |
1.1964 |
0.0502 |
4.2% |
0.0129 |
1.1% |
9% |
False |
False |
113,482 |
| 40 |
1.2466 |
1.1719 |
0.0747 |
6.2% |
0.0115 |
1.0% |
39% |
False |
False |
107,003 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.8% |
0.0117 |
1.0% |
44% |
False |
False |
95,346 |
| 80 |
1.2466 |
1.1456 |
0.1010 |
8.4% |
0.0115 |
1.0% |
55% |
False |
False |
71,622 |
| 100 |
1.2466 |
1.1246 |
0.1220 |
10.2% |
0.0112 |
0.9% |
63% |
False |
False |
57,322 |
| 120 |
1.2466 |
1.0827 |
0.1639 |
13.6% |
0.0099 |
0.8% |
72% |
False |
False |
47,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2365 |
|
2.618 |
1.2242 |
|
1.618 |
1.2167 |
|
1.000 |
1.2121 |
|
0.618 |
1.2092 |
|
HIGH |
1.2046 |
|
0.618 |
1.2017 |
|
0.500 |
1.2009 |
|
0.382 |
1.2000 |
|
LOW |
1.1971 |
|
0.618 |
1.1925 |
|
1.000 |
1.1896 |
|
1.618 |
1.1850 |
|
2.618 |
1.1775 |
|
4.250 |
1.1652 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2010 |
1.2051 |
| PP |
1.2009 |
1.2038 |
| S1 |
1.2009 |
1.2024 |
|