CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1997 |
1.2024 |
0.0027 |
0.2% |
1.2307 |
| High |
1.2046 |
1.2036 |
-0.0010 |
-0.1% |
1.2420 |
| Low |
1.1971 |
1.1936 |
-0.0035 |
-0.3% |
1.2080 |
| Close |
1.2011 |
1.1985 |
-0.0026 |
-0.2% |
1.2134 |
| Range |
0.0075 |
0.0100 |
0.0025 |
33.3% |
0.0340 |
| ATR |
0.0122 |
0.0121 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
90,441 |
119,532 |
29,091 |
32.2% |
642,148 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2286 |
1.2235 |
1.2040 |
|
| R3 |
1.2186 |
1.2135 |
1.2013 |
|
| R2 |
1.2086 |
1.2086 |
1.2003 |
|
| R1 |
1.2035 |
1.2035 |
1.1994 |
1.2011 |
| PP |
1.1986 |
1.1986 |
1.1986 |
1.1973 |
| S1 |
1.1935 |
1.1935 |
1.1976 |
1.1911 |
| S2 |
1.1886 |
1.1886 |
1.1967 |
|
| S3 |
1.1786 |
1.1835 |
1.1958 |
|
| S4 |
1.1686 |
1.1735 |
1.1930 |
|
|
| 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 |
1.1936 |
0.0314 |
2.6% |
0.0113 |
0.9% |
16% |
False |
True |
120,338 |
| 10 |
1.2420 |
1.1936 |
0.0484 |
4.0% |
0.0125 |
1.0% |
10% |
False |
True |
124,768 |
| 20 |
1.2466 |
1.1936 |
0.0530 |
4.4% |
0.0127 |
1.1% |
9% |
False |
True |
113,880 |
| 40 |
1.2466 |
1.1719 |
0.0747 |
6.2% |
0.0116 |
1.0% |
36% |
False |
False |
107,965 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.8% |
0.0118 |
1.0% |
41% |
False |
False |
97,328 |
| 80 |
1.2466 |
1.1536 |
0.0930 |
7.8% |
0.0115 |
1.0% |
48% |
False |
False |
73,112 |
| 100 |
1.2466 |
1.1246 |
0.1220 |
10.2% |
0.0112 |
0.9% |
61% |
False |
False |
58,516 |
| 120 |
1.2466 |
1.0827 |
0.1639 |
13.7% |
0.0100 |
0.8% |
71% |
False |
False |
48,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2461 |
|
2.618 |
1.2298 |
|
1.618 |
1.2198 |
|
1.000 |
1.2136 |
|
0.618 |
1.2098 |
|
HIGH |
1.2036 |
|
0.618 |
1.1998 |
|
0.500 |
1.1986 |
|
0.382 |
1.1974 |
|
LOW |
1.1936 |
|
0.618 |
1.1874 |
|
1.000 |
1.1836 |
|
1.618 |
1.1774 |
|
2.618 |
1.1674 |
|
4.250 |
1.1511 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1986 |
1.2005 |
| PP |
1.1986 |
1.1998 |
| S1 |
1.1985 |
1.1992 |
|