CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2024 |
1.1983 |
-0.0041 |
-0.3% |
1.2121 |
| High |
1.2036 |
1.2030 |
-0.0006 |
0.0% |
1.2138 |
| Low |
1.1936 |
1.1956 |
0.0020 |
0.2% |
1.1936 |
| Close |
1.1985 |
1.1979 |
-0.0006 |
-0.1% |
1.1979 |
| Range |
0.0100 |
0.0074 |
-0.0026 |
-26.0% |
0.0202 |
| ATR |
0.0121 |
0.0117 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
119,532 |
73,927 |
-45,605 |
-38.2% |
540,890 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2210 |
1.2169 |
1.2020 |
|
| R3 |
1.2136 |
1.2095 |
1.1999 |
|
| R2 |
1.2062 |
1.2062 |
1.1993 |
|
| R1 |
1.2021 |
1.2021 |
1.1986 |
1.2005 |
| PP |
1.1988 |
1.1988 |
1.1988 |
1.1980 |
| S1 |
1.1947 |
1.1947 |
1.1972 |
1.1931 |
| S2 |
1.1914 |
1.1914 |
1.1965 |
|
| S3 |
1.1840 |
1.1873 |
1.1959 |
|
| S4 |
1.1766 |
1.1799 |
1.1938 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2624 |
1.2503 |
1.2090 |
|
| R3 |
1.2422 |
1.2301 |
1.2035 |
|
| R2 |
1.2220 |
1.2220 |
1.2016 |
|
| R1 |
1.2099 |
1.2099 |
1.1998 |
1.2059 |
| PP |
1.2018 |
1.2018 |
1.2018 |
1.1997 |
| S1 |
1.1897 |
1.1897 |
1.1960 |
1.1857 |
| S2 |
1.1816 |
1.1816 |
1.1942 |
|
| S3 |
1.1614 |
1.1695 |
1.1923 |
|
| S4 |
1.1412 |
1.1493 |
1.1868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2138 |
1.1936 |
0.0202 |
1.7% |
0.0097 |
0.8% |
21% |
False |
False |
108,178 |
| 10 |
1.2420 |
1.1936 |
0.0484 |
4.0% |
0.0119 |
1.0% |
9% |
False |
False |
118,303 |
| 20 |
1.2466 |
1.1936 |
0.0530 |
4.4% |
0.0127 |
1.1% |
8% |
False |
False |
113,861 |
| 40 |
1.2466 |
1.1858 |
0.0608 |
5.1% |
0.0114 |
0.9% |
20% |
False |
False |
106,522 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.8% |
0.0117 |
1.0% |
40% |
False |
False |
98,551 |
| 80 |
1.2466 |
1.1549 |
0.0917 |
7.7% |
0.0115 |
1.0% |
47% |
False |
False |
74,032 |
| 100 |
1.2466 |
1.1246 |
0.1220 |
10.2% |
0.0111 |
0.9% |
60% |
False |
False |
59,255 |
| 120 |
1.2466 |
1.0900 |
0.1566 |
13.1% |
0.0101 |
0.8% |
69% |
False |
False |
49,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2345 |
|
2.618 |
1.2224 |
|
1.618 |
1.2150 |
|
1.000 |
1.2104 |
|
0.618 |
1.2076 |
|
HIGH |
1.2030 |
|
0.618 |
1.2002 |
|
0.500 |
1.1993 |
|
0.382 |
1.1984 |
|
LOW |
1.1956 |
|
0.618 |
1.1910 |
|
1.000 |
1.1882 |
|
1.618 |
1.1836 |
|
2.618 |
1.1762 |
|
4.250 |
1.1642 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1993 |
1.1991 |
| PP |
1.1988 |
1.1987 |
| S1 |
1.1984 |
1.1983 |
|