CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 22-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1983 |
1.1985 |
0.0002 |
0.0% |
1.2121 |
| High |
1.2030 |
1.2017 |
-0.0013 |
-0.1% |
1.2138 |
| Low |
1.1956 |
1.1967 |
0.0011 |
0.1% |
1.1936 |
| Close |
1.1979 |
1.2010 |
0.0031 |
0.3% |
1.1979 |
| Range |
0.0074 |
0.0050 |
-0.0024 |
-32.4% |
0.0202 |
| ATR |
0.0117 |
0.0113 |
-0.0005 |
-4.1% |
0.0000 |
| Volume |
73,927 |
79,421 |
5,494 |
7.4% |
540,890 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2148 |
1.2129 |
1.2038 |
|
| R3 |
1.2098 |
1.2079 |
1.2024 |
|
| R2 |
1.2048 |
1.2048 |
1.2019 |
|
| R1 |
1.2029 |
1.2029 |
1.2015 |
1.2039 |
| PP |
1.1998 |
1.1998 |
1.1998 |
1.2003 |
| S1 |
1.1979 |
1.1979 |
1.2005 |
1.1989 |
| S2 |
1.1948 |
1.1948 |
1.2001 |
|
| S3 |
1.1898 |
1.1929 |
1.1996 |
|
| S4 |
1.1848 |
1.1879 |
1.1983 |
|
|
| 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 |
1.2074 |
1.1936 |
0.0138 |
1.1% |
0.0082 |
0.7% |
54% |
False |
False |
98,842 |
| 10 |
1.2420 |
1.1936 |
0.0484 |
4.0% |
0.0118 |
1.0% |
15% |
False |
False |
118,315 |
| 20 |
1.2466 |
1.1936 |
0.0530 |
4.4% |
0.0121 |
1.0% |
14% |
False |
False |
112,916 |
| 40 |
1.2466 |
1.1865 |
0.0601 |
5.0% |
0.0114 |
0.9% |
24% |
False |
False |
106,917 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.8% |
0.0114 |
1.0% |
44% |
False |
False |
99,853 |
| 80 |
1.2466 |
1.1570 |
0.0896 |
7.5% |
0.0115 |
1.0% |
49% |
False |
False |
75,021 |
| 100 |
1.2466 |
1.1246 |
0.1220 |
10.2% |
0.0111 |
0.9% |
63% |
False |
False |
60,049 |
| 120 |
1.2466 |
1.0909 |
0.1557 |
13.0% |
0.0101 |
0.8% |
71% |
False |
False |
50,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2230 |
|
2.618 |
1.2148 |
|
1.618 |
1.2098 |
|
1.000 |
1.2067 |
|
0.618 |
1.2048 |
|
HIGH |
1.2017 |
|
0.618 |
1.1998 |
|
0.500 |
1.1992 |
|
0.382 |
1.1986 |
|
LOW |
1.1967 |
|
0.618 |
1.1936 |
|
1.000 |
1.1917 |
|
1.618 |
1.1886 |
|
2.618 |
1.1836 |
|
4.250 |
1.1755 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2004 |
1.2002 |
| PP |
1.1998 |
1.1994 |
| S1 |
1.1992 |
1.1986 |
|