CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1985 |
1.2007 |
0.0022 |
0.2% |
1.2121 |
| High |
1.2017 |
1.2085 |
0.0068 |
0.6% |
1.2138 |
| Low |
1.1967 |
1.1926 |
-0.0041 |
-0.3% |
1.1936 |
| Close |
1.2010 |
1.2024 |
0.0014 |
0.1% |
1.1979 |
| Range |
0.0050 |
0.0159 |
0.0109 |
218.0% |
0.0202 |
| ATR |
0.0113 |
0.0116 |
0.0003 |
2.9% |
0.0000 |
| Volume |
79,421 |
149,705 |
70,284 |
88.5% |
540,890 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2489 |
1.2415 |
1.2111 |
|
| R3 |
1.2330 |
1.2256 |
1.2068 |
|
| R2 |
1.2171 |
1.2171 |
1.2053 |
|
| R1 |
1.2097 |
1.2097 |
1.2039 |
1.2134 |
| PP |
1.2012 |
1.2012 |
1.2012 |
1.2030 |
| S1 |
1.1938 |
1.1938 |
1.2009 |
1.1975 |
| S2 |
1.1853 |
1.1853 |
1.1995 |
|
| S3 |
1.1694 |
1.1779 |
1.1980 |
|
| S4 |
1.1535 |
1.1620 |
1.1937 |
|
|
| 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 |
1.2085 |
1.1926 |
0.0159 |
1.3% |
0.0092 |
0.8% |
62% |
True |
True |
102,605 |
| 10 |
1.2267 |
1.1926 |
0.0341 |
2.8% |
0.0112 |
0.9% |
29% |
False |
True |
116,900 |
| 20 |
1.2466 |
1.1926 |
0.0540 |
4.5% |
0.0121 |
1.0% |
18% |
False |
True |
114,932 |
| 40 |
1.2466 |
1.1901 |
0.0565 |
4.7% |
0.0116 |
1.0% |
22% |
False |
False |
108,121 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.8% |
0.0115 |
1.0% |
46% |
False |
False |
102,315 |
| 80 |
1.2466 |
1.1584 |
0.0882 |
7.3% |
0.0115 |
1.0% |
50% |
False |
False |
76,892 |
| 100 |
1.2466 |
1.1246 |
0.1220 |
10.1% |
0.0112 |
0.9% |
64% |
False |
False |
61,544 |
| 120 |
1.2466 |
1.0909 |
0.1557 |
12.9% |
0.0103 |
0.9% |
72% |
False |
False |
51,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2761 |
|
2.618 |
1.2501 |
|
1.618 |
1.2342 |
|
1.000 |
1.2244 |
|
0.618 |
1.2183 |
|
HIGH |
1.2085 |
|
0.618 |
1.2024 |
|
0.500 |
1.2006 |
|
0.382 |
1.1987 |
|
LOW |
1.1926 |
|
0.618 |
1.1828 |
|
1.000 |
1.1767 |
|
1.618 |
1.1669 |
|
2.618 |
1.1510 |
|
4.250 |
1.1250 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2018 |
1.2018 |
| PP |
1.2012 |
1.2012 |
| S1 |
1.2006 |
1.2006 |
|