CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2007 |
1.2033 |
0.0026 |
0.2% |
1.2121 |
| High |
1.2085 |
1.2058 |
-0.0027 |
-0.2% |
1.2138 |
| Low |
1.1926 |
1.1955 |
0.0029 |
0.2% |
1.1936 |
| Close |
1.2024 |
1.1959 |
-0.0065 |
-0.5% |
1.1979 |
| Range |
0.0159 |
0.0103 |
-0.0056 |
-35.2% |
0.0202 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
149,705 |
109,762 |
-39,943 |
-26.7% |
540,890 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2300 |
1.2232 |
1.2016 |
|
| R3 |
1.2197 |
1.2129 |
1.1987 |
|
| R2 |
1.2094 |
1.2094 |
1.1978 |
|
| R1 |
1.2026 |
1.2026 |
1.1968 |
1.2009 |
| PP |
1.1991 |
1.1991 |
1.1991 |
1.1982 |
| S1 |
1.1923 |
1.1923 |
1.1950 |
1.1906 |
| S2 |
1.1888 |
1.1888 |
1.1940 |
|
| S3 |
1.1785 |
1.1820 |
1.1931 |
|
| S4 |
1.1682 |
1.1717 |
1.1902 |
|
|
| 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% |
0.0097 |
0.8% |
21% |
False |
False |
106,469 |
| 10 |
1.2250 |
1.1926 |
0.0324 |
2.7% |
0.0103 |
0.9% |
10% |
False |
False |
109,576 |
| 20 |
1.2466 |
1.1926 |
0.0540 |
4.5% |
0.0122 |
1.0% |
6% |
False |
False |
115,093 |
| 40 |
1.2466 |
1.1913 |
0.0553 |
4.6% |
0.0116 |
1.0% |
8% |
False |
False |
108,901 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.8% |
0.0114 |
1.0% |
38% |
False |
False |
104,102 |
| 80 |
1.2466 |
1.1584 |
0.0882 |
7.4% |
0.0115 |
1.0% |
43% |
False |
False |
78,263 |
| 100 |
1.2466 |
1.1246 |
0.1220 |
10.2% |
0.0112 |
0.9% |
58% |
False |
False |
62,641 |
| 120 |
1.2466 |
1.0909 |
0.1557 |
13.0% |
0.0103 |
0.9% |
67% |
False |
False |
52,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2496 |
|
2.618 |
1.2328 |
|
1.618 |
1.2225 |
|
1.000 |
1.2161 |
|
0.618 |
1.2122 |
|
HIGH |
1.2058 |
|
0.618 |
1.2019 |
|
0.500 |
1.2007 |
|
0.382 |
1.1994 |
|
LOW |
1.1955 |
|
0.618 |
1.1891 |
|
1.000 |
1.1852 |
|
1.618 |
1.1788 |
|
2.618 |
1.1685 |
|
4.250 |
1.1517 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2007 |
1.2006 |
| PP |
1.1991 |
1.1990 |
| S1 |
1.1975 |
1.1975 |
|