CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 26-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2033 |
1.1979 |
-0.0054 |
-0.4% |
1.1985 |
| High |
1.2058 |
1.1992 |
-0.0066 |
-0.5% |
1.2085 |
| Low |
1.1955 |
1.1880 |
-0.0075 |
-0.6% |
1.1880 |
| Close |
1.1959 |
1.1904 |
-0.0055 |
-0.5% |
1.1904 |
| Range |
0.0103 |
0.0112 |
0.0009 |
8.7% |
0.0205 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
109,762 |
111,406 |
1,644 |
1.5% |
450,294 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2261 |
1.2195 |
1.1966 |
|
| R3 |
1.2149 |
1.2083 |
1.1935 |
|
| R2 |
1.2037 |
1.2037 |
1.1925 |
|
| R1 |
1.1971 |
1.1971 |
1.1914 |
1.1948 |
| PP |
1.1925 |
1.1925 |
1.1925 |
1.1914 |
| S1 |
1.1859 |
1.1859 |
1.1894 |
1.1836 |
| S2 |
1.1813 |
1.1813 |
1.1883 |
|
| S3 |
1.1701 |
1.1747 |
1.1873 |
|
| S4 |
1.1589 |
1.1635 |
1.1842 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2571 |
1.2443 |
1.2017 |
|
| R3 |
1.2366 |
1.2238 |
1.1960 |
|
| R2 |
1.2161 |
1.2161 |
1.1942 |
|
| R1 |
1.2033 |
1.2033 |
1.1923 |
1.1995 |
| PP |
1.1956 |
1.1956 |
1.1956 |
1.1937 |
| S1 |
1.1828 |
1.1828 |
1.1885 |
1.1790 |
| S2 |
1.1751 |
1.1751 |
1.1866 |
|
| S3 |
1.1546 |
1.1623 |
1.1848 |
|
| S4 |
1.1341 |
1.1418 |
1.1791 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2085 |
1.1880 |
0.0205 |
1.7% |
0.0100 |
0.8% |
12% |
False |
True |
104,844 |
| 10 |
1.2250 |
1.1880 |
0.0370 |
3.1% |
0.0106 |
0.9% |
6% |
False |
True |
112,591 |
| 20 |
1.2466 |
1.1880 |
0.0586 |
4.9% |
0.0121 |
1.0% |
4% |
False |
True |
115,523 |
| 40 |
1.2466 |
1.1880 |
0.0586 |
4.9% |
0.0117 |
1.0% |
4% |
False |
True |
108,505 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.9% |
0.0115 |
1.0% |
31% |
False |
False |
105,909 |
| 80 |
1.2466 |
1.1592 |
0.0874 |
7.3% |
0.0115 |
1.0% |
36% |
False |
False |
79,651 |
| 100 |
1.2466 |
1.1246 |
0.1220 |
10.2% |
0.0112 |
0.9% |
54% |
False |
False |
63,755 |
| 120 |
1.2466 |
1.0909 |
0.1557 |
13.1% |
0.0104 |
0.9% |
64% |
False |
False |
53,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2468 |
|
2.618 |
1.2285 |
|
1.618 |
1.2173 |
|
1.000 |
1.2104 |
|
0.618 |
1.2061 |
|
HIGH |
1.1992 |
|
0.618 |
1.1949 |
|
0.500 |
1.1936 |
|
0.382 |
1.1923 |
|
LOW |
1.1880 |
|
0.618 |
1.1811 |
|
1.000 |
1.1768 |
|
1.618 |
1.1699 |
|
2.618 |
1.1587 |
|
4.250 |
1.1404 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1936 |
1.1983 |
| PP |
1.1925 |
1.1956 |
| S1 |
1.1915 |
1.1930 |
|