CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 30-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1895 |
1.1872 |
-0.0023 |
-0.2% |
1.1985 |
| High |
1.1932 |
1.1989 |
0.0057 |
0.5% |
1.2085 |
| Low |
1.1849 |
1.1865 |
0.0016 |
0.1% |
1.1880 |
| Close |
1.1873 |
1.1959 |
0.0086 |
0.7% |
1.1904 |
| Range |
0.0083 |
0.0124 |
0.0041 |
49.4% |
0.0205 |
| ATR |
0.0112 |
0.0113 |
0.0001 |
0.7% |
0.0000 |
| Volume |
84,628 |
140,034 |
55,406 |
65.5% |
450,294 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2310 |
1.2258 |
1.2027 |
|
| R3 |
1.2186 |
1.2134 |
1.1993 |
|
| R2 |
1.2062 |
1.2062 |
1.1982 |
|
| R1 |
1.2010 |
1.2010 |
1.1970 |
1.2036 |
| PP |
1.1938 |
1.1938 |
1.1938 |
1.1951 |
| S1 |
1.1886 |
1.1886 |
1.1948 |
1.1912 |
| S2 |
1.1814 |
1.1814 |
1.1936 |
|
| S3 |
1.1690 |
1.1762 |
1.1925 |
|
| S4 |
1.1566 |
1.1638 |
1.1891 |
|
|
| 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 |
1.1849 |
0.0236 |
2.0% |
0.0116 |
1.0% |
47% |
False |
False |
119,107 |
| 10 |
1.2085 |
1.1849 |
0.0236 |
2.0% |
0.0099 |
0.8% |
47% |
False |
False |
108,974 |
| 20 |
1.2432 |
1.1849 |
0.0583 |
4.9% |
0.0115 |
1.0% |
19% |
False |
False |
116,326 |
| 40 |
1.2466 |
1.1849 |
0.0617 |
5.2% |
0.0118 |
1.0% |
18% |
False |
False |
109,689 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.8% |
0.0115 |
1.0% |
38% |
False |
False |
109,300 |
| 80 |
1.2466 |
1.1592 |
0.0874 |
7.3% |
0.0115 |
1.0% |
42% |
False |
False |
82,450 |
| 100 |
1.2466 |
1.1267 |
0.1199 |
10.0% |
0.0113 |
0.9% |
58% |
False |
False |
66,001 |
| 120 |
1.2466 |
1.0909 |
0.1557 |
13.0% |
0.0106 |
0.9% |
67% |
False |
False |
55,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2516 |
|
2.618 |
1.2314 |
|
1.618 |
1.2190 |
|
1.000 |
1.2113 |
|
0.618 |
1.2066 |
|
HIGH |
1.1989 |
|
0.618 |
1.1942 |
|
0.500 |
1.1927 |
|
0.382 |
1.1912 |
|
LOW |
1.1865 |
|
0.618 |
1.1788 |
|
1.000 |
1.1741 |
|
1.618 |
1.1664 |
|
2.618 |
1.1540 |
|
4.250 |
1.1338 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1948 |
1.1946 |
| PP |
1.1938 |
1.1933 |
| S1 |
1.1927 |
1.1921 |
|