CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1872 |
1.1956 |
0.0084 |
0.7% |
1.1985 |
| High |
1.1989 |
1.1995 |
0.0006 |
0.1% |
1.2085 |
| Low |
1.1865 |
1.1838 |
-0.0027 |
-0.2% |
1.1880 |
| Close |
1.1959 |
1.1878 |
-0.0081 |
-0.7% |
1.1904 |
| Range |
0.0124 |
0.0157 |
0.0033 |
26.6% |
0.0205 |
| ATR |
0.0113 |
0.0116 |
0.0003 |
2.8% |
0.0000 |
| Volume |
140,034 |
161,494 |
21,460 |
15.3% |
450,294 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2375 |
1.2283 |
1.1964 |
|
| R3 |
1.2218 |
1.2126 |
1.1921 |
|
| R2 |
1.2061 |
1.2061 |
1.1907 |
|
| R1 |
1.1969 |
1.1969 |
1.1892 |
1.1937 |
| PP |
1.1904 |
1.1904 |
1.1904 |
1.1887 |
| S1 |
1.1812 |
1.1812 |
1.1864 |
1.1780 |
| S2 |
1.1747 |
1.1747 |
1.1849 |
|
| S3 |
1.1590 |
1.1655 |
1.1835 |
|
| S4 |
1.1433 |
1.1498 |
1.1792 |
|
|
| 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 |
1.2058 |
1.1838 |
0.0220 |
1.9% |
0.0116 |
1.0% |
18% |
False |
True |
121,464 |
| 10 |
1.2085 |
1.1838 |
0.0247 |
2.1% |
0.0104 |
0.9% |
16% |
False |
True |
112,035 |
| 20 |
1.2420 |
1.1838 |
0.0582 |
4.9% |
0.0119 |
1.0% |
7% |
False |
True |
120,517 |
| 40 |
1.2466 |
1.1838 |
0.0628 |
5.3% |
0.0118 |
1.0% |
6% |
False |
True |
110,010 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.9% |
0.0115 |
1.0% |
28% |
False |
False |
111,743 |
| 80 |
1.2466 |
1.1592 |
0.0874 |
7.4% |
0.0115 |
1.0% |
33% |
False |
False |
84,467 |
| 100 |
1.2466 |
1.1267 |
0.1199 |
10.1% |
0.0113 |
1.0% |
51% |
False |
False |
67,615 |
| 120 |
1.2466 |
1.0936 |
0.1530 |
12.9% |
0.0107 |
0.9% |
62% |
False |
False |
56,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2662 |
|
2.618 |
1.2406 |
|
1.618 |
1.2249 |
|
1.000 |
1.2152 |
|
0.618 |
1.2092 |
|
HIGH |
1.1995 |
|
0.618 |
1.1935 |
|
0.500 |
1.1917 |
|
0.382 |
1.1898 |
|
LOW |
1.1838 |
|
0.618 |
1.1741 |
|
1.000 |
1.1681 |
|
1.618 |
1.1584 |
|
2.618 |
1.1427 |
|
4.250 |
1.1171 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1917 |
1.1917 |
| PP |
1.1904 |
1.1904 |
| S1 |
1.1891 |
1.1891 |
|