CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1956 |
1.1884 |
-0.0072 |
-0.6% |
1.1985 |
| High |
1.1995 |
1.1980 |
-0.0015 |
-0.1% |
1.2085 |
| Low |
1.1838 |
1.1853 |
0.0015 |
0.1% |
1.1880 |
| Close |
1.1878 |
1.1914 |
0.0036 |
0.3% |
1.1904 |
| Range |
0.0157 |
0.0127 |
-0.0030 |
-19.1% |
0.0205 |
| ATR |
0.0116 |
0.0117 |
0.0001 |
0.6% |
0.0000 |
| Volume |
161,494 |
131,541 |
-29,953 |
-18.5% |
450,294 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2297 |
1.2232 |
1.1984 |
|
| R3 |
1.2170 |
1.2105 |
1.1949 |
|
| R2 |
1.2043 |
1.2043 |
1.1937 |
|
| R1 |
1.1978 |
1.1978 |
1.1926 |
1.2011 |
| PP |
1.1916 |
1.1916 |
1.1916 |
1.1932 |
| S1 |
1.1851 |
1.1851 |
1.1902 |
1.1884 |
| S2 |
1.1789 |
1.1789 |
1.1891 |
|
| S3 |
1.1662 |
1.1724 |
1.1879 |
|
| S4 |
1.1535 |
1.1597 |
1.1844 |
|
|
| 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 |
1.1995 |
1.1838 |
0.0157 |
1.3% |
0.0121 |
1.0% |
48% |
False |
False |
125,820 |
| 10 |
1.2085 |
1.1838 |
0.0247 |
2.1% |
0.0109 |
0.9% |
31% |
False |
False |
116,145 |
| 20 |
1.2420 |
1.1838 |
0.0582 |
4.9% |
0.0118 |
1.0% |
13% |
False |
False |
120,380 |
| 40 |
1.2466 |
1.1838 |
0.0628 |
5.3% |
0.0119 |
1.0% |
12% |
False |
False |
110,910 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.9% |
0.0116 |
1.0% |
33% |
False |
False |
113,110 |
| 80 |
1.2466 |
1.1592 |
0.0874 |
7.3% |
0.0116 |
1.0% |
37% |
False |
False |
86,108 |
| 100 |
1.2466 |
1.1344 |
0.1122 |
9.4% |
0.0114 |
1.0% |
51% |
False |
False |
68,929 |
| 120 |
1.2466 |
1.0936 |
0.1530 |
12.8% |
0.0108 |
0.9% |
64% |
False |
False |
57,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2520 |
|
2.618 |
1.2312 |
|
1.618 |
1.2185 |
|
1.000 |
1.2107 |
|
0.618 |
1.2058 |
|
HIGH |
1.1980 |
|
0.618 |
1.1931 |
|
0.500 |
1.1917 |
|
0.382 |
1.1902 |
|
LOW |
1.1853 |
|
0.618 |
1.1775 |
|
1.000 |
1.1726 |
|
1.618 |
1.1648 |
|
2.618 |
1.1521 |
|
4.250 |
1.1313 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1917 |
1.1917 |
| PP |
1.1916 |
1.1916 |
| S1 |
1.1915 |
1.1915 |
|