CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1926 |
1.2089 |
0.0163 |
1.4% |
1.1895 |
| High |
1.2120 |
1.2111 |
-0.0009 |
-0.1% |
1.2120 |
| Low |
1.1914 |
1.2050 |
0.0136 |
1.1% |
1.1838 |
| Close |
1.2061 |
1.2109 |
0.0048 |
0.4% |
1.2061 |
| Range |
0.0206 |
0.0061 |
-0.0145 |
-70.4% |
0.0282 |
| ATR |
0.0124 |
0.0119 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
156,972 |
86,751 |
-70,221 |
-44.7% |
674,669 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2273 |
1.2252 |
1.2143 |
|
| R3 |
1.2212 |
1.2191 |
1.2126 |
|
| R2 |
1.2151 |
1.2151 |
1.2120 |
|
| R1 |
1.2130 |
1.2130 |
1.2115 |
1.2141 |
| PP |
1.2090 |
1.2090 |
1.2090 |
1.2095 |
| S1 |
1.2069 |
1.2069 |
1.2103 |
1.2080 |
| S2 |
1.2029 |
1.2029 |
1.2098 |
|
| S3 |
1.1968 |
1.2008 |
1.2092 |
|
| S4 |
1.1907 |
1.1947 |
1.2075 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2852 |
1.2739 |
1.2216 |
|
| R3 |
1.2570 |
1.2457 |
1.2139 |
|
| R2 |
1.2288 |
1.2288 |
1.2113 |
|
| R1 |
1.2175 |
1.2175 |
1.2087 |
1.2232 |
| PP |
1.2006 |
1.2006 |
1.2006 |
1.2035 |
| S1 |
1.1893 |
1.1893 |
1.2035 |
1.1950 |
| S2 |
1.1724 |
1.1724 |
1.2009 |
|
| S3 |
1.1442 |
1.1611 |
1.1983 |
|
| S4 |
1.1160 |
1.1329 |
1.1906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2120 |
1.1838 |
0.0282 |
2.3% |
0.0135 |
1.1% |
96% |
False |
False |
135,358 |
| 10 |
1.2120 |
1.1838 |
0.0282 |
2.3% |
0.0118 |
1.0% |
96% |
False |
False |
121,171 |
| 20 |
1.2420 |
1.1838 |
0.0582 |
4.8% |
0.0119 |
1.0% |
47% |
False |
False |
119,737 |
| 40 |
1.2466 |
1.1838 |
0.0628 |
5.2% |
0.0119 |
1.0% |
43% |
False |
False |
111,175 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.8% |
0.0117 |
1.0% |
56% |
False |
False |
113,458 |
| 80 |
1.2466 |
1.1648 |
0.0818 |
6.8% |
0.0116 |
1.0% |
56% |
False |
False |
89,140 |
| 100 |
1.2466 |
1.1373 |
0.1093 |
9.0% |
0.0114 |
0.9% |
67% |
False |
False |
71,362 |
| 120 |
1.2466 |
1.0968 |
0.1498 |
12.4% |
0.0109 |
0.9% |
76% |
False |
False |
59,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2370 |
|
2.618 |
1.2271 |
|
1.618 |
1.2210 |
|
1.000 |
1.2172 |
|
0.618 |
1.2149 |
|
HIGH |
1.2111 |
|
0.618 |
1.2088 |
|
0.500 |
1.2081 |
|
0.382 |
1.2073 |
|
LOW |
1.2050 |
|
0.618 |
1.2012 |
|
1.000 |
1.1989 |
|
1.618 |
1.1951 |
|
2.618 |
1.1890 |
|
4.250 |
1.1791 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2100 |
1.2068 |
| PP |
1.2090 |
1.2027 |
| S1 |
1.2081 |
1.1987 |
|