CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2089 |
1.2101 |
0.0012 |
0.1% |
1.1895 |
| High |
1.2111 |
1.2146 |
0.0035 |
0.3% |
1.2120 |
| Low |
1.2050 |
1.1953 |
-0.0097 |
-0.8% |
1.1838 |
| Close |
1.2109 |
1.1979 |
-0.0130 |
-1.1% |
1.2061 |
| Range |
0.0061 |
0.0193 |
0.0132 |
216.4% |
0.0282 |
| ATR |
0.0119 |
0.0124 |
0.0005 |
4.4% |
0.0000 |
| Volume |
86,751 |
140,309 |
53,558 |
61.7% |
674,669 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2605 |
1.2485 |
1.2085 |
|
| R3 |
1.2412 |
1.2292 |
1.2032 |
|
| R2 |
1.2219 |
1.2219 |
1.2014 |
|
| R1 |
1.2099 |
1.2099 |
1.1997 |
1.2063 |
| PP |
1.2026 |
1.2026 |
1.2026 |
1.2008 |
| S1 |
1.1906 |
1.1906 |
1.1961 |
1.1870 |
| S2 |
1.1833 |
1.1833 |
1.1944 |
|
| S3 |
1.1640 |
1.1713 |
1.1926 |
|
| S4 |
1.1447 |
1.1520 |
1.1873 |
|
|
| 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 |
1.2146 |
1.1838 |
0.0308 |
2.6% |
0.0149 |
1.2% |
46% |
True |
False |
135,413 |
| 10 |
1.2146 |
1.1838 |
0.0308 |
2.6% |
0.0133 |
1.1% |
46% |
True |
False |
127,260 |
| 20 |
1.2420 |
1.1838 |
0.0582 |
4.9% |
0.0125 |
1.0% |
24% |
False |
False |
122,787 |
| 40 |
1.2466 |
1.1838 |
0.0628 |
5.2% |
0.0121 |
1.0% |
22% |
False |
False |
113,620 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.8% |
0.0119 |
1.0% |
40% |
False |
False |
113,889 |
| 80 |
1.2466 |
1.1648 |
0.0818 |
6.8% |
0.0117 |
1.0% |
40% |
False |
False |
90,891 |
| 100 |
1.2466 |
1.1373 |
0.1093 |
9.1% |
0.0115 |
1.0% |
55% |
False |
False |
72,764 |
| 120 |
1.2466 |
1.0968 |
0.1498 |
12.5% |
0.0110 |
0.9% |
67% |
False |
False |
60,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2966 |
|
2.618 |
1.2651 |
|
1.618 |
1.2458 |
|
1.000 |
1.2339 |
|
0.618 |
1.2265 |
|
HIGH |
1.2146 |
|
0.618 |
1.2072 |
|
0.500 |
1.2050 |
|
0.382 |
1.2027 |
|
LOW |
1.1953 |
|
0.618 |
1.1834 |
|
1.000 |
1.1760 |
|
1.618 |
1.1641 |
|
2.618 |
1.1448 |
|
4.250 |
1.1133 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2050 |
1.2030 |
| PP |
1.2026 |
1.2013 |
| S1 |
1.2003 |
1.1996 |
|