CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1937 |
1.1907 |
-0.0030 |
-0.3% |
1.2089 |
| High |
1.1983 |
1.1958 |
-0.0025 |
-0.2% |
1.2146 |
| Low |
1.1902 |
1.1854 |
-0.0048 |
-0.4% |
1.1862 |
| Close |
1.1920 |
1.1945 |
0.0025 |
0.2% |
1.1920 |
| Range |
0.0081 |
0.0104 |
0.0023 |
28.4% |
0.0284 |
| ATR |
0.0118 |
0.0117 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
28,536 |
2,400 |
-26,136 |
-91.6% |
527,709 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2231 |
1.2192 |
1.2002 |
|
| R3 |
1.2127 |
1.2088 |
1.1974 |
|
| R2 |
1.2023 |
1.2023 |
1.1964 |
|
| R1 |
1.1984 |
1.1984 |
1.1955 |
1.2004 |
| PP |
1.1919 |
1.1919 |
1.1919 |
1.1929 |
| S1 |
1.1880 |
1.1880 |
1.1935 |
1.1900 |
| S2 |
1.1815 |
1.1815 |
1.1926 |
|
| S3 |
1.1711 |
1.1776 |
1.1916 |
|
| S4 |
1.1607 |
1.1672 |
1.1888 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2828 |
1.2658 |
1.2076 |
|
| R3 |
1.2544 |
1.2374 |
1.1998 |
|
| R2 |
1.2260 |
1.2260 |
1.1972 |
|
| R1 |
1.2090 |
1.2090 |
1.1946 |
1.2033 |
| PP |
1.1976 |
1.1976 |
1.1976 |
1.1948 |
| S1 |
1.1806 |
1.1806 |
1.1894 |
1.1749 |
| S2 |
1.1692 |
1.1692 |
1.1868 |
|
| S3 |
1.1408 |
1.1522 |
1.1842 |
|
| S4 |
1.1124 |
1.1238 |
1.1764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2146 |
1.1854 |
0.0292 |
2.4% |
0.0117 |
1.0% |
31% |
False |
True |
88,671 |
| 10 |
1.2146 |
1.1838 |
0.0308 |
2.6% |
0.0126 |
1.1% |
35% |
False |
False |
112,015 |
| 20 |
1.2146 |
1.1838 |
0.0308 |
2.6% |
0.0113 |
0.9% |
35% |
False |
False |
109,798 |
| 40 |
1.2466 |
1.1838 |
0.0628 |
5.3% |
0.0120 |
1.0% |
17% |
False |
False |
110,361 |
| 60 |
1.2466 |
1.1668 |
0.0798 |
6.7% |
0.0114 |
1.0% |
35% |
False |
False |
107,154 |
| 80 |
1.2466 |
1.1648 |
0.0818 |
6.8% |
0.0117 |
1.0% |
36% |
False |
False |
94,664 |
| 100 |
1.2466 |
1.1373 |
0.1093 |
9.2% |
0.0115 |
1.0% |
52% |
False |
False |
75,789 |
| 120 |
1.2466 |
1.1189 |
0.1277 |
10.7% |
0.0111 |
0.9% |
59% |
False |
False |
63,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2400 |
|
2.618 |
1.2230 |
|
1.618 |
1.2126 |
|
1.000 |
1.2062 |
|
0.618 |
1.2022 |
|
HIGH |
1.1958 |
|
0.618 |
1.1918 |
|
0.500 |
1.1906 |
|
0.382 |
1.1894 |
|
LOW |
1.1854 |
|
0.618 |
1.1790 |
|
1.000 |
1.1750 |
|
1.618 |
1.1686 |
|
2.618 |
1.1582 |
|
4.250 |
1.1412 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1932 |
1.1936 |
| PP |
1.1919 |
1.1927 |
| S1 |
1.1906 |
1.1919 |
|