CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2261 |
1.2171 |
-0.0090 |
-0.7% |
1.2474 |
| High |
1.2271 |
1.2194 |
-0.0077 |
-0.6% |
1.2474 |
| Low |
1.2094 |
1.2125 |
0.0031 |
0.3% |
1.2275 |
| Close |
1.2193 |
1.2141 |
-0.0052 |
-0.4% |
1.2309 |
| Range |
0.0177 |
0.0069 |
-0.0108 |
-61.0% |
0.0199 |
| ATR |
0.0114 |
0.0111 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
503 |
683 |
180 |
35.8% |
1,217 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2360 |
1.2320 |
1.2179 |
|
| R3 |
1.2291 |
1.2251 |
1.2160 |
|
| R2 |
1.2222 |
1.2222 |
1.2154 |
|
| R1 |
1.2182 |
1.2182 |
1.2147 |
1.2168 |
| PP |
1.2153 |
1.2153 |
1.2153 |
1.2146 |
| S1 |
1.2113 |
1.2113 |
1.2135 |
1.2099 |
| S2 |
1.2084 |
1.2084 |
1.2128 |
|
| S3 |
1.2015 |
1.2044 |
1.2122 |
|
| S4 |
1.1946 |
1.1975 |
1.2103 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2950 |
1.2828 |
1.2418 |
|
| R3 |
1.2751 |
1.2629 |
1.2364 |
|
| R2 |
1.2552 |
1.2552 |
1.2345 |
|
| R1 |
1.2430 |
1.2430 |
1.2327 |
1.2392 |
| PP |
1.2353 |
1.2353 |
1.2353 |
1.2333 |
| S1 |
1.2231 |
1.2231 |
1.2291 |
1.2193 |
| S2 |
1.2154 |
1.2154 |
1.2273 |
|
| S3 |
1.1955 |
1.2032 |
1.2254 |
|
| S4 |
1.1756 |
1.1833 |
1.2200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2426 |
1.2094 |
0.0332 |
2.7% |
0.0126 |
1.0% |
14% |
False |
False |
335 |
| 10 |
1.2474 |
1.2094 |
0.0380 |
3.1% |
0.0122 |
1.0% |
12% |
False |
False |
281 |
| 20 |
1.2474 |
1.2094 |
0.0380 |
3.1% |
0.0109 |
0.9% |
12% |
False |
False |
205 |
| 40 |
1.2474 |
1.1671 |
0.0803 |
6.6% |
0.0091 |
0.8% |
59% |
False |
False |
143 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0077 |
0.6% |
59% |
False |
False |
114 |
| 80 |
1.2474 |
1.1416 |
0.1058 |
8.7% |
0.0060 |
0.5% |
69% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2487 |
|
2.618 |
1.2375 |
|
1.618 |
1.2306 |
|
1.000 |
1.2263 |
|
0.618 |
1.2237 |
|
HIGH |
1.2194 |
|
0.618 |
1.2168 |
|
0.500 |
1.2160 |
|
0.382 |
1.2151 |
|
LOW |
1.2125 |
|
0.618 |
1.2082 |
|
1.000 |
1.2056 |
|
1.618 |
1.2013 |
|
2.618 |
1.1944 |
|
4.250 |
1.1832 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2160 |
1.2260 |
| PP |
1.2153 |
1.2220 |
| S1 |
1.2147 |
1.2181 |
|