CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2171 |
1.2143 |
-0.0028 |
-0.2% |
1.2326 |
| High |
1.2194 |
1.2258 |
0.0064 |
0.5% |
1.2426 |
| Low |
1.2125 |
1.2122 |
-0.0003 |
0.0% |
1.2094 |
| Close |
1.2141 |
1.2147 |
0.0006 |
0.0% |
1.2147 |
| Range |
0.0069 |
0.0136 |
0.0067 |
97.1% |
0.0332 |
| ATR |
0.0111 |
0.0112 |
0.0002 |
1.6% |
0.0000 |
| Volume |
683 |
445 |
-238 |
-34.8% |
1,938 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2584 |
1.2501 |
1.2222 |
|
| R3 |
1.2448 |
1.2365 |
1.2184 |
|
| R2 |
1.2312 |
1.2312 |
1.2172 |
|
| R1 |
1.2229 |
1.2229 |
1.2159 |
1.2271 |
| PP |
1.2176 |
1.2176 |
1.2176 |
1.2196 |
| S1 |
1.2093 |
1.2093 |
1.2135 |
1.2135 |
| S2 |
1.2040 |
1.2040 |
1.2122 |
|
| S3 |
1.1904 |
1.1957 |
1.2110 |
|
| S4 |
1.1768 |
1.1821 |
1.2072 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3218 |
1.3015 |
1.2330 |
|
| R3 |
1.2886 |
1.2683 |
1.2238 |
|
| R2 |
1.2554 |
1.2554 |
1.2208 |
|
| R1 |
1.2351 |
1.2351 |
1.2177 |
1.2287 |
| PP |
1.2222 |
1.2222 |
1.2222 |
1.2190 |
| S1 |
1.2019 |
1.2019 |
1.2117 |
1.1955 |
| S2 |
1.1890 |
1.1890 |
1.2086 |
|
| S3 |
1.1558 |
1.1687 |
1.2056 |
|
| S4 |
1.1226 |
1.1355 |
1.1964 |
|
|
| 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% |
0.0129 |
1.1% |
16% |
False |
False |
387 |
| 10 |
1.2474 |
1.2094 |
0.0380 |
3.1% |
0.0126 |
1.0% |
14% |
False |
False |
315 |
| 20 |
1.2474 |
1.2094 |
0.0380 |
3.1% |
0.0113 |
0.9% |
14% |
False |
False |
219 |
| 40 |
1.2474 |
1.1687 |
0.0787 |
6.5% |
0.0094 |
0.8% |
58% |
False |
False |
153 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0079 |
0.6% |
60% |
False |
False |
122 |
| 80 |
1.2474 |
1.1416 |
0.1058 |
8.7% |
0.0061 |
0.5% |
69% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2836 |
|
2.618 |
1.2614 |
|
1.618 |
1.2478 |
|
1.000 |
1.2394 |
|
0.618 |
1.2342 |
|
HIGH |
1.2258 |
|
0.618 |
1.2206 |
|
0.500 |
1.2190 |
|
0.382 |
1.2174 |
|
LOW |
1.2122 |
|
0.618 |
1.2038 |
|
1.000 |
1.1986 |
|
1.618 |
1.1902 |
|
2.618 |
1.1766 |
|
4.250 |
1.1544 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2190 |
1.2183 |
| PP |
1.2176 |
1.2171 |
| S1 |
1.2161 |
1.2159 |
|