CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2032 |
1.2013 |
-0.0019 |
-0.2% |
1.2326 |
| High |
1.2061 |
1.2053 |
-0.0008 |
-0.1% |
1.2426 |
| Low |
1.1988 |
1.1998 |
0.0010 |
0.1% |
1.2094 |
| Close |
1.2021 |
1.2023 |
0.0002 |
0.0% |
1.2147 |
| Range |
0.0073 |
0.0055 |
-0.0018 |
-24.7% |
0.0332 |
| ATR |
0.0110 |
0.0106 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
318 |
424 |
106 |
33.3% |
1,938 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2190 |
1.2161 |
1.2053 |
|
| R3 |
1.2135 |
1.2106 |
1.2038 |
|
| R2 |
1.2080 |
1.2080 |
1.2033 |
|
| R1 |
1.2051 |
1.2051 |
1.2028 |
1.2066 |
| PP |
1.2025 |
1.2025 |
1.2025 |
1.2032 |
| S1 |
1.1996 |
1.1996 |
1.2018 |
1.2011 |
| S2 |
1.1970 |
1.1970 |
1.2013 |
|
| S3 |
1.1915 |
1.1941 |
1.2008 |
|
| S4 |
1.1860 |
1.1886 |
1.1993 |
|
|
| 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 |
1.2258 |
1.1988 |
0.0270 |
2.2% |
0.0088 |
0.7% |
13% |
False |
False |
480 |
| 10 |
1.2426 |
1.1988 |
0.0438 |
3.6% |
0.0108 |
0.9% |
8% |
False |
False |
362 |
| 20 |
1.2474 |
1.1988 |
0.0486 |
4.0% |
0.0114 |
1.0% |
7% |
False |
False |
267 |
| 40 |
1.2474 |
1.1742 |
0.0732 |
6.1% |
0.0095 |
0.8% |
38% |
False |
False |
177 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0082 |
0.7% |
44% |
False |
False |
143 |
| 80 |
1.2474 |
1.1470 |
0.1004 |
8.4% |
0.0064 |
0.5% |
55% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2287 |
|
2.618 |
1.2197 |
|
1.618 |
1.2142 |
|
1.000 |
1.2108 |
|
0.618 |
1.2087 |
|
HIGH |
1.2053 |
|
0.618 |
1.2032 |
|
0.500 |
1.2026 |
|
0.382 |
1.2019 |
|
LOW |
1.1998 |
|
0.618 |
1.1964 |
|
1.000 |
1.1943 |
|
1.618 |
1.1909 |
|
2.618 |
1.1854 |
|
4.250 |
1.1764 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2026 |
1.2059 |
| PP |
1.2025 |
1.2047 |
| S1 |
1.2024 |
1.2035 |
|