CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1994 |
1.2014 |
0.0020 |
0.2% |
1.2130 |
| High |
1.2025 |
1.2093 |
0.0068 |
0.6% |
1.2130 |
| Low |
1.1979 |
1.1946 |
-0.0033 |
-0.3% |
1.1949 |
| Close |
1.2022 |
1.2036 |
0.0014 |
0.1% |
1.1991 |
| Range |
0.0046 |
0.0147 |
0.0101 |
219.6% |
0.0181 |
| ATR |
0.0098 |
0.0101 |
0.0004 |
3.6% |
0.0000 |
| Volume |
244 |
364 |
120 |
49.2% |
1,936 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2466 |
1.2398 |
1.2117 |
|
| R3 |
1.2319 |
1.2251 |
1.2076 |
|
| R2 |
1.2172 |
1.2172 |
1.2063 |
|
| R1 |
1.2104 |
1.2104 |
1.2049 |
1.2138 |
| PP |
1.2025 |
1.2025 |
1.2025 |
1.2042 |
| S1 |
1.1957 |
1.1957 |
1.2023 |
1.1991 |
| S2 |
1.1878 |
1.1878 |
1.2009 |
|
| S3 |
1.1731 |
1.1810 |
1.1996 |
|
| S4 |
1.1584 |
1.1663 |
1.1955 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2566 |
1.2460 |
1.2091 |
|
| R3 |
1.2385 |
1.2279 |
1.2041 |
|
| R2 |
1.2204 |
1.2204 |
1.2024 |
|
| R1 |
1.2098 |
1.2098 |
1.2008 |
1.2061 |
| PP |
1.2023 |
1.2023 |
1.2023 |
1.2005 |
| S1 |
1.1917 |
1.1917 |
1.1974 |
1.1880 |
| S2 |
1.1842 |
1.1842 |
1.1958 |
|
| S3 |
1.1661 |
1.1736 |
1.1941 |
|
| S4 |
1.1480 |
1.1555 |
1.1891 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2093 |
1.1946 |
0.0147 |
1.2% |
0.0079 |
0.7% |
61% |
True |
True |
339 |
| 10 |
1.2271 |
1.1946 |
0.0325 |
2.7% |
0.0095 |
0.8% |
28% |
False |
True |
417 |
| 20 |
1.2474 |
1.1946 |
0.0528 |
4.4% |
0.0107 |
0.9% |
17% |
False |
True |
301 |
| 40 |
1.2474 |
1.1931 |
0.0543 |
4.5% |
0.0097 |
0.8% |
19% |
False |
False |
200 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0086 |
0.7% |
46% |
False |
False |
163 |
| 80 |
1.2474 |
1.1610 |
0.0864 |
7.2% |
0.0068 |
0.6% |
49% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2718 |
|
2.618 |
1.2478 |
|
1.618 |
1.2331 |
|
1.000 |
1.2240 |
|
0.618 |
1.2184 |
|
HIGH |
1.2093 |
|
0.618 |
1.2037 |
|
0.500 |
1.2020 |
|
0.382 |
1.2002 |
|
LOW |
1.1946 |
|
0.618 |
1.1855 |
|
1.000 |
1.1799 |
|
1.618 |
1.1708 |
|
2.618 |
1.1561 |
|
4.250 |
1.1321 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2031 |
1.2031 |
| PP |
1.2025 |
1.2025 |
| S1 |
1.2020 |
1.2020 |
|