CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 29-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1993 |
1.1914 |
-0.0079 |
-0.7% |
1.1994 |
| High |
1.2000 |
1.1942 |
-0.0058 |
-0.5% |
1.2093 |
| Low |
1.1879 |
1.1864 |
-0.0015 |
-0.1% |
1.1879 |
| Close |
1.1921 |
1.1888 |
-0.0033 |
-0.3% |
1.1921 |
| Range |
0.0121 |
0.0078 |
-0.0043 |
-35.5% |
0.0214 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
806 |
1,278 |
472 |
58.6% |
2,401 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2132 |
1.2088 |
1.1931 |
|
| R3 |
1.2054 |
1.2010 |
1.1909 |
|
| R2 |
1.1976 |
1.1976 |
1.1902 |
|
| R1 |
1.1932 |
1.1932 |
1.1895 |
1.1915 |
| PP |
1.1898 |
1.1898 |
1.1898 |
1.1890 |
| S1 |
1.1854 |
1.1854 |
1.1881 |
1.1837 |
| S2 |
1.1820 |
1.1820 |
1.1874 |
|
| S3 |
1.1742 |
1.1776 |
1.1867 |
|
| S4 |
1.1664 |
1.1698 |
1.1845 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2606 |
1.2478 |
1.2039 |
|
| R3 |
1.2392 |
1.2264 |
1.1980 |
|
| R2 |
1.2178 |
1.2178 |
1.1960 |
|
| R1 |
1.2050 |
1.2050 |
1.1941 |
1.2007 |
| PP |
1.1964 |
1.1964 |
1.1964 |
1.1943 |
| S1 |
1.1836 |
1.1836 |
1.1901 |
1.1793 |
| S2 |
1.1750 |
1.1750 |
1.1882 |
|
| S3 |
1.1536 |
1.1622 |
1.1862 |
|
| S4 |
1.1322 |
1.1408 |
1.1803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2093 |
1.1864 |
0.0229 |
1.9% |
0.0097 |
0.8% |
10% |
False |
True |
735 |
| 10 |
1.2130 |
1.1864 |
0.0266 |
2.2% |
0.0086 |
0.7% |
9% |
False |
True |
561 |
| 20 |
1.2474 |
1.1864 |
0.0610 |
5.1% |
0.0106 |
0.9% |
4% |
False |
True |
438 |
| 40 |
1.2474 |
1.1864 |
0.0610 |
5.1% |
0.0100 |
0.8% |
4% |
False |
True |
273 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.8% |
0.0091 |
0.8% |
27% |
False |
False |
214 |
| 80 |
1.2474 |
1.1635 |
0.0839 |
7.1% |
0.0070 |
0.6% |
30% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2274 |
|
2.618 |
1.2146 |
|
1.618 |
1.2068 |
|
1.000 |
1.2020 |
|
0.618 |
1.1990 |
|
HIGH |
1.1942 |
|
0.618 |
1.1912 |
|
0.500 |
1.1903 |
|
0.382 |
1.1894 |
|
LOW |
1.1864 |
|
0.618 |
1.1816 |
|
1.000 |
1.1786 |
|
1.618 |
1.1738 |
|
2.618 |
1.1660 |
|
4.250 |
1.1533 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1903 |
1.1966 |
| PP |
1.1898 |
1.1940 |
| S1 |
1.1893 |
1.1914 |
|