CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 03-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1900 |
1.1943 |
0.0043 |
0.4% |
1.1914 |
| High |
1.1992 |
1.2133 |
0.0141 |
1.2% |
1.2133 |
| Low |
1.1869 |
1.1943 |
0.0074 |
0.6% |
1.1864 |
| Close |
1.1927 |
1.2074 |
0.0147 |
1.2% |
1.2074 |
| Range |
0.0123 |
0.0190 |
0.0067 |
54.5% |
0.0269 |
| ATR |
0.0106 |
0.0113 |
0.0007 |
6.7% |
0.0000 |
| Volume |
2,189 |
3,972 |
1,783 |
81.5% |
10,016 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2620 |
1.2537 |
1.2179 |
|
| R3 |
1.2430 |
1.2347 |
1.2126 |
|
| R2 |
1.2240 |
1.2240 |
1.2109 |
|
| R1 |
1.2157 |
1.2157 |
1.2091 |
1.2199 |
| PP |
1.2050 |
1.2050 |
1.2050 |
1.2071 |
| S1 |
1.1967 |
1.1967 |
1.2057 |
1.2009 |
| S2 |
1.1860 |
1.1860 |
1.2039 |
|
| S3 |
1.1670 |
1.1777 |
1.2022 |
|
| S4 |
1.1480 |
1.1587 |
1.1970 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2831 |
1.2721 |
1.2222 |
|
| R3 |
1.2562 |
1.2452 |
1.2148 |
|
| R2 |
1.2293 |
1.2293 |
1.2123 |
|
| R1 |
1.2183 |
1.2183 |
1.2099 |
1.2238 |
| PP |
1.2024 |
1.2024 |
1.2024 |
1.2051 |
| S1 |
1.1914 |
1.1914 |
1.2049 |
1.1969 |
| S2 |
1.1755 |
1.1755 |
1.2025 |
|
| S3 |
1.1486 |
1.1645 |
1.2000 |
|
| S4 |
1.1217 |
1.1376 |
1.1926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2133 |
1.1864 |
0.0269 |
2.2% |
0.0131 |
1.1% |
78% |
True |
False |
2,003 |
| 10 |
1.2133 |
1.1864 |
0.0269 |
2.2% |
0.0111 |
0.9% |
78% |
True |
False |
1,273 |
| 20 |
1.2426 |
1.1864 |
0.0562 |
4.7% |
0.0110 |
0.9% |
37% |
False |
False |
823 |
| 40 |
1.2474 |
1.1864 |
0.0610 |
5.1% |
0.0104 |
0.9% |
34% |
False |
False |
486 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0099 |
0.8% |
50% |
False |
False |
359 |
| 80 |
1.2474 |
1.1635 |
0.0839 |
6.9% |
0.0077 |
0.6% |
52% |
False |
False |
271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2941 |
|
2.618 |
1.2630 |
|
1.618 |
1.2440 |
|
1.000 |
1.2323 |
|
0.618 |
1.2250 |
|
HIGH |
1.2133 |
|
0.618 |
1.2060 |
|
0.500 |
1.2038 |
|
0.382 |
1.2016 |
|
LOW |
1.1943 |
|
0.618 |
1.1826 |
|
1.000 |
1.1753 |
|
1.618 |
1.1636 |
|
2.618 |
1.1446 |
|
4.250 |
1.1136 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2062 |
1.2049 |
| PP |
1.2050 |
1.2024 |
| S1 |
1.2038 |
1.2000 |
|