CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1943 |
1.2109 |
0.0166 |
1.4% |
1.1914 |
| High |
1.2133 |
1.2124 |
-0.0009 |
-0.1% |
1.2133 |
| Low |
1.1943 |
1.2065 |
0.0122 |
1.0% |
1.1864 |
| Close |
1.2074 |
1.2122 |
0.0048 |
0.4% |
1.2074 |
| Range |
0.0190 |
0.0059 |
-0.0131 |
-68.9% |
0.0269 |
| ATR |
0.0113 |
0.0109 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
3,972 |
8,747 |
4,775 |
120.2% |
10,016 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2281 |
1.2260 |
1.2154 |
|
| R3 |
1.2222 |
1.2201 |
1.2138 |
|
| R2 |
1.2163 |
1.2163 |
1.2133 |
|
| R1 |
1.2142 |
1.2142 |
1.2127 |
1.2153 |
| PP |
1.2104 |
1.2104 |
1.2104 |
1.2109 |
| S1 |
1.2083 |
1.2083 |
1.2117 |
1.2094 |
| S2 |
1.2045 |
1.2045 |
1.2111 |
|
| S3 |
1.1986 |
1.2024 |
1.2106 |
|
| S4 |
1.1927 |
1.1965 |
1.2090 |
|
|
| 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 |
1.1866 |
0.0267 |
2.2% |
0.0128 |
1.1% |
96% |
False |
False |
3,497 |
| 10 |
1.2133 |
1.1864 |
0.0269 |
2.2% |
0.0112 |
0.9% |
96% |
False |
False |
2,116 |
| 20 |
1.2426 |
1.1864 |
0.0562 |
4.6% |
0.0107 |
0.9% |
46% |
False |
False |
1,251 |
| 40 |
1.2474 |
1.1864 |
0.0610 |
5.0% |
0.0103 |
0.8% |
42% |
False |
False |
699 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0099 |
0.8% |
56% |
False |
False |
505 |
| 80 |
1.2474 |
1.1635 |
0.0839 |
6.9% |
0.0078 |
0.6% |
58% |
False |
False |
380 |
| 100 |
1.2474 |
1.1416 |
0.1058 |
8.7% |
0.0064 |
0.5% |
67% |
False |
False |
305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2375 |
|
2.618 |
1.2278 |
|
1.618 |
1.2219 |
|
1.000 |
1.2183 |
|
0.618 |
1.2160 |
|
HIGH |
1.2124 |
|
0.618 |
1.2101 |
|
0.500 |
1.2095 |
|
0.382 |
1.2088 |
|
LOW |
1.2065 |
|
0.618 |
1.2029 |
|
1.000 |
1.2006 |
|
1.618 |
1.1970 |
|
2.618 |
1.1911 |
|
4.250 |
1.1814 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2113 |
1.2082 |
| PP |
1.2104 |
1.2041 |
| S1 |
1.2095 |
1.2001 |
|