CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2109 |
1.2116 |
0.0007 |
0.1% |
1.1914 |
| High |
1.2124 |
1.2159 |
0.0035 |
0.3% |
1.2133 |
| Low |
1.2065 |
1.1965 |
-0.0100 |
-0.8% |
1.1864 |
| Close |
1.2122 |
1.1991 |
-0.0131 |
-1.1% |
1.2074 |
| Range |
0.0059 |
0.0194 |
0.0135 |
228.8% |
0.0269 |
| ATR |
0.0109 |
0.0115 |
0.0006 |
5.5% |
0.0000 |
| Volume |
8,747 |
23,493 |
14,746 |
168.6% |
10,016 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2620 |
1.2500 |
1.2098 |
|
| R3 |
1.2426 |
1.2306 |
1.2044 |
|
| R2 |
1.2232 |
1.2232 |
1.2027 |
|
| R1 |
1.2112 |
1.2112 |
1.2009 |
1.2075 |
| PP |
1.2038 |
1.2038 |
1.2038 |
1.2020 |
| S1 |
1.1918 |
1.1918 |
1.1973 |
1.1881 |
| S2 |
1.1844 |
1.1844 |
1.1955 |
|
| S3 |
1.1650 |
1.1724 |
1.1938 |
|
| S4 |
1.1456 |
1.1530 |
1.1884 |
|
|
| 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 |
1.2159 |
1.1866 |
0.0293 |
2.4% |
0.0142 |
1.2% |
43% |
True |
False |
8,051 |
| 10 |
1.2159 |
1.1864 |
0.0295 |
2.5% |
0.0127 |
1.1% |
43% |
True |
False |
4,441 |
| 20 |
1.2426 |
1.1864 |
0.0562 |
4.7% |
0.0114 |
1.0% |
23% |
False |
False |
2,417 |
| 40 |
1.2474 |
1.1864 |
0.0610 |
5.1% |
0.0106 |
0.9% |
21% |
False |
False |
1,283 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0101 |
0.8% |
40% |
False |
False |
896 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0080 |
0.7% |
40% |
False |
False |
674 |
| 100 |
1.2474 |
1.1416 |
0.1058 |
8.8% |
0.0066 |
0.5% |
54% |
False |
False |
540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2984 |
|
2.618 |
1.2667 |
|
1.618 |
1.2473 |
|
1.000 |
1.2353 |
|
0.618 |
1.2279 |
|
HIGH |
1.2159 |
|
0.618 |
1.2085 |
|
0.500 |
1.2062 |
|
0.382 |
1.2039 |
|
LOW |
1.1965 |
|
0.618 |
1.1845 |
|
1.000 |
1.1771 |
|
1.618 |
1.1651 |
|
2.618 |
1.1457 |
|
4.250 |
1.1141 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2062 |
1.2051 |
| PP |
1.2038 |
1.2031 |
| S1 |
1.2015 |
1.2011 |
|