CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2116 |
1.1995 |
-0.0121 |
-1.0% |
1.1914 |
| High |
1.2159 |
1.1995 |
-0.0164 |
-1.3% |
1.2133 |
| Low |
1.1965 |
1.1873 |
-0.0092 |
-0.8% |
1.1864 |
| Close |
1.1991 |
1.1918 |
-0.0073 |
-0.6% |
1.2074 |
| Range |
0.0194 |
0.0122 |
-0.0072 |
-37.1% |
0.0269 |
| ATR |
0.0115 |
0.0116 |
0.0000 |
0.4% |
0.0000 |
| Volume |
23,493 |
54,198 |
30,705 |
130.7% |
10,016 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2295 |
1.2228 |
1.1985 |
|
| R3 |
1.2173 |
1.2106 |
1.1952 |
|
| R2 |
1.2051 |
1.2051 |
1.1940 |
|
| R1 |
1.1984 |
1.1984 |
1.1929 |
1.1957 |
| PP |
1.1929 |
1.1929 |
1.1929 |
1.1915 |
| S1 |
1.1862 |
1.1862 |
1.1907 |
1.1835 |
| S2 |
1.1807 |
1.1807 |
1.1896 |
|
| S3 |
1.1685 |
1.1740 |
1.1884 |
|
| S4 |
1.1563 |
1.1618 |
1.1851 |
|
|
| 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 |
1.1869 |
0.0290 |
2.4% |
0.0138 |
1.2% |
17% |
False |
False |
18,519 |
| 10 |
1.2159 |
1.1864 |
0.0295 |
2.5% |
0.0125 |
1.0% |
18% |
False |
False |
9,824 |
| 20 |
1.2271 |
1.1864 |
0.0407 |
3.4% |
0.0110 |
0.9% |
13% |
False |
False |
5,121 |
| 40 |
1.2474 |
1.1864 |
0.0610 |
5.1% |
0.0107 |
0.9% |
9% |
False |
False |
2,635 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.8% |
0.0101 |
0.8% |
31% |
False |
False |
1,799 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.8% |
0.0082 |
0.7% |
31% |
False |
False |
1,351 |
| 100 |
1.2474 |
1.1416 |
0.1058 |
8.9% |
0.0067 |
0.6% |
47% |
False |
False |
1,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2514 |
|
2.618 |
1.2314 |
|
1.618 |
1.2192 |
|
1.000 |
1.2117 |
|
0.618 |
1.2070 |
|
HIGH |
1.1995 |
|
0.618 |
1.1948 |
|
0.500 |
1.1934 |
|
0.382 |
1.1920 |
|
LOW |
1.1873 |
|
0.618 |
1.1798 |
|
1.000 |
1.1751 |
|
1.618 |
1.1676 |
|
2.618 |
1.1554 |
|
4.250 |
1.1355 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1934 |
1.2016 |
| PP |
1.1929 |
1.1983 |
| S1 |
1.1923 |
1.1951 |
|