CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1995 |
1.1917 |
-0.0078 |
-0.7% |
1.1914 |
| High |
1.1995 |
1.1987 |
-0.0008 |
-0.1% |
1.2133 |
| Low |
1.1873 |
1.1894 |
0.0021 |
0.2% |
1.1864 |
| Close |
1.1918 |
1.1961 |
0.0043 |
0.4% |
1.2074 |
| Range |
0.0122 |
0.0093 |
-0.0029 |
-23.8% |
0.0269 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
54,198 |
69,394 |
15,196 |
28.0% |
10,016 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2226 |
1.2187 |
1.2012 |
|
| R3 |
1.2133 |
1.2094 |
1.1987 |
|
| R2 |
1.2040 |
1.2040 |
1.1978 |
|
| R1 |
1.2001 |
1.2001 |
1.1970 |
1.2021 |
| PP |
1.1947 |
1.1947 |
1.1947 |
1.1957 |
| S1 |
1.1908 |
1.1908 |
1.1952 |
1.1928 |
| S2 |
1.1854 |
1.1854 |
1.1944 |
|
| S3 |
1.1761 |
1.1815 |
1.1935 |
|
| S4 |
1.1668 |
1.1722 |
1.1910 |
|
|
| 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 |
1.1873 |
0.0286 |
2.4% |
0.0132 |
1.1% |
31% |
False |
False |
31,960 |
| 10 |
1.2159 |
1.1864 |
0.0295 |
2.5% |
0.0125 |
1.0% |
33% |
False |
False |
16,665 |
| 20 |
1.2258 |
1.1864 |
0.0394 |
3.3% |
0.0106 |
0.9% |
25% |
False |
False |
8,565 |
| 40 |
1.2474 |
1.1864 |
0.0610 |
5.1% |
0.0109 |
0.9% |
16% |
False |
False |
4,369 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.8% |
0.0096 |
0.8% |
37% |
False |
False |
2,954 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.8% |
0.0083 |
0.7% |
37% |
False |
False |
2,218 |
| 100 |
1.2474 |
1.1416 |
0.1058 |
8.8% |
0.0068 |
0.6% |
52% |
False |
False |
1,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2382 |
|
2.618 |
1.2230 |
|
1.618 |
1.2137 |
|
1.000 |
1.2080 |
|
0.618 |
1.2044 |
|
HIGH |
1.1987 |
|
0.618 |
1.1951 |
|
0.500 |
1.1941 |
|
0.382 |
1.1930 |
|
LOW |
1.1894 |
|
0.618 |
1.1837 |
|
1.000 |
1.1801 |
|
1.618 |
1.1744 |
|
2.618 |
1.1651 |
|
4.250 |
1.1499 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1954 |
1.2016 |
| PP |
1.1947 |
1.1998 |
| S1 |
1.1941 |
1.1979 |
|