CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1952 |
1.1919 |
-0.0033 |
-0.3% |
1.2109 |
| High |
1.1995 |
1.2045 |
0.0050 |
0.4% |
1.2159 |
| Low |
1.1914 |
1.1866 |
-0.0048 |
-0.4% |
1.1873 |
| Close |
1.1932 |
1.2013 |
0.0081 |
0.7% |
1.1932 |
| Range |
0.0081 |
0.0179 |
0.0098 |
121.0% |
0.0286 |
| ATR |
0.0112 |
0.0117 |
0.0005 |
4.3% |
0.0000 |
| Volume |
79,230 |
119,089 |
39,859 |
50.3% |
235,062 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2512 |
1.2441 |
1.2111 |
|
| R3 |
1.2333 |
1.2262 |
1.2062 |
|
| R2 |
1.2154 |
1.2154 |
1.2046 |
|
| R1 |
1.2083 |
1.2083 |
1.2029 |
1.2119 |
| PP |
1.1975 |
1.1975 |
1.1975 |
1.1992 |
| S1 |
1.1904 |
1.1904 |
1.1997 |
1.1940 |
| S2 |
1.1796 |
1.1796 |
1.1980 |
|
| S3 |
1.1617 |
1.1725 |
1.1964 |
|
| S4 |
1.1438 |
1.1546 |
1.1915 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2846 |
1.2675 |
1.2089 |
|
| R3 |
1.2560 |
1.2389 |
1.2011 |
|
| R2 |
1.2274 |
1.2274 |
1.1984 |
|
| R1 |
1.2103 |
1.2103 |
1.1958 |
1.2046 |
| PP |
1.1988 |
1.1988 |
1.1988 |
1.1959 |
| S1 |
1.1817 |
1.1817 |
1.1906 |
1.1760 |
| S2 |
1.1702 |
1.1702 |
1.1880 |
|
| S3 |
1.1416 |
1.1531 |
1.1853 |
|
| S4 |
1.1130 |
1.1245 |
1.1775 |
|
|
| 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% |
0.0134 |
1.1% |
50% |
False |
True |
69,080 |
| 10 |
1.2159 |
1.1866 |
0.0293 |
2.4% |
0.0131 |
1.1% |
50% |
False |
True |
36,288 |
| 20 |
1.2159 |
1.1864 |
0.0295 |
2.5% |
0.0109 |
0.9% |
51% |
False |
False |
18,425 |
| 40 |
1.2474 |
1.1864 |
0.0610 |
5.1% |
0.0111 |
0.9% |
24% |
False |
False |
9,322 |
| 60 |
1.2474 |
1.1687 |
0.0787 |
6.6% |
0.0099 |
0.8% |
41% |
False |
False |
6,244 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0086 |
0.7% |
43% |
False |
False |
4,697 |
| 100 |
1.2474 |
1.1416 |
0.1058 |
8.8% |
0.0071 |
0.6% |
56% |
False |
False |
3,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2806 |
|
2.618 |
1.2514 |
|
1.618 |
1.2335 |
|
1.000 |
1.2224 |
|
0.618 |
1.2156 |
|
HIGH |
1.2045 |
|
0.618 |
1.1977 |
|
0.500 |
1.1956 |
|
0.382 |
1.1934 |
|
LOW |
1.1866 |
|
0.618 |
1.1755 |
|
1.000 |
1.1687 |
|
1.618 |
1.1576 |
|
2.618 |
1.1397 |
|
4.250 |
1.1105 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1994 |
1.1994 |
| PP |
1.1975 |
1.1975 |
| S1 |
1.1956 |
1.1956 |
|