CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1911 |
1.1920 |
0.0009 |
0.1% |
1.1919 |
| High |
1.1961 |
1.1971 |
0.0010 |
0.1% |
1.2084 |
| Low |
1.1887 |
1.1899 |
0.0012 |
0.1% |
1.1842 |
| Close |
1.1932 |
1.1949 |
0.0017 |
0.1% |
1.1932 |
| Range |
0.0074 |
0.0072 |
-0.0002 |
-2.7% |
0.0242 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
88,283 |
70,999 |
-17,284 |
-19.6% |
548,894 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2156 |
1.2124 |
1.1989 |
|
| R3 |
1.2084 |
1.2052 |
1.1969 |
|
| R2 |
1.2012 |
1.2012 |
1.1962 |
|
| R1 |
1.1980 |
1.1980 |
1.1956 |
1.1996 |
| PP |
1.1940 |
1.1940 |
1.1940 |
1.1948 |
| S1 |
1.1908 |
1.1908 |
1.1942 |
1.1924 |
| S2 |
1.1868 |
1.1868 |
1.1936 |
|
| S3 |
1.1796 |
1.1836 |
1.1929 |
|
| S4 |
1.1724 |
1.1764 |
1.1909 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2679 |
1.2547 |
1.2065 |
|
| R3 |
1.2437 |
1.2305 |
1.1999 |
|
| R2 |
1.2195 |
1.2195 |
1.1976 |
|
| R1 |
1.2063 |
1.2063 |
1.1954 |
1.2129 |
| PP |
1.1953 |
1.1953 |
1.1953 |
1.1986 |
| S1 |
1.1821 |
1.1821 |
1.1910 |
1.1887 |
| S2 |
1.1711 |
1.1711 |
1.1888 |
|
| S3 |
1.1469 |
1.1579 |
1.1865 |
|
| S4 |
1.1227 |
1.1337 |
1.1799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2084 |
1.1842 |
0.0242 |
2.0% |
0.0098 |
0.8% |
44% |
False |
False |
100,160 |
| 10 |
1.2159 |
1.1842 |
0.0317 |
2.7% |
0.0116 |
1.0% |
34% |
False |
False |
84,620 |
| 20 |
1.2159 |
1.1842 |
0.0317 |
2.7% |
0.0114 |
1.0% |
34% |
False |
False |
43,368 |
| 40 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0113 |
0.9% |
17% |
False |
False |
21,825 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0101 |
0.8% |
17% |
False |
False |
14,582 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.8% |
0.0092 |
0.8% |
35% |
False |
False |
10,957 |
| 100 |
1.2474 |
1.1571 |
0.0903 |
7.6% |
0.0076 |
0.6% |
42% |
False |
False |
8,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2277 |
|
2.618 |
1.2159 |
|
1.618 |
1.2087 |
|
1.000 |
1.2043 |
|
0.618 |
1.2015 |
|
HIGH |
1.1971 |
|
0.618 |
1.1943 |
|
0.500 |
1.1935 |
|
0.382 |
1.1927 |
|
LOW |
1.1899 |
|
0.618 |
1.1855 |
|
1.000 |
1.1827 |
|
1.618 |
1.1783 |
|
2.618 |
1.1711 |
|
4.250 |
1.1593 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1944 |
1.1937 |
| PP |
1.1940 |
1.1924 |
| S1 |
1.1935 |
1.1912 |
|