CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 21-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1920 |
1.1948 |
0.0028 |
0.2% |
1.1919 |
| High |
1.1971 |
1.1990 |
0.0019 |
0.2% |
1.2084 |
| Low |
1.1899 |
1.1929 |
0.0030 |
0.3% |
1.1842 |
| Close |
1.1949 |
1.1950 |
0.0001 |
0.0% |
1.1932 |
| Range |
0.0072 |
0.0061 |
-0.0011 |
-15.3% |
0.0242 |
| ATR |
0.0110 |
0.0107 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
70,999 |
72,951 |
1,952 |
2.7% |
548,894 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2139 |
1.2106 |
1.1984 |
|
| R3 |
1.2078 |
1.2045 |
1.1967 |
|
| R2 |
1.2017 |
1.2017 |
1.1961 |
|
| R1 |
1.1984 |
1.1984 |
1.1956 |
1.2001 |
| PP |
1.1956 |
1.1956 |
1.1956 |
1.1965 |
| S1 |
1.1923 |
1.1923 |
1.1944 |
1.1940 |
| S2 |
1.1895 |
1.1895 |
1.1939 |
|
| S3 |
1.1834 |
1.1862 |
1.1933 |
|
| S4 |
1.1773 |
1.1801 |
1.1916 |
|
|
| 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 |
1.1990 |
1.1842 |
0.0148 |
1.2% |
0.0083 |
0.7% |
73% |
True |
False |
92,097 |
| 10 |
1.2084 |
1.1842 |
0.0242 |
2.0% |
0.0103 |
0.9% |
45% |
False |
False |
89,566 |
| 20 |
1.2159 |
1.1842 |
0.0317 |
2.7% |
0.0115 |
1.0% |
34% |
False |
False |
47,003 |
| 40 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0111 |
0.9% |
17% |
False |
False |
23,647 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0101 |
0.8% |
17% |
False |
False |
15,796 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.8% |
0.0091 |
0.8% |
35% |
False |
False |
11,869 |
| 100 |
1.2474 |
1.1589 |
0.0885 |
7.4% |
0.0076 |
0.6% |
41% |
False |
False |
9,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2249 |
|
2.618 |
1.2150 |
|
1.618 |
1.2089 |
|
1.000 |
1.2051 |
|
0.618 |
1.2028 |
|
HIGH |
1.1990 |
|
0.618 |
1.1967 |
|
0.500 |
1.1960 |
|
0.382 |
1.1952 |
|
LOW |
1.1929 |
|
0.618 |
1.1891 |
|
1.000 |
1.1868 |
|
1.618 |
1.1830 |
|
2.618 |
1.1769 |
|
4.250 |
1.1670 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1960 |
1.1946 |
| PP |
1.1956 |
1.1942 |
| S1 |
1.1953 |
1.1939 |
|