CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1948 |
1.1950 |
0.0002 |
0.0% |
1.1919 |
| High |
1.1990 |
1.2000 |
0.0010 |
0.1% |
1.2084 |
| Low |
1.1929 |
1.1938 |
0.0009 |
0.1% |
1.1842 |
| Close |
1.1950 |
1.1974 |
0.0024 |
0.2% |
1.1932 |
| Range |
0.0061 |
0.0062 |
0.0001 |
1.6% |
0.0242 |
| ATR |
0.0107 |
0.0103 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
72,951 |
69,346 |
-3,605 |
-4.9% |
548,894 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2157 |
1.2127 |
1.2008 |
|
| R3 |
1.2095 |
1.2065 |
1.1991 |
|
| R2 |
1.2033 |
1.2033 |
1.1985 |
|
| R1 |
1.2003 |
1.2003 |
1.1980 |
1.2018 |
| PP |
1.1971 |
1.1971 |
1.1971 |
1.1978 |
| S1 |
1.1941 |
1.1941 |
1.1968 |
1.1956 |
| S2 |
1.1909 |
1.1909 |
1.1963 |
|
| S3 |
1.1847 |
1.1879 |
1.1957 |
|
| S4 |
1.1785 |
1.1817 |
1.1940 |
|
|
| 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 |
1.2000 |
1.1852 |
0.0148 |
1.2% |
0.0070 |
0.6% |
82% |
True |
False |
80,543 |
| 10 |
1.2084 |
1.1842 |
0.0242 |
2.0% |
0.0097 |
0.8% |
55% |
False |
False |
91,081 |
| 20 |
1.2159 |
1.1842 |
0.0317 |
2.6% |
0.0111 |
0.9% |
42% |
False |
False |
50,453 |
| 40 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0109 |
0.9% |
21% |
False |
False |
25,377 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0101 |
0.8% |
21% |
False |
False |
16,951 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0092 |
0.8% |
38% |
False |
False |
12,736 |
| 100 |
1.2474 |
1.1610 |
0.0864 |
7.2% |
0.0076 |
0.6% |
42% |
False |
False |
10,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2264 |
|
2.618 |
1.2162 |
|
1.618 |
1.2100 |
|
1.000 |
1.2062 |
|
0.618 |
1.2038 |
|
HIGH |
1.2000 |
|
0.618 |
1.1976 |
|
0.500 |
1.1969 |
|
0.382 |
1.1962 |
|
LOW |
1.1938 |
|
0.618 |
1.1900 |
|
1.000 |
1.1876 |
|
1.618 |
1.1838 |
|
2.618 |
1.1776 |
|
4.250 |
1.1675 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1972 |
1.1966 |
| PP |
1.1971 |
1.1958 |
| S1 |
1.1969 |
1.1950 |
|