CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 30-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2145 |
1.2255 |
0.0110 |
0.9% |
1.1920 |
| High |
1.2264 |
1.2311 |
0.0047 |
0.4% |
1.2080 |
| Low |
1.2140 |
1.2224 |
0.0084 |
0.7% |
1.1899 |
| Close |
1.2260 |
1.2278 |
0.0018 |
0.1% |
1.2072 |
| Range |
0.0124 |
0.0087 |
-0.0037 |
-29.8% |
0.0181 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
74,817 |
83,629 |
8,812 |
11.8% |
301,036 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2532 |
1.2492 |
1.2326 |
|
| R3 |
1.2445 |
1.2405 |
1.2302 |
|
| R2 |
1.2358 |
1.2358 |
1.2294 |
|
| R1 |
1.2318 |
1.2318 |
1.2286 |
1.2338 |
| PP |
1.2271 |
1.2271 |
1.2271 |
1.2281 |
| S1 |
1.2231 |
1.2231 |
1.2270 |
1.2251 |
| S2 |
1.2184 |
1.2184 |
1.2262 |
|
| S3 |
1.2097 |
1.2144 |
1.2254 |
|
| S4 |
1.2010 |
1.2057 |
1.2230 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2560 |
1.2497 |
1.2172 |
|
| R3 |
1.2379 |
1.2316 |
1.2122 |
|
| R2 |
1.2198 |
1.2198 |
1.2105 |
|
| R1 |
1.2135 |
1.2135 |
1.2089 |
1.2167 |
| PP |
1.2017 |
1.2017 |
1.2017 |
1.2033 |
| S1 |
1.1954 |
1.1954 |
1.2055 |
1.1986 |
| S2 |
1.1836 |
1.1836 |
1.2039 |
|
| S3 |
1.1655 |
1.1773 |
1.2022 |
|
| S4 |
1.1474 |
1.1592 |
1.1972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2311 |
1.1974 |
0.0337 |
2.7% |
0.0104 |
0.8% |
90% |
True |
False |
86,911 |
| 10 |
1.2311 |
1.1852 |
0.0459 |
3.7% |
0.0087 |
0.7% |
93% |
True |
False |
83,727 |
| 20 |
1.2311 |
1.1842 |
0.0469 |
3.8% |
0.0109 |
0.9% |
93% |
True |
False |
71,898 |
| 40 |
1.2426 |
1.1842 |
0.0584 |
4.8% |
0.0108 |
0.9% |
75% |
False |
False |
36,215 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.1% |
0.0104 |
0.8% |
69% |
False |
False |
24,189 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0099 |
0.8% |
76% |
False |
False |
18,167 |
| 100 |
1.2474 |
1.1635 |
0.0839 |
6.8% |
0.0081 |
0.7% |
77% |
False |
False |
14,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2681 |
|
2.618 |
1.2539 |
|
1.618 |
1.2452 |
|
1.000 |
1.2398 |
|
0.618 |
1.2365 |
|
HIGH |
1.2311 |
|
0.618 |
1.2278 |
|
0.500 |
1.2268 |
|
0.382 |
1.2257 |
|
LOW |
1.2224 |
|
0.618 |
1.2170 |
|
1.000 |
1.2137 |
|
1.618 |
1.2083 |
|
2.618 |
1.1996 |
|
4.250 |
1.1854 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2275 |
1.2251 |
| PP |
1.2271 |
1.2224 |
| S1 |
1.2268 |
1.2198 |
|