CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 02-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2452 |
1.2424 |
-0.0028 |
-0.2% |
1.2293 |
| High |
1.2466 |
1.2432 |
-0.0034 |
-0.3% |
1.2450 |
| Low |
1.2258 |
1.2354 |
0.0096 |
0.8% |
1.2202 |
| Close |
1.2417 |
1.2401 |
-0.0016 |
-0.1% |
1.2429 |
| Range |
0.0208 |
0.0078 |
-0.0130 |
-62.5% |
0.0248 |
| ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
97,773 |
77,690 |
-20,083 |
-20.5% |
527,881 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2630 |
1.2593 |
1.2444 |
|
| R3 |
1.2552 |
1.2515 |
1.2422 |
|
| R2 |
1.2474 |
1.2474 |
1.2415 |
|
| R1 |
1.2437 |
1.2437 |
1.2408 |
1.2417 |
| PP |
1.2396 |
1.2396 |
1.2396 |
1.2385 |
| S1 |
1.2359 |
1.2359 |
1.2394 |
1.2339 |
| S2 |
1.2318 |
1.2318 |
1.2387 |
|
| S3 |
1.2240 |
1.2281 |
1.2380 |
|
| S4 |
1.2162 |
1.2203 |
1.2358 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3104 |
1.3015 |
1.2565 |
|
| R3 |
1.2856 |
1.2767 |
1.2497 |
|
| R2 |
1.2608 |
1.2608 |
1.2474 |
|
| R1 |
1.2519 |
1.2519 |
1.2452 |
1.2564 |
| PP |
1.2360 |
1.2360 |
1.2360 |
1.2383 |
| S1 |
1.2271 |
1.2271 |
1.2406 |
1.2316 |
| S2 |
1.2112 |
1.2112 |
1.2384 |
|
| S3 |
1.1864 |
1.2023 |
1.2361 |
|
| S4 |
1.1616 |
1.1775 |
1.2293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2466 |
1.2202 |
0.0264 |
2.1% |
0.0127 |
1.0% |
75% |
False |
False |
99,124 |
| 10 |
1.2466 |
1.2202 |
0.0264 |
2.1% |
0.0129 |
1.0% |
75% |
False |
False |
99,357 |
| 20 |
1.2466 |
1.2017 |
0.0449 |
3.6% |
0.0117 |
0.9% |
86% |
False |
False |
99,504 |
| 40 |
1.2466 |
1.1648 |
0.0818 |
6.6% |
0.0114 |
0.9% |
92% |
False |
False |
107,357 |
| 60 |
1.2466 |
1.1592 |
0.0874 |
7.0% |
0.0114 |
0.9% |
93% |
False |
False |
72,450 |
| 80 |
1.2466 |
1.1267 |
0.1199 |
9.7% |
0.0112 |
0.9% |
95% |
False |
False |
54,389 |
| 100 |
1.2466 |
1.0936 |
0.1530 |
12.3% |
0.0105 |
0.8% |
96% |
False |
False |
43,521 |
| 120 |
1.2466 |
1.0827 |
0.1639 |
13.2% |
0.0090 |
0.7% |
96% |
False |
False |
36,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2764 |
|
2.618 |
1.2636 |
|
1.618 |
1.2558 |
|
1.000 |
1.2510 |
|
0.618 |
1.2480 |
|
HIGH |
1.2432 |
|
0.618 |
1.2402 |
|
0.500 |
1.2393 |
|
0.382 |
1.2384 |
|
LOW |
1.2354 |
|
0.618 |
1.2306 |
|
1.000 |
1.2276 |
|
1.618 |
1.2228 |
|
2.618 |
1.2150 |
|
4.250 |
1.2023 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2398 |
1.2388 |
| PP |
1.2396 |
1.2375 |
| S1 |
1.2393 |
1.2362 |
|