CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2391 |
1.2307 |
-0.0084 |
-0.7% |
1.2452 |
| High |
1.2407 |
1.2349 |
-0.0058 |
-0.5% |
1.2466 |
| Low |
1.2275 |
1.2282 |
0.0007 |
0.1% |
1.2258 |
| Close |
1.2297 |
1.2317 |
0.0020 |
0.2% |
1.2297 |
| Range |
0.0132 |
0.0067 |
-0.0065 |
-49.2% |
0.0208 |
| ATR |
0.0121 |
0.0117 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
138,573 |
79,304 |
-59,269 |
-42.8% |
566,317 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2517 |
1.2484 |
1.2354 |
|
| R3 |
1.2450 |
1.2417 |
1.2335 |
|
| R2 |
1.2383 |
1.2383 |
1.2329 |
|
| R1 |
1.2350 |
1.2350 |
1.2323 |
1.2367 |
| PP |
1.2316 |
1.2316 |
1.2316 |
1.2324 |
| S1 |
1.2283 |
1.2283 |
1.2311 |
1.2300 |
| S2 |
1.2249 |
1.2249 |
1.2305 |
|
| S3 |
1.2182 |
1.2216 |
1.2299 |
|
| S4 |
1.2115 |
1.2149 |
1.2280 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2964 |
1.2839 |
1.2411 |
|
| R3 |
1.2756 |
1.2631 |
1.2354 |
|
| R2 |
1.2548 |
1.2548 |
1.2335 |
|
| R1 |
1.2423 |
1.2423 |
1.2316 |
1.2382 |
| PP |
1.2340 |
1.2340 |
1.2340 |
1.2320 |
| S1 |
1.2215 |
1.2215 |
1.2278 |
1.2174 |
| S2 |
1.2132 |
1.2132 |
1.2259 |
|
| S3 |
1.1924 |
1.2007 |
1.2240 |
|
| S4 |
1.1716 |
1.1799 |
1.2183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2432 |
1.2260 |
0.0172 |
1.4% |
0.0108 |
0.9% |
33% |
False |
False |
109,569 |
| 10 |
1.2466 |
1.2202 |
0.0264 |
2.1% |
0.0125 |
1.0% |
44% |
False |
False |
107,517 |
| 20 |
1.2466 |
1.2148 |
0.0318 |
2.6% |
0.0117 |
0.9% |
53% |
False |
False |
104,453 |
| 40 |
1.2466 |
1.1648 |
0.0818 |
6.6% |
0.0115 |
0.9% |
82% |
False |
False |
109,440 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.6% |
0.0114 |
0.9% |
82% |
False |
False |
80,259 |
| 80 |
1.2466 |
1.1373 |
0.1093 |
8.9% |
0.0112 |
0.9% |
86% |
False |
False |
60,258 |
| 100 |
1.2466 |
1.0968 |
0.1498 |
12.2% |
0.0107 |
0.9% |
90% |
False |
False |
48,222 |
| 120 |
1.2466 |
1.0827 |
0.1639 |
13.3% |
0.0092 |
0.7% |
91% |
False |
False |
40,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2634 |
|
2.618 |
1.2524 |
|
1.618 |
1.2457 |
|
1.000 |
1.2416 |
|
0.618 |
1.2390 |
|
HIGH |
1.2349 |
|
0.618 |
1.2323 |
|
0.500 |
1.2316 |
|
0.382 |
1.2308 |
|
LOW |
1.2282 |
|
0.618 |
1.2241 |
|
1.000 |
1.2215 |
|
1.618 |
1.2174 |
|
2.618 |
1.2107 |
|
4.250 |
1.1997 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2317 |
1.2345 |
| PP |
1.2316 |
1.2335 |
| S1 |
1.2316 |
1.2326 |
|