CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2166 |
1.2127 |
-0.0039 |
-0.3% |
1.2307 |
| High |
1.2192 |
1.2250 |
0.0058 |
0.5% |
1.2420 |
| Low |
1.2108 |
1.2100 |
-0.0008 |
-0.1% |
1.2080 |
| Close |
1.2128 |
1.2134 |
0.0006 |
0.0% |
1.2134 |
| Range |
0.0084 |
0.0150 |
0.0066 |
78.6% |
0.0340 |
| ATR |
0.0125 |
0.0127 |
0.0002 |
1.4% |
0.0000 |
| Volume |
81,263 |
134,727 |
53,464 |
65.8% |
642,148 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2611 |
1.2523 |
1.2217 |
|
| R3 |
1.2461 |
1.2373 |
1.2175 |
|
| R2 |
1.2311 |
1.2311 |
1.2162 |
|
| R1 |
1.2223 |
1.2223 |
1.2148 |
1.2267 |
| PP |
1.2161 |
1.2161 |
1.2161 |
1.2184 |
| S1 |
1.2073 |
1.2073 |
1.2120 |
1.2117 |
| S2 |
1.2011 |
1.2011 |
1.2107 |
|
| S3 |
1.1861 |
1.1923 |
1.2093 |
|
| S4 |
1.1711 |
1.1773 |
1.2052 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3231 |
1.3023 |
1.2321 |
|
| R3 |
1.2891 |
1.2683 |
1.2228 |
|
| R2 |
1.2551 |
1.2551 |
1.2196 |
|
| R1 |
1.2343 |
1.2343 |
1.2165 |
1.2277 |
| PP |
1.2211 |
1.2211 |
1.2211 |
1.2179 |
| S1 |
1.2003 |
1.2003 |
1.2103 |
1.1937 |
| S2 |
1.1871 |
1.1871 |
1.2072 |
|
| S3 |
1.1531 |
1.1663 |
1.2041 |
|
| S4 |
1.1191 |
1.1323 |
1.1947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2420 |
1.2080 |
0.0340 |
2.8% |
0.0141 |
1.2% |
16% |
False |
False |
128,429 |
| 10 |
1.2466 |
1.2080 |
0.0386 |
3.2% |
0.0139 |
1.1% |
14% |
False |
False |
120,846 |
| 20 |
1.2466 |
1.2080 |
0.0386 |
3.2% |
0.0128 |
1.1% |
14% |
False |
False |
110,924 |
| 40 |
1.2466 |
1.1668 |
0.0798 |
6.6% |
0.0114 |
0.9% |
58% |
False |
False |
105,832 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.7% |
0.0119 |
1.0% |
59% |
False |
False |
89,619 |
| 80 |
1.2466 |
1.1373 |
0.1093 |
9.0% |
0.0116 |
1.0% |
70% |
False |
False |
67,287 |
| 100 |
1.2466 |
1.1189 |
0.1277 |
10.5% |
0.0110 |
0.9% |
74% |
False |
False |
53,848 |
| 120 |
1.2466 |
1.0827 |
0.1639 |
13.5% |
0.0097 |
0.8% |
80% |
False |
False |
44,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2888 |
|
2.618 |
1.2643 |
|
1.618 |
1.2493 |
|
1.000 |
1.2400 |
|
0.618 |
1.2343 |
|
HIGH |
1.2250 |
|
0.618 |
1.2193 |
|
0.500 |
1.2175 |
|
0.382 |
1.2157 |
|
LOW |
1.2100 |
|
0.618 |
1.2007 |
|
1.000 |
1.1950 |
|
1.618 |
1.1857 |
|
2.618 |
1.1707 |
|
4.250 |
1.1463 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2175 |
1.2174 |
| PP |
1.2161 |
1.2160 |
| S1 |
1.2148 |
1.2147 |
|