CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 29-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1979 |
1.1895 |
-0.0084 |
-0.7% |
1.1985 |
| High |
1.1992 |
1.1932 |
-0.0060 |
-0.5% |
1.2085 |
| Low |
1.1880 |
1.1849 |
-0.0031 |
-0.3% |
1.1880 |
| Close |
1.1904 |
1.1873 |
-0.0031 |
-0.3% |
1.1904 |
| Range |
0.0112 |
0.0083 |
-0.0029 |
-25.9% |
0.0205 |
| ATR |
0.0115 |
0.0112 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
111,406 |
84,628 |
-26,778 |
-24.0% |
450,294 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2134 |
1.2086 |
1.1919 |
|
| R3 |
1.2051 |
1.2003 |
1.1896 |
|
| R2 |
1.1968 |
1.1968 |
1.1888 |
|
| R1 |
1.1920 |
1.1920 |
1.1881 |
1.1903 |
| PP |
1.1885 |
1.1885 |
1.1885 |
1.1876 |
| S1 |
1.1837 |
1.1837 |
1.1865 |
1.1820 |
| S2 |
1.1802 |
1.1802 |
1.1858 |
|
| S3 |
1.1719 |
1.1754 |
1.1850 |
|
| S4 |
1.1636 |
1.1671 |
1.1827 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2571 |
1.2443 |
1.2017 |
|
| R3 |
1.2366 |
1.2238 |
1.1960 |
|
| R2 |
1.2161 |
1.2161 |
1.1942 |
|
| R1 |
1.2033 |
1.2033 |
1.1923 |
1.1995 |
| PP |
1.1956 |
1.1956 |
1.1956 |
1.1937 |
| S1 |
1.1828 |
1.1828 |
1.1885 |
1.1790 |
| S2 |
1.1751 |
1.1751 |
1.1866 |
|
| S3 |
1.1546 |
1.1623 |
1.1848 |
|
| S4 |
1.1341 |
1.1418 |
1.1791 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2085 |
1.1849 |
0.0236 |
2.0% |
0.0101 |
0.9% |
10% |
False |
True |
106,984 |
| 10 |
1.2138 |
1.1849 |
0.0289 |
2.4% |
0.0099 |
0.8% |
8% |
False |
True |
107,581 |
| 20 |
1.2466 |
1.1849 |
0.0617 |
5.2% |
0.0119 |
1.0% |
4% |
False |
True |
114,213 |
| 40 |
1.2466 |
1.1849 |
0.0617 |
5.2% |
0.0117 |
1.0% |
4% |
False |
True |
108,240 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.9% |
0.0114 |
1.0% |
28% |
False |
False |
107,213 |
| 80 |
1.2466 |
1.1592 |
0.0874 |
7.4% |
0.0114 |
1.0% |
32% |
False |
False |
80,705 |
| 100 |
1.2466 |
1.1246 |
0.1220 |
10.3% |
0.0112 |
0.9% |
51% |
False |
False |
64,601 |
| 120 |
1.2466 |
1.0909 |
0.1557 |
13.1% |
0.0105 |
0.9% |
62% |
False |
False |
53,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2285 |
|
2.618 |
1.2149 |
|
1.618 |
1.2066 |
|
1.000 |
1.2015 |
|
0.618 |
1.1983 |
|
HIGH |
1.1932 |
|
0.618 |
1.1900 |
|
0.500 |
1.1891 |
|
0.382 |
1.1881 |
|
LOW |
1.1849 |
|
0.618 |
1.1798 |
|
1.000 |
1.1766 |
|
1.618 |
1.1715 |
|
2.618 |
1.1632 |
|
4.250 |
1.1496 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1891 |
1.1954 |
| PP |
1.1885 |
1.1927 |
| S1 |
1.1879 |
1.1900 |
|