CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 03-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1884 |
1.1926 |
0.0042 |
0.4% |
1.1895 |
| High |
1.1980 |
1.2120 |
0.0140 |
1.2% |
1.2120 |
| Low |
1.1853 |
1.1914 |
0.0061 |
0.5% |
1.1838 |
| Close |
1.1914 |
1.2061 |
0.0147 |
1.2% |
1.2061 |
| Range |
0.0127 |
0.0206 |
0.0079 |
62.2% |
0.0282 |
| ATR |
0.0117 |
0.0124 |
0.0006 |
5.4% |
0.0000 |
| Volume |
131,541 |
156,972 |
25,431 |
19.3% |
674,669 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2650 |
1.2561 |
1.2174 |
|
| R3 |
1.2444 |
1.2355 |
1.2118 |
|
| R2 |
1.2238 |
1.2238 |
1.2099 |
|
| R1 |
1.2149 |
1.2149 |
1.2080 |
1.2194 |
| PP |
1.2032 |
1.2032 |
1.2032 |
1.2054 |
| S1 |
1.1943 |
1.1943 |
1.2042 |
1.1988 |
| S2 |
1.1826 |
1.1826 |
1.2023 |
|
| S3 |
1.1620 |
1.1737 |
1.2004 |
|
| S4 |
1.1414 |
1.1531 |
1.1948 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2852 |
1.2739 |
1.2216 |
|
| R3 |
1.2570 |
1.2457 |
1.2139 |
|
| R2 |
1.2288 |
1.2288 |
1.2113 |
|
| R1 |
1.2175 |
1.2175 |
1.2087 |
1.2232 |
| PP |
1.2006 |
1.2006 |
1.2006 |
1.2035 |
| S1 |
1.1893 |
1.1893 |
1.2035 |
1.1950 |
| S2 |
1.1724 |
1.1724 |
1.2009 |
|
| S3 |
1.1442 |
1.1611 |
1.1983 |
|
| S4 |
1.1160 |
1.1329 |
1.1906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2120 |
1.1838 |
0.0282 |
2.3% |
0.0139 |
1.2% |
79% |
True |
False |
134,933 |
| 10 |
1.2120 |
1.1838 |
0.0282 |
2.3% |
0.0120 |
1.0% |
79% |
True |
False |
119,889 |
| 20 |
1.2420 |
1.1838 |
0.0582 |
4.8% |
0.0122 |
1.0% |
38% |
False |
False |
122,328 |
| 40 |
1.2466 |
1.1838 |
0.0628 |
5.2% |
0.0120 |
1.0% |
36% |
False |
False |
111,970 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.8% |
0.0118 |
1.0% |
50% |
False |
False |
114,240 |
| 80 |
1.2466 |
1.1592 |
0.0874 |
7.2% |
0.0117 |
1.0% |
54% |
False |
False |
88,064 |
| 100 |
1.2466 |
1.1373 |
0.1093 |
9.1% |
0.0114 |
0.9% |
63% |
False |
False |
70,497 |
| 120 |
1.2466 |
1.0968 |
0.1498 |
12.4% |
0.0109 |
0.9% |
73% |
False |
False |
58,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2996 |
|
2.618 |
1.2659 |
|
1.618 |
1.2453 |
|
1.000 |
1.2326 |
|
0.618 |
1.2247 |
|
HIGH |
1.2120 |
|
0.618 |
1.2041 |
|
0.500 |
1.2017 |
|
0.382 |
1.1993 |
|
LOW |
1.1914 |
|
0.618 |
1.1787 |
|
1.000 |
1.1708 |
|
1.618 |
1.1581 |
|
2.618 |
1.1375 |
|
4.250 |
1.1039 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2046 |
1.2034 |
| PP |
1.2032 |
1.2006 |
| S1 |
1.2017 |
1.1979 |
|