CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2101 |
1.1976 |
-0.0125 |
-1.0% |
1.1895 |
| High |
1.2146 |
1.1982 |
-0.0164 |
-1.4% |
1.2120 |
| Low |
1.1953 |
1.1862 |
-0.0091 |
-0.8% |
1.1838 |
| Close |
1.1979 |
1.1906 |
-0.0073 |
-0.6% |
1.2061 |
| Range |
0.0193 |
0.0120 |
-0.0073 |
-37.8% |
0.0282 |
| ATR |
0.0124 |
0.0124 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
140,309 |
156,961 |
16,652 |
11.9% |
674,669 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2277 |
1.2211 |
1.1972 |
|
| R3 |
1.2157 |
1.2091 |
1.1939 |
|
| R2 |
1.2037 |
1.2037 |
1.1928 |
|
| R1 |
1.1971 |
1.1971 |
1.1917 |
1.1944 |
| PP |
1.1917 |
1.1917 |
1.1917 |
1.1903 |
| S1 |
1.1851 |
1.1851 |
1.1895 |
1.1824 |
| S2 |
1.1797 |
1.1797 |
1.1884 |
|
| S3 |
1.1677 |
1.1731 |
1.1873 |
|
| S4 |
1.1557 |
1.1611 |
1.1840 |
|
|
| 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 |
1.2146 |
1.1853 |
0.0293 |
2.5% |
0.0141 |
1.2% |
18% |
False |
False |
134,506 |
| 10 |
1.2146 |
1.1838 |
0.0308 |
2.6% |
0.0129 |
1.1% |
22% |
False |
False |
127,985 |
| 20 |
1.2267 |
1.1838 |
0.0429 |
3.6% |
0.0120 |
1.0% |
16% |
False |
False |
122,443 |
| 40 |
1.2466 |
1.1838 |
0.0628 |
5.3% |
0.0121 |
1.0% |
11% |
False |
False |
115,096 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.9% |
0.0119 |
1.0% |
32% |
False |
False |
114,002 |
| 80 |
1.2466 |
1.1648 |
0.0818 |
6.9% |
0.0118 |
1.0% |
32% |
False |
False |
92,849 |
| 100 |
1.2466 |
1.1373 |
0.1093 |
9.2% |
0.0115 |
1.0% |
49% |
False |
False |
74,332 |
| 120 |
1.2466 |
1.1025 |
0.1441 |
12.1% |
0.0110 |
0.9% |
61% |
False |
False |
61,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2492 |
|
2.618 |
1.2296 |
|
1.618 |
1.2176 |
|
1.000 |
1.2102 |
|
0.618 |
1.2056 |
|
HIGH |
1.1982 |
|
0.618 |
1.1936 |
|
0.500 |
1.1922 |
|
0.382 |
1.1908 |
|
LOW |
1.1862 |
|
0.618 |
1.1788 |
|
1.000 |
1.1742 |
|
1.618 |
1.1668 |
|
2.618 |
1.1548 |
|
4.250 |
1.1352 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1922 |
1.2004 |
| PP |
1.1917 |
1.1971 |
| S1 |
1.1911 |
1.1939 |
|