CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1976 |
1.1901 |
-0.0075 |
-0.6% |
1.1895 |
| High |
1.1982 |
1.1974 |
-0.0008 |
-0.1% |
1.2120 |
| Low |
1.1862 |
1.1888 |
0.0026 |
0.2% |
1.1838 |
| Close |
1.1906 |
1.1949 |
0.0043 |
0.4% |
1.2061 |
| Range |
0.0120 |
0.0086 |
-0.0034 |
-28.3% |
0.0282 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
156,961 |
115,152 |
-41,809 |
-26.6% |
674,669 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2195 |
1.2158 |
1.1996 |
|
| R3 |
1.2109 |
1.2072 |
1.1973 |
|
| R2 |
1.2023 |
1.2023 |
1.1965 |
|
| R1 |
1.1986 |
1.1986 |
1.1957 |
1.2005 |
| PP |
1.1937 |
1.1937 |
1.1937 |
1.1946 |
| S1 |
1.1900 |
1.1900 |
1.1941 |
1.1919 |
| S2 |
1.1851 |
1.1851 |
1.1933 |
|
| S3 |
1.1765 |
1.1814 |
1.1925 |
|
| S4 |
1.1679 |
1.1728 |
1.1902 |
|
|
| 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 |
1.1862 |
0.0284 |
2.4% |
0.0133 |
1.1% |
31% |
False |
False |
131,229 |
| 10 |
1.2146 |
1.1838 |
0.0308 |
2.6% |
0.0127 |
1.1% |
36% |
False |
False |
128,524 |
| 20 |
1.2250 |
1.1838 |
0.0412 |
3.4% |
0.0115 |
1.0% |
27% |
False |
False |
119,050 |
| 40 |
1.2466 |
1.1838 |
0.0628 |
5.3% |
0.0122 |
1.0% |
18% |
False |
False |
115,673 |
| 60 |
1.2466 |
1.1648 |
0.0818 |
6.8% |
0.0113 |
0.9% |
37% |
False |
False |
110,450 |
| 80 |
1.2466 |
1.1648 |
0.0818 |
6.8% |
0.0118 |
1.0% |
37% |
False |
False |
94,285 |
| 100 |
1.2466 |
1.1373 |
0.1093 |
9.1% |
0.0115 |
1.0% |
53% |
False |
False |
75,482 |
| 120 |
1.2466 |
1.1084 |
0.1382 |
11.6% |
0.0110 |
0.9% |
63% |
False |
False |
62,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2340 |
|
2.618 |
1.2199 |
|
1.618 |
1.2113 |
|
1.000 |
1.2060 |
|
0.618 |
1.2027 |
|
HIGH |
1.1974 |
|
0.618 |
1.1941 |
|
0.500 |
1.1931 |
|
0.382 |
1.1921 |
|
LOW |
1.1888 |
|
0.618 |
1.1835 |
|
1.000 |
1.1802 |
|
1.618 |
1.1749 |
|
2.618 |
1.1663 |
|
4.250 |
1.1523 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1943 |
1.2004 |
| PP |
1.1937 |
1.1986 |
| S1 |
1.1931 |
1.1967 |
|