CME Japanese Yen Future December 2010
| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1901 |
1.1937 |
0.0036 |
0.3% |
1.2089 |
| High |
1.1974 |
1.1983 |
0.0009 |
0.1% |
1.2146 |
| Low |
1.1888 |
1.1902 |
0.0014 |
0.1% |
1.1862 |
| Close |
1.1949 |
1.1920 |
-0.0029 |
-0.2% |
1.1920 |
| Range |
0.0086 |
0.0081 |
-0.0005 |
-5.8% |
0.0284 |
| ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
115,152 |
28,536 |
-86,616 |
-75.2% |
527,709 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2178 |
1.2130 |
1.1965 |
|
| R3 |
1.2097 |
1.2049 |
1.1942 |
|
| R2 |
1.2016 |
1.2016 |
1.1935 |
|
| R1 |
1.1968 |
1.1968 |
1.1927 |
1.1952 |
| PP |
1.1935 |
1.1935 |
1.1935 |
1.1927 |
| S1 |
1.1887 |
1.1887 |
1.1913 |
1.1871 |
| S2 |
1.1854 |
1.1854 |
1.1905 |
|
| S3 |
1.1773 |
1.1806 |
1.1898 |
|
| S4 |
1.1692 |
1.1725 |
1.1875 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2828 |
1.2658 |
1.2076 |
|
| R3 |
1.2544 |
1.2374 |
1.1998 |
|
| R2 |
1.2260 |
1.2260 |
1.1972 |
|
| R1 |
1.2090 |
1.2090 |
1.1946 |
1.2033 |
| PP |
1.1976 |
1.1976 |
1.1976 |
1.1948 |
| S1 |
1.1806 |
1.1806 |
1.1894 |
1.1749 |
| S2 |
1.1692 |
1.1692 |
1.1868 |
|
| S3 |
1.1408 |
1.1522 |
1.1842 |
|
| S4 |
1.1124 |
1.1238 |
1.1764 |
|
|
| 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% |
0.0108 |
0.9% |
20% |
False |
False |
105,541 |
| 10 |
1.2146 |
1.1838 |
0.0308 |
2.6% |
0.0124 |
1.0% |
27% |
False |
False |
120,237 |
| 20 |
1.2250 |
1.1838 |
0.0412 |
3.5% |
0.0115 |
1.0% |
20% |
False |
False |
116,414 |
| 40 |
1.2466 |
1.1838 |
0.0628 |
5.3% |
0.0121 |
1.0% |
13% |
False |
False |
113,070 |
| 60 |
1.2466 |
1.1649 |
0.0817 |
6.9% |
0.0113 |
0.9% |
33% |
False |
False |
108,691 |
| 80 |
1.2466 |
1.1648 |
0.0818 |
6.9% |
0.0117 |
1.0% |
33% |
False |
False |
94,639 |
| 100 |
1.2466 |
1.1373 |
0.1093 |
9.2% |
0.0115 |
1.0% |
50% |
False |
False |
75,766 |
| 120 |
1.2466 |
1.1159 |
0.1307 |
11.0% |
0.0110 |
0.9% |
58% |
False |
False |
63,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2327 |
|
2.618 |
1.2195 |
|
1.618 |
1.2114 |
|
1.000 |
1.2064 |
|
0.618 |
1.2033 |
|
HIGH |
1.1983 |
|
0.618 |
1.1952 |
|
0.500 |
1.1943 |
|
0.382 |
1.1933 |
|
LOW |
1.1902 |
|
0.618 |
1.1852 |
|
1.000 |
1.1821 |
|
1.618 |
1.1771 |
|
2.618 |
1.1690 |
|
4.250 |
1.1558 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1943 |
1.1923 |
| PP |
1.1935 |
1.1922 |
| S1 |
1.1928 |
1.1921 |
|