CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2363 |
1.2474 |
0.0111 |
0.9% |
1.2310 |
| High |
1.2459 |
1.2474 |
0.0015 |
0.1% |
1.2459 |
| Low |
1.2363 |
1.2287 |
-0.0076 |
-0.6% |
1.2217 |
| Close |
1.2442 |
1.2430 |
-0.0012 |
-0.1% |
1.2442 |
| Range |
0.0096 |
0.0187 |
0.0091 |
94.8% |
0.0242 |
| ATR |
0.0096 |
0.0102 |
0.0007 |
6.8% |
0.0000 |
| Volume |
106 |
382 |
276 |
260.4% |
560 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2958 |
1.2881 |
1.2533 |
|
| R3 |
1.2771 |
1.2694 |
1.2481 |
|
| R2 |
1.2584 |
1.2584 |
1.2464 |
|
| R1 |
1.2507 |
1.2507 |
1.2447 |
1.2452 |
| PP |
1.2397 |
1.2397 |
1.2397 |
1.2370 |
| S1 |
1.2320 |
1.2320 |
1.2413 |
1.2265 |
| S2 |
1.2210 |
1.2210 |
1.2396 |
|
| S3 |
1.2023 |
1.2133 |
1.2379 |
|
| S4 |
1.1836 |
1.1946 |
1.2327 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3099 |
1.3012 |
1.2575 |
|
| R3 |
1.2857 |
1.2770 |
1.2509 |
|
| R2 |
1.2615 |
1.2615 |
1.2486 |
|
| R1 |
1.2528 |
1.2528 |
1.2464 |
1.2572 |
| PP |
1.2373 |
1.2373 |
1.2373 |
1.2394 |
| S1 |
1.2286 |
1.2286 |
1.2420 |
1.2330 |
| S2 |
1.2131 |
1.2131 |
1.2398 |
|
| S3 |
1.1889 |
1.2044 |
1.2375 |
|
| S4 |
1.1647 |
1.1802 |
1.2309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2474 |
1.2217 |
0.0257 |
2.1% |
0.0126 |
1.0% |
83% |
True |
False |
175 |
| 10 |
1.2474 |
1.2217 |
0.0257 |
2.1% |
0.0115 |
0.9% |
83% |
True |
False |
157 |
| 20 |
1.2474 |
1.1931 |
0.0543 |
4.4% |
0.0099 |
0.8% |
92% |
True |
False |
123 |
| 40 |
1.2474 |
1.1666 |
0.0808 |
6.5% |
0.0088 |
0.7% |
95% |
True |
False |
112 |
| 60 |
1.2474 |
1.1635 |
0.0839 |
6.7% |
0.0061 |
0.5% |
95% |
True |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3269 |
|
2.618 |
1.2964 |
|
1.618 |
1.2777 |
|
1.000 |
1.2661 |
|
0.618 |
1.2590 |
|
HIGH |
1.2474 |
|
0.618 |
1.2403 |
|
0.500 |
1.2381 |
|
0.382 |
1.2358 |
|
LOW |
1.2287 |
|
0.618 |
1.2171 |
|
1.000 |
1.2100 |
|
1.618 |
1.1984 |
|
2.618 |
1.1797 |
|
4.250 |
1.1492 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2414 |
1.2409 |
| PP |
1.2397 |
1.2389 |
| S1 |
1.2381 |
1.2368 |
|