CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 02-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2474 |
1.2428 |
-0.0046 |
-0.4% |
1.2310 |
| High |
1.2474 |
1.2445 |
-0.0029 |
-0.2% |
1.2459 |
| Low |
1.2287 |
1.2371 |
0.0084 |
0.7% |
1.2217 |
| Close |
1.2430 |
1.2414 |
-0.0016 |
-0.1% |
1.2442 |
| Range |
0.0187 |
0.0074 |
-0.0113 |
-60.4% |
0.0242 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
382 |
303 |
-79 |
-20.7% |
560 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2632 |
1.2597 |
1.2455 |
|
| R3 |
1.2558 |
1.2523 |
1.2434 |
|
| R2 |
1.2484 |
1.2484 |
1.2428 |
|
| R1 |
1.2449 |
1.2449 |
1.2421 |
1.2430 |
| PP |
1.2410 |
1.2410 |
1.2410 |
1.2400 |
| S1 |
1.2375 |
1.2375 |
1.2407 |
1.2356 |
| S2 |
1.2336 |
1.2336 |
1.2400 |
|
| S3 |
1.2262 |
1.2301 |
1.2394 |
|
| S4 |
1.2188 |
1.2227 |
1.2373 |
|
|
| 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% |
0.0112 |
0.9% |
77% |
False |
False |
204 |
| 10 |
1.2474 |
1.2217 |
0.0257 |
2.1% |
0.0113 |
0.9% |
77% |
False |
False |
185 |
| 20 |
1.2474 |
1.2055 |
0.0419 |
3.4% |
0.0096 |
0.8% |
86% |
False |
False |
136 |
| 40 |
1.2474 |
1.1666 |
0.0808 |
6.5% |
0.0090 |
0.7% |
93% |
False |
False |
120 |
| 60 |
1.2474 |
1.1635 |
0.0839 |
6.8% |
0.0062 |
0.5% |
93% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2760 |
|
2.618 |
1.2639 |
|
1.618 |
1.2565 |
|
1.000 |
1.2519 |
|
0.618 |
1.2491 |
|
HIGH |
1.2445 |
|
0.618 |
1.2417 |
|
0.500 |
1.2408 |
|
0.382 |
1.2399 |
|
LOW |
1.2371 |
|
0.618 |
1.2325 |
|
1.000 |
1.2297 |
|
1.618 |
1.2251 |
|
2.618 |
1.2177 |
|
4.250 |
1.2057 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2412 |
1.2403 |
| PP |
1.2410 |
1.2392 |
| S1 |
1.2408 |
1.2381 |
|