CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 03-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2428 |
1.2423 |
-0.0005 |
0.0% |
1.2310 |
| High |
1.2445 |
1.2423 |
-0.0022 |
-0.2% |
1.2459 |
| Low |
1.2371 |
1.2275 |
-0.0096 |
-0.8% |
1.2217 |
| Close |
1.2414 |
1.2315 |
-0.0099 |
-0.8% |
1.2442 |
| Range |
0.0074 |
0.0148 |
0.0074 |
100.0% |
0.0242 |
| ATR |
0.0100 |
0.0103 |
0.0003 |
3.4% |
0.0000 |
| Volume |
303 |
118 |
-185 |
-61.1% |
560 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2782 |
1.2696 |
1.2396 |
|
| R3 |
1.2634 |
1.2548 |
1.2356 |
|
| R2 |
1.2486 |
1.2486 |
1.2342 |
|
| R1 |
1.2400 |
1.2400 |
1.2329 |
1.2369 |
| PP |
1.2338 |
1.2338 |
1.2338 |
1.2322 |
| S1 |
1.2252 |
1.2252 |
1.2301 |
1.2221 |
| S2 |
1.2190 |
1.2190 |
1.2288 |
|
| S3 |
1.2042 |
1.2104 |
1.2274 |
|
| S4 |
1.1894 |
1.1956 |
1.2234 |
|
|
| 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 |
1.2262 |
0.0212 |
1.7% |
0.0124 |
1.0% |
25% |
False |
False |
211 |
| 10 |
1.2474 |
1.2217 |
0.0257 |
2.1% |
0.0120 |
1.0% |
38% |
False |
False |
173 |
| 20 |
1.2474 |
1.2073 |
0.0401 |
3.3% |
0.0100 |
0.8% |
60% |
False |
False |
140 |
| 40 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0091 |
0.7% |
80% |
False |
False |
122 |
| 60 |
1.2474 |
1.1635 |
0.0839 |
6.8% |
0.0065 |
0.5% |
81% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3052 |
|
2.618 |
1.2810 |
|
1.618 |
1.2662 |
|
1.000 |
1.2571 |
|
0.618 |
1.2514 |
|
HIGH |
1.2423 |
|
0.618 |
1.2366 |
|
0.500 |
1.2349 |
|
0.382 |
1.2332 |
|
LOW |
1.2275 |
|
0.618 |
1.2184 |
|
1.000 |
1.2127 |
|
1.618 |
1.2036 |
|
2.618 |
1.1888 |
|
4.250 |
1.1646 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2349 |
1.2375 |
| PP |
1.2338 |
1.2355 |
| S1 |
1.2326 |
1.2335 |
|