CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2423 |
1.2355 |
-0.0068 |
-0.5% |
1.2310 |
| High |
1.2423 |
1.2422 |
-0.0001 |
0.0% |
1.2459 |
| Low |
1.2275 |
1.2337 |
0.0062 |
0.5% |
1.2217 |
| Close |
1.2315 |
1.2410 |
0.0095 |
0.8% |
1.2442 |
| Range |
0.0148 |
0.0085 |
-0.0063 |
-42.6% |
0.0242 |
| ATR |
0.0103 |
0.0104 |
0.0000 |
0.2% |
0.0000 |
| Volume |
118 |
230 |
112 |
94.9% |
560 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2645 |
1.2612 |
1.2457 |
|
| R3 |
1.2560 |
1.2527 |
1.2433 |
|
| R2 |
1.2475 |
1.2475 |
1.2426 |
|
| R1 |
1.2442 |
1.2442 |
1.2418 |
1.2459 |
| PP |
1.2390 |
1.2390 |
1.2390 |
1.2398 |
| S1 |
1.2357 |
1.2357 |
1.2402 |
1.2374 |
| S2 |
1.2305 |
1.2305 |
1.2394 |
|
| S3 |
1.2220 |
1.2272 |
1.2387 |
|
| S4 |
1.2135 |
1.2187 |
1.2363 |
|
|
| 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 |
1.2275 |
0.0199 |
1.6% |
0.0118 |
1.0% |
68% |
False |
False |
227 |
| 10 |
1.2474 |
1.2217 |
0.0257 |
2.1% |
0.0115 |
0.9% |
75% |
False |
False |
171 |
| 20 |
1.2474 |
1.2141 |
0.0333 |
2.7% |
0.0098 |
0.8% |
81% |
False |
False |
148 |
| 40 |
1.2474 |
1.1666 |
0.0808 |
6.5% |
0.0094 |
0.8% |
92% |
False |
False |
127 |
| 60 |
1.2474 |
1.1635 |
0.0839 |
6.8% |
0.0066 |
0.5% |
92% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2783 |
|
2.618 |
1.2645 |
|
1.618 |
1.2560 |
|
1.000 |
1.2507 |
|
0.618 |
1.2475 |
|
HIGH |
1.2422 |
|
0.618 |
1.2390 |
|
0.500 |
1.2380 |
|
0.382 |
1.2369 |
|
LOW |
1.2337 |
|
0.618 |
1.2284 |
|
1.000 |
1.2252 |
|
1.618 |
1.2199 |
|
2.618 |
1.2114 |
|
4.250 |
1.1976 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2400 |
1.2393 |
| PP |
1.2390 |
1.2377 |
| S1 |
1.2380 |
1.2360 |
|