CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2355 |
1.2400 |
0.0045 |
0.4% |
1.2474 |
| High |
1.2422 |
1.2414 |
-0.0008 |
-0.1% |
1.2474 |
| Low |
1.2337 |
1.2291 |
-0.0046 |
-0.4% |
1.2275 |
| Close |
1.2410 |
1.2309 |
-0.0101 |
-0.8% |
1.2309 |
| Range |
0.0085 |
0.0123 |
0.0038 |
44.7% |
0.0199 |
| ATR |
0.0104 |
0.0105 |
0.0001 |
1.3% |
0.0000 |
| Volume |
230 |
184 |
-46 |
-20.0% |
1,217 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2707 |
1.2631 |
1.2377 |
|
| R3 |
1.2584 |
1.2508 |
1.2343 |
|
| R2 |
1.2461 |
1.2461 |
1.2332 |
|
| R1 |
1.2385 |
1.2385 |
1.2320 |
1.2362 |
| PP |
1.2338 |
1.2338 |
1.2338 |
1.2326 |
| S1 |
1.2262 |
1.2262 |
1.2298 |
1.2239 |
| S2 |
1.2215 |
1.2215 |
1.2286 |
|
| S3 |
1.2092 |
1.2139 |
1.2275 |
|
| S4 |
1.1969 |
1.2016 |
1.2241 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2950 |
1.2828 |
1.2418 |
|
| R3 |
1.2751 |
1.2629 |
1.2364 |
|
| R2 |
1.2552 |
1.2552 |
1.2345 |
|
| R1 |
1.2430 |
1.2430 |
1.2327 |
1.2392 |
| PP |
1.2353 |
1.2353 |
1.2353 |
1.2333 |
| S1 |
1.2231 |
1.2231 |
1.2291 |
1.2193 |
| S2 |
1.2154 |
1.2154 |
1.2273 |
|
| S3 |
1.1955 |
1.2032 |
1.2254 |
|
| S4 |
1.1756 |
1.1833 |
1.2200 |
|
|
| 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% |
0.0123 |
1.0% |
17% |
False |
False |
243 |
| 10 |
1.2474 |
1.2217 |
0.0257 |
2.1% |
0.0120 |
1.0% |
36% |
False |
False |
177 |
| 20 |
1.2474 |
1.2179 |
0.0295 |
2.4% |
0.0098 |
0.8% |
44% |
False |
False |
147 |
| 40 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0095 |
0.8% |
80% |
False |
False |
131 |
| 60 |
1.2474 |
1.1635 |
0.0839 |
6.8% |
0.0068 |
0.6% |
80% |
False |
False |
89 |
| 80 |
1.2474 |
1.1416 |
0.1058 |
8.6% |
0.0053 |
0.4% |
84% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2937 |
|
2.618 |
1.2736 |
|
1.618 |
1.2613 |
|
1.000 |
1.2537 |
|
0.618 |
1.2490 |
|
HIGH |
1.2414 |
|
0.618 |
1.2367 |
|
0.500 |
1.2353 |
|
0.382 |
1.2338 |
|
LOW |
1.2291 |
|
0.618 |
1.2215 |
|
1.000 |
1.2168 |
|
1.618 |
1.2092 |
|
2.618 |
1.1969 |
|
4.250 |
1.1768 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2353 |
1.2349 |
| PP |
1.2338 |
1.2336 |
| S1 |
1.2324 |
1.2322 |
|