CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2400 |
1.2326 |
-0.0074 |
-0.6% |
1.2474 |
| High |
1.2414 |
1.2351 |
-0.0063 |
-0.5% |
1.2474 |
| Low |
1.2291 |
1.2298 |
0.0007 |
0.1% |
1.2275 |
| Close |
1.2309 |
1.2329 |
0.0020 |
0.2% |
1.2309 |
| Range |
0.0123 |
0.0053 |
-0.0070 |
-56.9% |
0.0199 |
| ATR |
0.0105 |
0.0101 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
184 |
184 |
0 |
0.0% |
1,217 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2485 |
1.2460 |
1.2358 |
|
| R3 |
1.2432 |
1.2407 |
1.2344 |
|
| R2 |
1.2379 |
1.2379 |
1.2339 |
|
| R1 |
1.2354 |
1.2354 |
1.2334 |
1.2367 |
| PP |
1.2326 |
1.2326 |
1.2326 |
1.2332 |
| S1 |
1.2301 |
1.2301 |
1.2324 |
1.2314 |
| S2 |
1.2273 |
1.2273 |
1.2319 |
|
| S3 |
1.2220 |
1.2248 |
1.2314 |
|
| S4 |
1.2167 |
1.2195 |
1.2300 |
|
|
| 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 |
1.2445 |
1.2275 |
0.0170 |
1.4% |
0.0097 |
0.8% |
32% |
False |
False |
203 |
| 10 |
1.2474 |
1.2217 |
0.0257 |
2.1% |
0.0111 |
0.9% |
44% |
False |
False |
189 |
| 20 |
1.2474 |
1.2179 |
0.0295 |
2.4% |
0.0098 |
0.8% |
51% |
False |
False |
148 |
| 40 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0094 |
0.8% |
82% |
False |
False |
135 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0069 |
0.6% |
82% |
False |
False |
93 |
| 80 |
1.2474 |
1.1416 |
0.1058 |
8.6% |
0.0054 |
0.4% |
86% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2576 |
|
2.618 |
1.2490 |
|
1.618 |
1.2437 |
|
1.000 |
1.2404 |
|
0.618 |
1.2384 |
|
HIGH |
1.2351 |
|
0.618 |
1.2331 |
|
0.500 |
1.2325 |
|
0.382 |
1.2318 |
|
LOW |
1.2298 |
|
0.618 |
1.2265 |
|
1.000 |
1.2245 |
|
1.618 |
1.2212 |
|
2.618 |
1.2159 |
|
4.250 |
1.2073 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2328 |
1.2357 |
| PP |
1.2326 |
1.2347 |
| S1 |
1.2325 |
1.2338 |
|