CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2326 |
1.2349 |
0.0023 |
0.2% |
1.2474 |
| High |
1.2351 |
1.2426 |
0.0075 |
0.6% |
1.2474 |
| Low |
1.2298 |
1.2218 |
-0.0080 |
-0.7% |
1.2275 |
| Close |
1.2329 |
1.2267 |
-0.0062 |
-0.5% |
1.2309 |
| Range |
0.0053 |
0.0208 |
0.0155 |
292.5% |
0.0199 |
| ATR |
0.0101 |
0.0109 |
0.0008 |
7.5% |
0.0000 |
| Volume |
184 |
123 |
-61 |
-33.2% |
1,217 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2928 |
1.2805 |
1.2381 |
|
| R3 |
1.2720 |
1.2597 |
1.2324 |
|
| R2 |
1.2512 |
1.2512 |
1.2305 |
|
| R1 |
1.2389 |
1.2389 |
1.2286 |
1.2347 |
| PP |
1.2304 |
1.2304 |
1.2304 |
1.2282 |
| S1 |
1.2181 |
1.2181 |
1.2248 |
1.2139 |
| S2 |
1.2096 |
1.2096 |
1.2229 |
|
| S3 |
1.1888 |
1.1973 |
1.2210 |
|
| S4 |
1.1680 |
1.1765 |
1.2153 |
|
|
| 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 |
1.2426 |
1.2218 |
0.0208 |
1.7% |
0.0123 |
1.0% |
24% |
True |
True |
167 |
| 10 |
1.2474 |
1.2217 |
0.0257 |
2.1% |
0.0118 |
1.0% |
19% |
False |
False |
186 |
| 20 |
1.2474 |
1.2217 |
0.0257 |
2.1% |
0.0104 |
0.8% |
19% |
False |
False |
149 |
| 40 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0096 |
0.8% |
74% |
False |
False |
138 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0072 |
0.6% |
74% |
False |
False |
95 |
| 80 |
1.2474 |
1.1416 |
0.1058 |
8.6% |
0.0056 |
0.5% |
80% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3310 |
|
2.618 |
1.2971 |
|
1.618 |
1.2763 |
|
1.000 |
1.2634 |
|
0.618 |
1.2555 |
|
HIGH |
1.2426 |
|
0.618 |
1.2347 |
|
0.500 |
1.2322 |
|
0.382 |
1.2297 |
|
LOW |
1.2218 |
|
0.618 |
1.2089 |
|
1.000 |
1.2010 |
|
1.618 |
1.1881 |
|
2.618 |
1.1673 |
|
4.250 |
1.1334 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2322 |
1.2322 |
| PP |
1.2304 |
1.2304 |
| S1 |
1.2285 |
1.2285 |
|