CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2349 |
1.2261 |
-0.0088 |
-0.7% |
1.2474 |
| High |
1.2426 |
1.2271 |
-0.0155 |
-1.2% |
1.2474 |
| Low |
1.2218 |
1.2094 |
-0.0124 |
-1.0% |
1.2275 |
| Close |
1.2267 |
1.2193 |
-0.0074 |
-0.6% |
1.2309 |
| Range |
0.0208 |
0.0177 |
-0.0031 |
-14.9% |
0.0199 |
| ATR |
0.0109 |
0.0114 |
0.0005 |
4.5% |
0.0000 |
| Volume |
123 |
503 |
380 |
308.9% |
1,217 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2717 |
1.2632 |
1.2290 |
|
| R3 |
1.2540 |
1.2455 |
1.2242 |
|
| R2 |
1.2363 |
1.2363 |
1.2225 |
|
| R1 |
1.2278 |
1.2278 |
1.2209 |
1.2232 |
| PP |
1.2186 |
1.2186 |
1.2186 |
1.2163 |
| S1 |
1.2101 |
1.2101 |
1.2177 |
1.2055 |
| S2 |
1.2009 |
1.2009 |
1.2161 |
|
| S3 |
1.1832 |
1.1924 |
1.2144 |
|
| S4 |
1.1655 |
1.1747 |
1.2096 |
|
|
| 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 |
1.2094 |
0.0332 |
2.7% |
0.0129 |
1.1% |
30% |
False |
True |
244 |
| 10 |
1.2474 |
1.2094 |
0.0380 |
3.1% |
0.0127 |
1.0% |
26% |
False |
True |
228 |
| 20 |
1.2474 |
1.2094 |
0.0380 |
3.1% |
0.0112 |
0.9% |
26% |
False |
True |
173 |
| 40 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0091 |
0.7% |
65% |
False |
False |
149 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0075 |
0.6% |
65% |
False |
False |
103 |
| 80 |
1.2474 |
1.1416 |
0.1058 |
8.7% |
0.0059 |
0.5% |
73% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3023 |
|
2.618 |
1.2734 |
|
1.618 |
1.2557 |
|
1.000 |
1.2448 |
|
0.618 |
1.2380 |
|
HIGH |
1.2271 |
|
0.618 |
1.2203 |
|
0.500 |
1.2183 |
|
0.382 |
1.2162 |
|
LOW |
1.2094 |
|
0.618 |
1.1985 |
|
1.000 |
1.1917 |
|
1.618 |
1.1808 |
|
2.618 |
1.1631 |
|
4.250 |
1.1342 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2190 |
1.2260 |
| PP |
1.2186 |
1.2238 |
| S1 |
1.2183 |
1.2215 |
|