CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2143 |
1.2130 |
-0.0013 |
-0.1% |
1.2326 |
| High |
1.2258 |
1.2130 |
-0.0128 |
-1.0% |
1.2426 |
| Low |
1.2122 |
1.2025 |
-0.0097 |
-0.8% |
1.2094 |
| Close |
1.2147 |
1.2059 |
-0.0088 |
-0.7% |
1.2147 |
| Range |
0.0136 |
0.0105 |
-0.0031 |
-22.8% |
0.0332 |
| ATR |
0.0112 |
0.0113 |
0.0001 |
0.6% |
0.0000 |
| Volume |
445 |
531 |
86 |
19.3% |
1,938 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2386 |
1.2328 |
1.2117 |
|
| R3 |
1.2281 |
1.2223 |
1.2088 |
|
| R2 |
1.2176 |
1.2176 |
1.2078 |
|
| R1 |
1.2118 |
1.2118 |
1.2069 |
1.2095 |
| PP |
1.2071 |
1.2071 |
1.2071 |
1.2060 |
| S1 |
1.2013 |
1.2013 |
1.2049 |
1.1990 |
| S2 |
1.1966 |
1.1966 |
1.2040 |
|
| S3 |
1.1861 |
1.1908 |
1.2030 |
|
| S4 |
1.1756 |
1.1803 |
1.2001 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3218 |
1.3015 |
1.2330 |
|
| R3 |
1.2886 |
1.2683 |
1.2238 |
|
| R2 |
1.2554 |
1.2554 |
1.2208 |
|
| R1 |
1.2351 |
1.2351 |
1.2177 |
1.2287 |
| PP |
1.2222 |
1.2222 |
1.2222 |
1.2190 |
| S1 |
1.2019 |
1.2019 |
1.2117 |
1.1955 |
| S2 |
1.1890 |
1.1890 |
1.2086 |
|
| S3 |
1.1558 |
1.1687 |
1.2056 |
|
| S4 |
1.1226 |
1.1355 |
1.1964 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2426 |
1.2025 |
0.0401 |
3.3% |
0.0139 |
1.2% |
8% |
False |
True |
457 |
| 10 |
1.2445 |
1.2025 |
0.0420 |
3.5% |
0.0118 |
1.0% |
8% |
False |
True |
330 |
| 20 |
1.2474 |
1.2025 |
0.0449 |
3.7% |
0.0116 |
1.0% |
8% |
False |
True |
244 |
| 40 |
1.2474 |
1.1702 |
0.0772 |
6.4% |
0.0096 |
0.8% |
46% |
False |
False |
164 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0081 |
0.7% |
49% |
False |
False |
130 |
| 80 |
1.2474 |
1.1416 |
0.1058 |
8.8% |
0.0062 |
0.5% |
61% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2576 |
|
2.618 |
1.2405 |
|
1.618 |
1.2300 |
|
1.000 |
1.2235 |
|
0.618 |
1.2195 |
|
HIGH |
1.2130 |
|
0.618 |
1.2090 |
|
0.500 |
1.2078 |
|
0.382 |
1.2065 |
|
LOW |
1.2025 |
|
0.618 |
1.1960 |
|
1.000 |
1.1920 |
|
1.618 |
1.1855 |
|
2.618 |
1.1750 |
|
4.250 |
1.1579 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2078 |
1.2142 |
| PP |
1.2071 |
1.2114 |
| S1 |
1.2065 |
1.2087 |
|