CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2130 |
1.2032 |
-0.0098 |
-0.8% |
1.2326 |
| High |
1.2130 |
1.2061 |
-0.0069 |
-0.6% |
1.2426 |
| Low |
1.2025 |
1.1988 |
-0.0037 |
-0.3% |
1.2094 |
| Close |
1.2059 |
1.2021 |
-0.0038 |
-0.3% |
1.2147 |
| Range |
0.0105 |
0.0073 |
-0.0032 |
-30.5% |
0.0332 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
531 |
318 |
-213 |
-40.1% |
1,938 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2242 |
1.2205 |
1.2061 |
|
| R3 |
1.2169 |
1.2132 |
1.2041 |
|
| R2 |
1.2096 |
1.2096 |
1.2034 |
|
| R1 |
1.2059 |
1.2059 |
1.2028 |
1.2041 |
| PP |
1.2023 |
1.2023 |
1.2023 |
1.2015 |
| S1 |
1.1986 |
1.1986 |
1.2014 |
1.1968 |
| S2 |
1.1950 |
1.1950 |
1.2008 |
|
| S3 |
1.1877 |
1.1913 |
1.2001 |
|
| S4 |
1.1804 |
1.1840 |
1.1981 |
|
|
| 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 |
1.2271 |
1.1988 |
0.0283 |
2.4% |
0.0112 |
0.9% |
12% |
False |
True |
496 |
| 10 |
1.2426 |
1.1988 |
0.0438 |
3.6% |
0.0118 |
1.0% |
8% |
False |
True |
331 |
| 20 |
1.2474 |
1.1988 |
0.0486 |
4.0% |
0.0115 |
1.0% |
7% |
False |
True |
258 |
| 40 |
1.2474 |
1.1742 |
0.0732 |
6.1% |
0.0096 |
0.8% |
38% |
False |
False |
172 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0082 |
0.7% |
44% |
False |
False |
136 |
| 80 |
1.2474 |
1.1416 |
0.1058 |
8.8% |
0.0063 |
0.5% |
57% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2371 |
|
2.618 |
1.2252 |
|
1.618 |
1.2179 |
|
1.000 |
1.2134 |
|
0.618 |
1.2106 |
|
HIGH |
1.2061 |
|
0.618 |
1.2033 |
|
0.500 |
1.2025 |
|
0.382 |
1.2016 |
|
LOW |
1.1988 |
|
0.618 |
1.1943 |
|
1.000 |
1.1915 |
|
1.618 |
1.1870 |
|
2.618 |
1.1797 |
|
4.250 |
1.1678 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2025 |
1.2123 |
| PP |
1.2023 |
1.2089 |
| S1 |
1.2022 |
1.2055 |
|