CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2013 |
1.2041 |
0.0028 |
0.2% |
1.2326 |
| High |
1.2053 |
1.2045 |
-0.0008 |
-0.1% |
1.2426 |
| Low |
1.1998 |
1.1949 |
-0.0049 |
-0.4% |
1.2094 |
| Close |
1.2023 |
1.1997 |
-0.0026 |
-0.2% |
1.2147 |
| Range |
0.0055 |
0.0096 |
0.0041 |
74.5% |
0.0332 |
| ATR |
0.0106 |
0.0106 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
424 |
343 |
-81 |
-19.1% |
1,938 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2285 |
1.2237 |
1.2050 |
|
| R3 |
1.2189 |
1.2141 |
1.2023 |
|
| R2 |
1.2093 |
1.2093 |
1.2015 |
|
| R1 |
1.2045 |
1.2045 |
1.2006 |
1.2021 |
| PP |
1.1997 |
1.1997 |
1.1997 |
1.1985 |
| S1 |
1.1949 |
1.1949 |
1.1988 |
1.1925 |
| S2 |
1.1901 |
1.1901 |
1.1979 |
|
| S3 |
1.1805 |
1.1853 |
1.1971 |
|
| S4 |
1.1709 |
1.1757 |
1.1944 |
|
|
| 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 |
1.2258 |
1.1949 |
0.0309 |
2.6% |
0.0093 |
0.8% |
16% |
False |
True |
412 |
| 10 |
1.2426 |
1.1949 |
0.0477 |
4.0% |
0.0110 |
0.9% |
10% |
False |
True |
373 |
| 20 |
1.2474 |
1.1949 |
0.0525 |
4.4% |
0.0112 |
0.9% |
9% |
False |
True |
272 |
| 40 |
1.2474 |
1.1742 |
0.0732 |
6.1% |
0.0097 |
0.8% |
35% |
False |
False |
184 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0083 |
0.7% |
41% |
False |
False |
148 |
| 80 |
1.2474 |
1.1564 |
0.0910 |
7.6% |
0.0065 |
0.5% |
48% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2453 |
|
2.618 |
1.2296 |
|
1.618 |
1.2200 |
|
1.000 |
1.2141 |
|
0.618 |
1.2104 |
|
HIGH |
1.2045 |
|
0.618 |
1.2008 |
|
0.500 |
1.1997 |
|
0.382 |
1.1986 |
|
LOW |
1.1949 |
|
0.618 |
1.1890 |
|
1.000 |
1.1853 |
|
1.618 |
1.1794 |
|
2.618 |
1.1698 |
|
4.250 |
1.1541 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1997 |
1.2005 |
| PP |
1.1997 |
1.2002 |
| S1 |
1.1997 |
1.2000 |
|