CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2041 |
1.1986 |
-0.0055 |
-0.5% |
1.2130 |
| High |
1.2045 |
1.2029 |
-0.0016 |
-0.1% |
1.2130 |
| Low |
1.1949 |
1.1979 |
0.0030 |
0.3% |
1.1949 |
| Close |
1.1997 |
1.1991 |
-0.0006 |
-0.1% |
1.1991 |
| Range |
0.0096 |
0.0050 |
-0.0046 |
-47.9% |
0.0181 |
| ATR |
0.0106 |
0.0102 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
343 |
320 |
-23 |
-6.7% |
1,936 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2150 |
1.2120 |
1.2019 |
|
| R3 |
1.2100 |
1.2070 |
1.2005 |
|
| R2 |
1.2050 |
1.2050 |
1.2000 |
|
| R1 |
1.2020 |
1.2020 |
1.1996 |
1.2035 |
| PP |
1.2000 |
1.2000 |
1.2000 |
1.2007 |
| S1 |
1.1970 |
1.1970 |
1.1986 |
1.1985 |
| S2 |
1.1950 |
1.1950 |
1.1982 |
|
| S3 |
1.1900 |
1.1920 |
1.1977 |
|
| S4 |
1.1850 |
1.1870 |
1.1964 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2566 |
1.2460 |
1.2091 |
|
| R3 |
1.2385 |
1.2279 |
1.2041 |
|
| R2 |
1.2204 |
1.2204 |
1.2024 |
|
| R1 |
1.2098 |
1.2098 |
1.2008 |
1.2061 |
| PP |
1.2023 |
1.2023 |
1.2023 |
1.2005 |
| S1 |
1.1917 |
1.1917 |
1.1974 |
1.1880 |
| S2 |
1.1842 |
1.1842 |
1.1958 |
|
| S3 |
1.1661 |
1.1736 |
1.1941 |
|
| S4 |
1.1480 |
1.1555 |
1.1891 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2130 |
1.1949 |
0.0181 |
1.5% |
0.0076 |
0.6% |
23% |
False |
False |
387 |
| 10 |
1.2426 |
1.1949 |
0.0477 |
4.0% |
0.0102 |
0.9% |
9% |
False |
False |
387 |
| 20 |
1.2474 |
1.1949 |
0.0525 |
4.4% |
0.0111 |
0.9% |
8% |
False |
False |
282 |
| 40 |
1.2474 |
1.1873 |
0.0601 |
5.0% |
0.0094 |
0.8% |
20% |
False |
False |
189 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0084 |
0.7% |
40% |
False |
False |
153 |
| 80 |
1.2474 |
1.1571 |
0.0903 |
7.5% |
0.0066 |
0.5% |
47% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2242 |
|
2.618 |
1.2160 |
|
1.618 |
1.2110 |
|
1.000 |
1.2079 |
|
0.618 |
1.2060 |
|
HIGH |
1.2029 |
|
0.618 |
1.2010 |
|
0.500 |
1.2004 |
|
0.382 |
1.1998 |
|
LOW |
1.1979 |
|
0.618 |
1.1948 |
|
1.000 |
1.1929 |
|
1.618 |
1.1898 |
|
2.618 |
1.1848 |
|
4.250 |
1.1767 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2004 |
1.2001 |
| PP |
1.2000 |
1.1998 |
| S1 |
1.1995 |
1.1994 |
|