CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 22-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1986 |
1.1994 |
0.0008 |
0.1% |
1.2130 |
| High |
1.2029 |
1.2025 |
-0.0004 |
0.0% |
1.2130 |
| Low |
1.1979 |
1.1979 |
0.0000 |
0.0% |
1.1949 |
| Close |
1.1991 |
1.2022 |
0.0031 |
0.3% |
1.1991 |
| Range |
0.0050 |
0.0046 |
-0.0004 |
-8.0% |
0.0181 |
| ATR |
0.0102 |
0.0098 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
320 |
244 |
-76 |
-23.8% |
1,936 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2147 |
1.2130 |
1.2047 |
|
| R3 |
1.2101 |
1.2084 |
1.2035 |
|
| R2 |
1.2055 |
1.2055 |
1.2030 |
|
| R1 |
1.2038 |
1.2038 |
1.2026 |
1.2047 |
| PP |
1.2009 |
1.2009 |
1.2009 |
1.2013 |
| S1 |
1.1992 |
1.1992 |
1.2018 |
1.2001 |
| S2 |
1.1963 |
1.1963 |
1.2014 |
|
| S3 |
1.1917 |
1.1946 |
1.2009 |
|
| S4 |
1.1871 |
1.1900 |
1.1997 |
|
|
| 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 |
1.2061 |
1.1949 |
0.0112 |
0.9% |
0.0064 |
0.5% |
65% |
False |
False |
329 |
| 10 |
1.2426 |
1.1949 |
0.0477 |
4.0% |
0.0102 |
0.8% |
15% |
False |
False |
393 |
| 20 |
1.2474 |
1.1949 |
0.0525 |
4.4% |
0.0106 |
0.9% |
14% |
False |
False |
291 |
| 40 |
1.2474 |
1.1914 |
0.0560 |
4.7% |
0.0094 |
0.8% |
19% |
False |
False |
192 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0084 |
0.7% |
44% |
False |
False |
157 |
| 80 |
1.2474 |
1.1589 |
0.0885 |
7.4% |
0.0066 |
0.5% |
49% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2221 |
|
2.618 |
1.2145 |
|
1.618 |
1.2099 |
|
1.000 |
1.2071 |
|
0.618 |
1.2053 |
|
HIGH |
1.2025 |
|
0.618 |
1.2007 |
|
0.500 |
1.2002 |
|
0.382 |
1.1997 |
|
LOW |
1.1979 |
|
0.618 |
1.1951 |
|
1.000 |
1.1933 |
|
1.618 |
1.1905 |
|
2.618 |
1.1859 |
|
4.250 |
1.1784 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2015 |
1.2014 |
| PP |
1.2009 |
1.2005 |
| S1 |
1.2002 |
1.1997 |
|