CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2014 |
1.2018 |
0.0004 |
0.0% |
1.2130 |
| High |
1.2093 |
1.2068 |
-0.0025 |
-0.2% |
1.2130 |
| Low |
1.1946 |
1.1975 |
0.0029 |
0.2% |
1.1949 |
| Close |
1.2036 |
1.1974 |
-0.0062 |
-0.5% |
1.1991 |
| Range |
0.0147 |
0.0093 |
-0.0054 |
-36.7% |
0.0181 |
| ATR |
0.0101 |
0.0101 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
364 |
987 |
623 |
171.2% |
1,936 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2285 |
1.2222 |
1.2025 |
|
| R3 |
1.2192 |
1.2129 |
1.2000 |
|
| R2 |
1.2099 |
1.2099 |
1.1991 |
|
| R1 |
1.2036 |
1.2036 |
1.1983 |
1.2021 |
| PP |
1.2006 |
1.2006 |
1.2006 |
1.1998 |
| S1 |
1.1943 |
1.1943 |
1.1965 |
1.1928 |
| S2 |
1.1913 |
1.1913 |
1.1957 |
|
| S3 |
1.1820 |
1.1850 |
1.1948 |
|
| S4 |
1.1727 |
1.1757 |
1.1923 |
|
|
| 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 |
1.2093 |
1.1946 |
0.0147 |
1.2% |
0.0086 |
0.7% |
19% |
False |
False |
451 |
| 10 |
1.2258 |
1.1946 |
0.0312 |
2.6% |
0.0087 |
0.7% |
9% |
False |
False |
465 |
| 20 |
1.2474 |
1.1946 |
0.0528 |
4.4% |
0.0107 |
0.9% |
5% |
False |
False |
346 |
| 40 |
1.2474 |
1.1931 |
0.0543 |
4.5% |
0.0098 |
0.8% |
8% |
False |
False |
224 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0088 |
0.7% |
38% |
False |
False |
180 |
| 80 |
1.2474 |
1.1610 |
0.0864 |
7.2% |
0.0069 |
0.6% |
42% |
False |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2463 |
|
2.618 |
1.2311 |
|
1.618 |
1.2218 |
|
1.000 |
1.2161 |
|
0.618 |
1.2125 |
|
HIGH |
1.2068 |
|
0.618 |
1.2032 |
|
0.500 |
1.2022 |
|
0.382 |
1.2011 |
|
LOW |
1.1975 |
|
0.618 |
1.1918 |
|
1.000 |
1.1882 |
|
1.618 |
1.1825 |
|
2.618 |
1.1732 |
|
4.250 |
1.1580 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2022 |
1.2020 |
| PP |
1.2006 |
1.2004 |
| S1 |
1.1990 |
1.1989 |
|