CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 26-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2018 |
1.1993 |
-0.0025 |
-0.2% |
1.1994 |
| High |
1.2068 |
1.2000 |
-0.0068 |
-0.6% |
1.2093 |
| Low |
1.1975 |
1.1879 |
-0.0096 |
-0.8% |
1.1879 |
| Close |
1.1974 |
1.1921 |
-0.0053 |
-0.4% |
1.1921 |
| Range |
0.0093 |
0.0121 |
0.0028 |
30.1% |
0.0214 |
| ATR |
0.0101 |
0.0102 |
0.0001 |
1.4% |
0.0000 |
| Volume |
987 |
806 |
-181 |
-18.3% |
2,401 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2296 |
1.2230 |
1.1988 |
|
| R3 |
1.2175 |
1.2109 |
1.1954 |
|
| R2 |
1.2054 |
1.2054 |
1.1943 |
|
| R1 |
1.1988 |
1.1988 |
1.1932 |
1.1961 |
| PP |
1.1933 |
1.1933 |
1.1933 |
1.1920 |
| S1 |
1.1867 |
1.1867 |
1.1910 |
1.1840 |
| S2 |
1.1812 |
1.1812 |
1.1899 |
|
| S3 |
1.1691 |
1.1746 |
1.1888 |
|
| S4 |
1.1570 |
1.1625 |
1.1854 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2606 |
1.2478 |
1.2039 |
|
| R3 |
1.2392 |
1.2264 |
1.1980 |
|
| R2 |
1.2178 |
1.2178 |
1.1960 |
|
| R1 |
1.2050 |
1.2050 |
1.1941 |
1.2007 |
| PP |
1.1964 |
1.1964 |
1.1964 |
1.1943 |
| S1 |
1.1836 |
1.1836 |
1.1901 |
1.1793 |
| S2 |
1.1750 |
1.1750 |
1.1882 |
|
| S3 |
1.1536 |
1.1622 |
1.1862 |
|
| S4 |
1.1322 |
1.1408 |
1.1803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2093 |
1.1879 |
0.0214 |
1.8% |
0.0091 |
0.8% |
20% |
False |
True |
544 |
| 10 |
1.2258 |
1.1879 |
0.0379 |
3.2% |
0.0092 |
0.8% |
11% |
False |
True |
478 |
| 20 |
1.2474 |
1.1879 |
0.0595 |
5.0% |
0.0107 |
0.9% |
7% |
False |
True |
379 |
| 40 |
1.2474 |
1.1879 |
0.0595 |
5.0% |
0.0099 |
0.8% |
7% |
False |
True |
243 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.8% |
0.0090 |
0.8% |
32% |
False |
False |
193 |
| 80 |
1.2474 |
1.1635 |
0.0839 |
7.0% |
0.0069 |
0.6% |
34% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2514 |
|
2.618 |
1.2317 |
|
1.618 |
1.2196 |
|
1.000 |
1.2121 |
|
0.618 |
1.2075 |
|
HIGH |
1.2000 |
|
0.618 |
1.1954 |
|
0.500 |
1.1940 |
|
0.382 |
1.1925 |
|
LOW |
1.1879 |
|
0.618 |
1.1804 |
|
1.000 |
1.1758 |
|
1.618 |
1.1683 |
|
2.618 |
1.1562 |
|
4.250 |
1.1365 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1940 |
1.1986 |
| PP |
1.1933 |
1.1964 |
| S1 |
1.1927 |
1.1943 |
|