CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 30-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1914 |
1.1885 |
-0.0029 |
-0.2% |
1.1994 |
| High |
1.1942 |
1.2003 |
0.0061 |
0.5% |
1.2093 |
| Low |
1.1864 |
1.1880 |
0.0016 |
0.1% |
1.1879 |
| Close |
1.1888 |
1.1976 |
0.0088 |
0.7% |
1.1921 |
| Range |
0.0078 |
0.0123 |
0.0045 |
57.7% |
0.0214 |
| ATR |
0.0100 |
0.0102 |
0.0002 |
1.6% |
0.0000 |
| Volume |
1,278 |
723 |
-555 |
-43.4% |
2,401 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2322 |
1.2272 |
1.2044 |
|
| R3 |
1.2199 |
1.2149 |
1.2010 |
|
| R2 |
1.2076 |
1.2076 |
1.1999 |
|
| R1 |
1.2026 |
1.2026 |
1.1987 |
1.2051 |
| PP |
1.1953 |
1.1953 |
1.1953 |
1.1966 |
| S1 |
1.1903 |
1.1903 |
1.1965 |
1.1928 |
| S2 |
1.1830 |
1.1830 |
1.1953 |
|
| S3 |
1.1707 |
1.1780 |
1.1942 |
|
| S4 |
1.1584 |
1.1657 |
1.1908 |
|
|
| 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 |
1.1864 |
0.0229 |
1.9% |
0.0112 |
0.9% |
49% |
False |
False |
831 |
| 10 |
1.2093 |
1.1864 |
0.0229 |
1.9% |
0.0088 |
0.7% |
49% |
False |
False |
580 |
| 20 |
1.2445 |
1.1864 |
0.0581 |
4.9% |
0.0103 |
0.9% |
19% |
False |
False |
455 |
| 40 |
1.2474 |
1.1864 |
0.0610 |
5.1% |
0.0101 |
0.8% |
18% |
False |
False |
289 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0093 |
0.8% |
38% |
False |
False |
226 |
| 80 |
1.2474 |
1.1635 |
0.0839 |
7.0% |
0.0072 |
0.6% |
41% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2526 |
|
2.618 |
1.2325 |
|
1.618 |
1.2202 |
|
1.000 |
1.2126 |
|
0.618 |
1.2079 |
|
HIGH |
1.2003 |
|
0.618 |
1.1956 |
|
0.500 |
1.1942 |
|
0.382 |
1.1927 |
|
LOW |
1.1880 |
|
0.618 |
1.1804 |
|
1.000 |
1.1757 |
|
1.618 |
1.1681 |
|
2.618 |
1.1558 |
|
4.250 |
1.1357 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1965 |
1.1962 |
| PP |
1.1953 |
1.1948 |
| S1 |
1.1942 |
1.1934 |
|