CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1885 |
1.1967 |
0.0082 |
0.7% |
1.1994 |
| High |
1.2003 |
1.2009 |
0.0006 |
0.0% |
1.2093 |
| Low |
1.1880 |
1.1866 |
-0.0014 |
-0.1% |
1.1879 |
| Close |
1.1976 |
1.1894 |
-0.0082 |
-0.7% |
1.1921 |
| Range |
0.0123 |
0.0143 |
0.0020 |
16.3% |
0.0214 |
| ATR |
0.0102 |
0.0105 |
0.0003 |
2.9% |
0.0000 |
| Volume |
723 |
1,854 |
1,131 |
156.4% |
2,401 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2352 |
1.2266 |
1.1973 |
|
| R3 |
1.2209 |
1.2123 |
1.1933 |
|
| R2 |
1.2066 |
1.2066 |
1.1920 |
|
| R1 |
1.1980 |
1.1980 |
1.1907 |
1.1952 |
| PP |
1.1923 |
1.1923 |
1.1923 |
1.1909 |
| S1 |
1.1837 |
1.1837 |
1.1881 |
1.1809 |
| S2 |
1.1780 |
1.1780 |
1.1868 |
|
| S3 |
1.1637 |
1.1694 |
1.1855 |
|
| S4 |
1.1494 |
1.1551 |
1.1815 |
|
|
| 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 |
1.2068 |
1.1864 |
0.0204 |
1.7% |
0.0112 |
0.9% |
15% |
False |
False |
1,129 |
| 10 |
1.2093 |
1.1864 |
0.0229 |
1.9% |
0.0095 |
0.8% |
13% |
False |
False |
734 |
| 20 |
1.2426 |
1.1864 |
0.0562 |
4.7% |
0.0106 |
0.9% |
5% |
False |
False |
533 |
| 40 |
1.2474 |
1.1864 |
0.0610 |
5.1% |
0.0101 |
0.9% |
5% |
False |
False |
335 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.8% |
0.0095 |
0.8% |
28% |
False |
False |
257 |
| 80 |
1.2474 |
1.1635 |
0.0839 |
7.1% |
0.0073 |
0.6% |
31% |
False |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2617 |
|
2.618 |
1.2383 |
|
1.618 |
1.2240 |
|
1.000 |
1.2152 |
|
0.618 |
1.2097 |
|
HIGH |
1.2009 |
|
0.618 |
1.1954 |
|
0.500 |
1.1938 |
|
0.382 |
1.1921 |
|
LOW |
1.1866 |
|
0.618 |
1.1778 |
|
1.000 |
1.1723 |
|
1.618 |
1.1635 |
|
2.618 |
1.1492 |
|
4.250 |
1.1258 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1938 |
1.1937 |
| PP |
1.1923 |
1.1922 |
| S1 |
1.1909 |
1.1908 |
|