CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1967 |
1.1900 |
-0.0067 |
-0.6% |
1.1994 |
| High |
1.2009 |
1.1992 |
-0.0017 |
-0.1% |
1.2093 |
| Low |
1.1866 |
1.1869 |
0.0003 |
0.0% |
1.1879 |
| Close |
1.1894 |
1.1927 |
0.0033 |
0.3% |
1.1921 |
| Range |
0.0143 |
0.0123 |
-0.0020 |
-14.0% |
0.0214 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
1.2% |
0.0000 |
| Volume |
1,854 |
2,189 |
335 |
18.1% |
2,401 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2298 |
1.2236 |
1.1995 |
|
| R3 |
1.2175 |
1.2113 |
1.1961 |
|
| R2 |
1.2052 |
1.2052 |
1.1950 |
|
| R1 |
1.1990 |
1.1990 |
1.1938 |
1.2021 |
| PP |
1.1929 |
1.1929 |
1.1929 |
1.1945 |
| S1 |
1.1867 |
1.1867 |
1.1916 |
1.1898 |
| S2 |
1.1806 |
1.1806 |
1.1904 |
|
| S3 |
1.1683 |
1.1744 |
1.1893 |
|
| S4 |
1.1560 |
1.1621 |
1.1859 |
|
|
| 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 |
1.2009 |
1.1864 |
0.0145 |
1.2% |
0.0118 |
1.0% |
43% |
False |
False |
1,370 |
| 10 |
1.2093 |
1.1864 |
0.0229 |
1.9% |
0.0102 |
0.9% |
28% |
False |
False |
910 |
| 20 |
1.2426 |
1.1864 |
0.0562 |
4.7% |
0.0105 |
0.9% |
11% |
False |
False |
636 |
| 40 |
1.2474 |
1.1864 |
0.0610 |
5.1% |
0.0103 |
0.9% |
10% |
False |
False |
388 |
| 60 |
1.2474 |
1.1666 |
0.0808 |
6.8% |
0.0096 |
0.8% |
32% |
False |
False |
293 |
| 80 |
1.2474 |
1.1635 |
0.0839 |
7.0% |
0.0075 |
0.6% |
35% |
False |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2515 |
|
2.618 |
1.2314 |
|
1.618 |
1.2191 |
|
1.000 |
1.2115 |
|
0.618 |
1.2068 |
|
HIGH |
1.1992 |
|
0.618 |
1.1945 |
|
0.500 |
1.1931 |
|
0.382 |
1.1916 |
|
LOW |
1.1869 |
|
0.618 |
1.1793 |
|
1.000 |
1.1746 |
|
1.618 |
1.1670 |
|
2.618 |
1.1547 |
|
4.250 |
1.1346 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1931 |
1.1938 |
| PP |
1.1929 |
1.1934 |
| S1 |
1.1928 |
1.1931 |
|