CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1917 |
1.1952 |
0.0035 |
0.3% |
1.2109 |
| High |
1.1987 |
1.1995 |
0.0008 |
0.1% |
1.2159 |
| Low |
1.1894 |
1.1914 |
0.0020 |
0.2% |
1.1873 |
| Close |
1.1961 |
1.1932 |
-0.0029 |
-0.2% |
1.1932 |
| Range |
0.0093 |
0.0081 |
-0.0012 |
-12.9% |
0.0286 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
69,394 |
79,230 |
9,836 |
14.2% |
235,062 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2190 |
1.2142 |
1.1977 |
|
| R3 |
1.2109 |
1.2061 |
1.1954 |
|
| R2 |
1.2028 |
1.2028 |
1.1947 |
|
| R1 |
1.1980 |
1.1980 |
1.1939 |
1.1964 |
| PP |
1.1947 |
1.1947 |
1.1947 |
1.1939 |
| S1 |
1.1899 |
1.1899 |
1.1925 |
1.1883 |
| S2 |
1.1866 |
1.1866 |
1.1917 |
|
| S3 |
1.1785 |
1.1818 |
1.1910 |
|
| S4 |
1.1704 |
1.1737 |
1.1887 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2846 |
1.2675 |
1.2089 |
|
| R3 |
1.2560 |
1.2389 |
1.2011 |
|
| R2 |
1.2274 |
1.2274 |
1.1984 |
|
| R1 |
1.2103 |
1.2103 |
1.1958 |
1.2046 |
| PP |
1.1988 |
1.1988 |
1.1988 |
1.1959 |
| S1 |
1.1817 |
1.1817 |
1.1906 |
1.1760 |
| S2 |
1.1702 |
1.1702 |
1.1880 |
|
| S3 |
1.1416 |
1.1531 |
1.1853 |
|
| S4 |
1.1130 |
1.1245 |
1.1775 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2159 |
1.1873 |
0.0286 |
2.4% |
0.0110 |
0.9% |
21% |
False |
False |
47,012 |
| 10 |
1.2159 |
1.1864 |
0.0295 |
2.5% |
0.0121 |
1.0% |
23% |
False |
False |
24,507 |
| 20 |
1.2258 |
1.1864 |
0.0394 |
3.3% |
0.0106 |
0.9% |
17% |
False |
False |
12,493 |
| 40 |
1.2474 |
1.1864 |
0.0610 |
5.1% |
0.0108 |
0.9% |
11% |
False |
False |
6,349 |
| 60 |
1.2474 |
1.1671 |
0.0803 |
6.7% |
0.0096 |
0.8% |
33% |
False |
False |
4,259 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.8% |
0.0084 |
0.7% |
33% |
False |
False |
3,209 |
| 100 |
1.2474 |
1.1416 |
0.1058 |
8.9% |
0.0069 |
0.6% |
49% |
False |
False |
2,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2339 |
|
2.618 |
1.2207 |
|
1.618 |
1.2126 |
|
1.000 |
1.2076 |
|
0.618 |
1.2045 |
|
HIGH |
1.1995 |
|
0.618 |
1.1964 |
|
0.500 |
1.1955 |
|
0.382 |
1.1945 |
|
LOW |
1.1914 |
|
0.618 |
1.1864 |
|
1.000 |
1.1833 |
|
1.618 |
1.1783 |
|
2.618 |
1.1702 |
|
4.250 |
1.1570 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1955 |
1.1934 |
| PP |
1.1947 |
1.1933 |
| S1 |
1.1940 |
1.1933 |
|