CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1919 |
1.1995 |
0.0076 |
0.6% |
1.2109 |
| High |
1.2045 |
1.2084 |
0.0039 |
0.3% |
1.2159 |
| Low |
1.1866 |
1.1946 |
0.0080 |
0.7% |
1.1873 |
| Close |
1.2013 |
1.1965 |
-0.0048 |
-0.4% |
1.1932 |
| Range |
0.0179 |
0.0138 |
-0.0041 |
-22.9% |
0.0286 |
| ATR |
0.0117 |
0.0118 |
0.0002 |
1.3% |
0.0000 |
| Volume |
119,089 |
113,268 |
-5,821 |
-4.9% |
235,062 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2412 |
1.2327 |
1.2041 |
|
| R3 |
1.2274 |
1.2189 |
1.2003 |
|
| R2 |
1.2136 |
1.2136 |
1.1990 |
|
| R1 |
1.2051 |
1.2051 |
1.1978 |
1.2025 |
| PP |
1.1998 |
1.1998 |
1.1998 |
1.1985 |
| S1 |
1.1913 |
1.1913 |
1.1952 |
1.1887 |
| S2 |
1.1860 |
1.1860 |
1.1940 |
|
| S3 |
1.1722 |
1.1775 |
1.1927 |
|
| S4 |
1.1584 |
1.1637 |
1.1889 |
|
|
| 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 |
1.2084 |
1.1866 |
0.0218 |
1.8% |
0.0123 |
1.0% |
45% |
True |
False |
87,035 |
| 10 |
1.2159 |
1.1866 |
0.0293 |
2.4% |
0.0132 |
1.1% |
34% |
False |
False |
47,543 |
| 20 |
1.2159 |
1.1864 |
0.0295 |
2.5% |
0.0110 |
0.9% |
34% |
False |
False |
24,062 |
| 40 |
1.2474 |
1.1864 |
0.0610 |
5.1% |
0.0113 |
0.9% |
17% |
False |
False |
12,153 |
| 60 |
1.2474 |
1.1702 |
0.0772 |
6.5% |
0.0100 |
0.8% |
34% |
False |
False |
8,130 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.8% |
0.0088 |
0.7% |
37% |
False |
False |
6,113 |
| 100 |
1.2474 |
1.1416 |
0.1058 |
8.8% |
0.0072 |
0.6% |
52% |
False |
False |
4,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2671 |
|
2.618 |
1.2445 |
|
1.618 |
1.2307 |
|
1.000 |
1.2222 |
|
0.618 |
1.2169 |
|
HIGH |
1.2084 |
|
0.618 |
1.2031 |
|
0.500 |
1.2015 |
|
0.382 |
1.1999 |
|
LOW |
1.1946 |
|
0.618 |
1.1861 |
|
1.000 |
1.1808 |
|
1.618 |
1.1723 |
|
2.618 |
1.1585 |
|
4.250 |
1.1360 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2015 |
1.1975 |
| PP |
1.1998 |
1.1972 |
| S1 |
1.1982 |
1.1968 |
|