CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1995 |
1.1969 |
-0.0026 |
-0.2% |
1.2109 |
| High |
1.2084 |
1.1969 |
-0.0115 |
-1.0% |
1.2159 |
| Low |
1.1946 |
1.1842 |
-0.0104 |
-0.9% |
1.1873 |
| Close |
1.1965 |
1.1852 |
-0.0113 |
-0.9% |
1.1932 |
| Range |
0.0138 |
0.0127 |
-0.0011 |
-8.0% |
0.0286 |
| ATR |
0.0118 |
0.0119 |
0.0001 |
0.5% |
0.0000 |
| Volume |
113,268 |
127,114 |
13,846 |
12.2% |
235,062 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2269 |
1.2187 |
1.1922 |
|
| R3 |
1.2142 |
1.2060 |
1.1887 |
|
| R2 |
1.2015 |
1.2015 |
1.1875 |
|
| R1 |
1.1933 |
1.1933 |
1.1864 |
1.1911 |
| PP |
1.1888 |
1.1888 |
1.1888 |
1.1876 |
| S1 |
1.1806 |
1.1806 |
1.1840 |
1.1784 |
| S2 |
1.1761 |
1.1761 |
1.1829 |
|
| S3 |
1.1634 |
1.1679 |
1.1817 |
|
| S4 |
1.1507 |
1.1552 |
1.1782 |
|
|
| 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 |
1.1842 |
0.0242 |
2.0% |
0.0124 |
1.0% |
4% |
False |
True |
101,619 |
| 10 |
1.2159 |
1.1842 |
0.0317 |
2.7% |
0.0131 |
1.1% |
3% |
False |
True |
60,069 |
| 20 |
1.2159 |
1.1842 |
0.0317 |
2.7% |
0.0113 |
1.0% |
3% |
False |
True |
30,401 |
| 40 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0114 |
1.0% |
2% |
False |
True |
15,330 |
| 60 |
1.2474 |
1.1742 |
0.0732 |
6.2% |
0.0101 |
0.9% |
15% |
False |
False |
10,248 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.8% |
0.0090 |
0.8% |
23% |
False |
False |
7,702 |
| 100 |
1.2474 |
1.1416 |
0.1058 |
8.9% |
0.0073 |
0.6% |
41% |
False |
False |
6,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2509 |
|
2.618 |
1.2301 |
|
1.618 |
1.2174 |
|
1.000 |
1.2096 |
|
0.618 |
1.2047 |
|
HIGH |
1.1969 |
|
0.618 |
1.1920 |
|
0.500 |
1.1906 |
|
0.382 |
1.1891 |
|
LOW |
1.1842 |
|
0.618 |
1.1764 |
|
1.000 |
1.1715 |
|
1.618 |
1.1637 |
|
2.618 |
1.1510 |
|
4.250 |
1.1302 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1906 |
1.1963 |
| PP |
1.1888 |
1.1926 |
| S1 |
1.1870 |
1.1889 |
|