CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1969 |
1.1877 |
-0.0092 |
-0.8% |
1.2109 |
| High |
1.1969 |
1.1932 |
-0.0037 |
-0.3% |
1.2159 |
| Low |
1.1842 |
1.1852 |
0.0010 |
0.1% |
1.1873 |
| Close |
1.1852 |
1.1894 |
0.0042 |
0.4% |
1.1932 |
| Range |
0.0127 |
0.0080 |
-0.0047 |
-37.0% |
0.0286 |
| ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
127,114 |
101,140 |
-25,974 |
-20.4% |
235,062 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2133 |
1.2093 |
1.1938 |
|
| R3 |
1.2053 |
1.2013 |
1.1916 |
|
| R2 |
1.1973 |
1.1973 |
1.1909 |
|
| R1 |
1.1933 |
1.1933 |
1.1901 |
1.1953 |
| PP |
1.1893 |
1.1893 |
1.1893 |
1.1903 |
| S1 |
1.1853 |
1.1853 |
1.1887 |
1.1873 |
| S2 |
1.1813 |
1.1813 |
1.1879 |
|
| S3 |
1.1733 |
1.1773 |
1.1872 |
|
| S4 |
1.1653 |
1.1693 |
1.1850 |
|
|
| 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% |
0.0121 |
1.0% |
21% |
False |
False |
107,968 |
| 10 |
1.2159 |
1.1842 |
0.0317 |
2.7% |
0.0126 |
1.1% |
16% |
False |
False |
69,964 |
| 20 |
1.2159 |
1.1842 |
0.0317 |
2.7% |
0.0114 |
1.0% |
16% |
False |
False |
35,437 |
| 40 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0114 |
1.0% |
8% |
False |
False |
17,852 |
| 60 |
1.2474 |
1.1742 |
0.0732 |
6.2% |
0.0102 |
0.9% |
21% |
False |
False |
11,930 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.8% |
0.0090 |
0.8% |
28% |
False |
False |
8,966 |
| 100 |
1.2474 |
1.1470 |
0.1004 |
8.4% |
0.0074 |
0.6% |
42% |
False |
False |
7,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2272 |
|
2.618 |
1.2141 |
|
1.618 |
1.2061 |
|
1.000 |
1.2012 |
|
0.618 |
1.1981 |
|
HIGH |
1.1932 |
|
0.618 |
1.1901 |
|
0.500 |
1.1892 |
|
0.382 |
1.1883 |
|
LOW |
1.1852 |
|
0.618 |
1.1803 |
|
1.000 |
1.1772 |
|
1.618 |
1.1723 |
|
2.618 |
1.1643 |
|
4.250 |
1.1512 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1893 |
1.1963 |
| PP |
1.1893 |
1.1940 |
| S1 |
1.1892 |
1.1917 |
|