CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1877 |
1.1911 |
0.0034 |
0.3% |
1.1919 |
| High |
1.1932 |
1.1961 |
0.0029 |
0.2% |
1.2084 |
| Low |
1.1852 |
1.1887 |
0.0035 |
0.3% |
1.1842 |
| Close |
1.1894 |
1.1932 |
0.0038 |
0.3% |
1.1932 |
| Range |
0.0080 |
0.0074 |
-0.0006 |
-7.5% |
0.0242 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
101,140 |
88,283 |
-12,857 |
-12.7% |
548,894 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2149 |
1.2114 |
1.1973 |
|
| R3 |
1.2075 |
1.2040 |
1.1952 |
|
| R2 |
1.2001 |
1.2001 |
1.1946 |
|
| R1 |
1.1966 |
1.1966 |
1.1939 |
1.1984 |
| PP |
1.1927 |
1.1927 |
1.1927 |
1.1935 |
| S1 |
1.1892 |
1.1892 |
1.1925 |
1.1910 |
| S2 |
1.1853 |
1.1853 |
1.1918 |
|
| S3 |
1.1779 |
1.1818 |
1.1912 |
|
| S4 |
1.1705 |
1.1744 |
1.1891 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2679 |
1.2547 |
1.2065 |
|
| R3 |
1.2437 |
1.2305 |
1.1999 |
|
| R2 |
1.2195 |
1.2195 |
1.1976 |
|
| R1 |
1.2063 |
1.2063 |
1.1954 |
1.2129 |
| PP |
1.1953 |
1.1953 |
1.1953 |
1.1986 |
| S1 |
1.1821 |
1.1821 |
1.1910 |
1.1887 |
| S2 |
1.1711 |
1.1711 |
1.1888 |
|
| S3 |
1.1469 |
1.1579 |
1.1865 |
|
| S4 |
1.1227 |
1.1337 |
1.1799 |
|
|
| 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% |
0.0120 |
1.0% |
37% |
False |
False |
109,778 |
| 10 |
1.2159 |
1.1842 |
0.0317 |
2.7% |
0.0115 |
1.0% |
28% |
False |
False |
78,395 |
| 20 |
1.2159 |
1.1842 |
0.0317 |
2.7% |
0.0113 |
0.9% |
28% |
False |
False |
39,834 |
| 40 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0113 |
0.9% |
14% |
False |
False |
20,053 |
| 60 |
1.2474 |
1.1742 |
0.0732 |
6.1% |
0.0102 |
0.9% |
26% |
False |
False |
13,401 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.8% |
0.0091 |
0.8% |
33% |
False |
False |
10,070 |
| 100 |
1.2474 |
1.1564 |
0.0910 |
7.6% |
0.0075 |
0.6% |
40% |
False |
False |
8,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2276 |
|
2.618 |
1.2155 |
|
1.618 |
1.2081 |
|
1.000 |
1.2035 |
|
0.618 |
1.2007 |
|
HIGH |
1.1961 |
|
0.618 |
1.1933 |
|
0.500 |
1.1924 |
|
0.382 |
1.1915 |
|
LOW |
1.1887 |
|
0.618 |
1.1841 |
|
1.000 |
1.1813 |
|
1.618 |
1.1767 |
|
2.618 |
1.1693 |
|
4.250 |
1.1573 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1929 |
1.1923 |
| PP |
1.1927 |
1.1914 |
| S1 |
1.1924 |
1.1906 |
|