CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1950 |
1.1975 |
0.0025 |
0.2% |
1.1919 |
| High |
1.2000 |
1.2080 |
0.0080 |
0.7% |
1.2084 |
| Low |
1.1938 |
1.1974 |
0.0036 |
0.3% |
1.1842 |
| Close |
1.1974 |
1.2072 |
0.0098 |
0.8% |
1.1932 |
| Range |
0.0062 |
0.0106 |
0.0044 |
71.0% |
0.0242 |
| ATR |
0.0103 |
0.0104 |
0.0000 |
0.2% |
0.0000 |
| Volume |
69,346 |
87,740 |
18,394 |
26.5% |
548,894 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2360 |
1.2322 |
1.2130 |
|
| R3 |
1.2254 |
1.2216 |
1.2101 |
|
| R2 |
1.2148 |
1.2148 |
1.2091 |
|
| R1 |
1.2110 |
1.2110 |
1.2082 |
1.2129 |
| PP |
1.2042 |
1.2042 |
1.2042 |
1.2052 |
| S1 |
1.2004 |
1.2004 |
1.2062 |
1.2023 |
| S2 |
1.1936 |
1.1936 |
1.2053 |
|
| S3 |
1.1830 |
1.1898 |
1.2043 |
|
| S4 |
1.1724 |
1.1792 |
1.2014 |
|
|
| 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 |
1.2080 |
1.1887 |
0.0193 |
1.6% |
0.0075 |
0.6% |
96% |
True |
False |
77,863 |
| 10 |
1.2084 |
1.1842 |
0.0242 |
2.0% |
0.0098 |
0.8% |
95% |
False |
False |
92,916 |
| 20 |
1.2159 |
1.1842 |
0.0317 |
2.6% |
0.0111 |
0.9% |
73% |
False |
False |
54,790 |
| 40 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0109 |
0.9% |
36% |
False |
False |
27,568 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0102 |
0.8% |
36% |
False |
False |
18,413 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0094 |
0.8% |
50% |
False |
False |
13,832 |
| 100 |
1.2474 |
1.1610 |
0.0864 |
7.2% |
0.0077 |
0.6% |
53% |
False |
False |
11,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2531 |
|
2.618 |
1.2358 |
|
1.618 |
1.2252 |
|
1.000 |
1.2186 |
|
0.618 |
1.2146 |
|
HIGH |
1.2080 |
|
0.618 |
1.2040 |
|
0.500 |
1.2027 |
|
0.382 |
1.2014 |
|
LOW |
1.1974 |
|
0.618 |
1.1908 |
|
1.000 |
1.1868 |
|
1.618 |
1.1802 |
|
2.618 |
1.1696 |
|
4.250 |
1.1524 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2057 |
1.2050 |
| PP |
1.2042 |
1.2027 |
| S1 |
1.2027 |
1.2005 |
|