CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 27-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1975 |
1.2074 |
0.0099 |
0.8% |
1.1920 |
| High |
1.2080 |
1.2112 |
0.0032 |
0.3% |
1.2080 |
| Low |
1.1974 |
1.2062 |
0.0088 |
0.7% |
1.1899 |
| Close |
1.2072 |
1.2084 |
0.0012 |
0.1% |
1.2072 |
| Range |
0.0106 |
0.0050 |
-0.0056 |
-52.8% |
0.0181 |
| ATR |
0.0104 |
0.0100 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
87,740 |
94,721 |
6,981 |
8.0% |
301,036 |
|
| Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2236 |
1.2210 |
1.2112 |
|
| R3 |
1.2186 |
1.2160 |
1.2098 |
|
| R2 |
1.2136 |
1.2136 |
1.2093 |
|
| R1 |
1.2110 |
1.2110 |
1.2089 |
1.2123 |
| PP |
1.2086 |
1.2086 |
1.2086 |
1.2093 |
| S1 |
1.2060 |
1.2060 |
1.2079 |
1.2073 |
| S2 |
1.2036 |
1.2036 |
1.2075 |
|
| S3 |
1.1986 |
1.2010 |
1.2070 |
|
| S4 |
1.1936 |
1.1960 |
1.2057 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2560 |
1.2497 |
1.2172 |
|
| R3 |
1.2379 |
1.2316 |
1.2122 |
|
| R2 |
1.2198 |
1.2198 |
1.2105 |
|
| R1 |
1.2135 |
1.2135 |
1.2089 |
1.2167 |
| PP |
1.2017 |
1.2017 |
1.2017 |
1.2033 |
| S1 |
1.1954 |
1.1954 |
1.2055 |
1.1986 |
| S2 |
1.1836 |
1.1836 |
1.2039 |
|
| S3 |
1.1655 |
1.1773 |
1.2022 |
|
| S4 |
1.1474 |
1.1592 |
1.1972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2112 |
1.1899 |
0.0213 |
1.8% |
0.0070 |
0.6% |
87% |
True |
False |
79,151 |
| 10 |
1.2112 |
1.1842 |
0.0270 |
2.2% |
0.0095 |
0.8% |
90% |
True |
False |
94,465 |
| 20 |
1.2159 |
1.1842 |
0.0317 |
2.6% |
0.0108 |
0.9% |
76% |
False |
False |
59,486 |
| 40 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0107 |
0.9% |
38% |
False |
False |
29,933 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0102 |
0.8% |
38% |
False |
False |
19,991 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0094 |
0.8% |
52% |
False |
False |
15,016 |
| 100 |
1.2474 |
1.1635 |
0.0839 |
6.9% |
0.0077 |
0.6% |
54% |
False |
False |
12,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2325 |
|
2.618 |
1.2243 |
|
1.618 |
1.2193 |
|
1.000 |
1.2162 |
|
0.618 |
1.2143 |
|
HIGH |
1.2112 |
|
0.618 |
1.2093 |
|
0.500 |
1.2087 |
|
0.382 |
1.2081 |
|
LOW |
1.2062 |
|
0.618 |
1.2031 |
|
1.000 |
1.2012 |
|
1.618 |
1.1981 |
|
2.618 |
1.1931 |
|
4.250 |
1.1850 |
|
|
| Fisher Pivots for day following 27-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2087 |
1.2064 |
| PP |
1.2086 |
1.2045 |
| S1 |
1.2085 |
1.2025 |
|