CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2074 |
1.2088 |
0.0014 |
0.1% |
1.1920 |
| High |
1.2112 |
1.2235 |
0.0123 |
1.0% |
1.2080 |
| Low |
1.2062 |
1.2084 |
0.0022 |
0.2% |
1.1899 |
| Close |
1.2084 |
1.2147 |
0.0063 |
0.5% |
1.2072 |
| Range |
0.0050 |
0.0151 |
0.0101 |
202.0% |
0.0181 |
| ATR |
0.0100 |
0.0103 |
0.0004 |
3.7% |
0.0000 |
| Volume |
94,721 |
93,652 |
-1,069 |
-1.1% |
301,036 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2608 |
1.2529 |
1.2230 |
|
| R3 |
1.2457 |
1.2378 |
1.2189 |
|
| R2 |
1.2306 |
1.2306 |
1.2175 |
|
| R1 |
1.2227 |
1.2227 |
1.2161 |
1.2267 |
| PP |
1.2155 |
1.2155 |
1.2155 |
1.2175 |
| S1 |
1.2076 |
1.2076 |
1.2133 |
1.2116 |
| S2 |
1.2004 |
1.2004 |
1.2119 |
|
| S3 |
1.1853 |
1.1925 |
1.2105 |
|
| S4 |
1.1702 |
1.1774 |
1.2064 |
|
|
| 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 |
1.2235 |
1.1929 |
0.0306 |
2.5% |
0.0086 |
0.7% |
71% |
True |
False |
83,682 |
| 10 |
1.2235 |
1.1842 |
0.0393 |
3.2% |
0.0092 |
0.8% |
78% |
True |
False |
91,921 |
| 20 |
1.2235 |
1.1842 |
0.0393 |
3.2% |
0.0111 |
0.9% |
78% |
True |
False |
64,105 |
| 40 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0109 |
0.9% |
48% |
False |
False |
32,271 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0104 |
0.9% |
48% |
False |
False |
21,550 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0096 |
0.8% |
60% |
False |
False |
16,187 |
| 100 |
1.2474 |
1.1635 |
0.0839 |
6.9% |
0.0078 |
0.6% |
61% |
False |
False |
12,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2877 |
|
2.618 |
1.2630 |
|
1.618 |
1.2479 |
|
1.000 |
1.2386 |
|
0.618 |
1.2328 |
|
HIGH |
1.2235 |
|
0.618 |
1.2177 |
|
0.500 |
1.2160 |
|
0.382 |
1.2142 |
|
LOW |
1.2084 |
|
0.618 |
1.1991 |
|
1.000 |
1.1933 |
|
1.618 |
1.1840 |
|
2.618 |
1.1689 |
|
4.250 |
1.1442 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2160 |
1.2133 |
| PP |
1.2155 |
1.2119 |
| S1 |
1.2151 |
1.2105 |
|