CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 29-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2088 |
1.2145 |
0.0057 |
0.5% |
1.1920 |
| High |
1.2235 |
1.2264 |
0.0029 |
0.2% |
1.2080 |
| Low |
1.2084 |
1.2140 |
0.0056 |
0.5% |
1.1899 |
| Close |
1.2147 |
1.2260 |
0.0113 |
0.9% |
1.2072 |
| Range |
0.0151 |
0.0124 |
-0.0027 |
-17.9% |
0.0181 |
| ATR |
0.0103 |
0.0105 |
0.0001 |
1.4% |
0.0000 |
| Volume |
93,652 |
74,817 |
-18,835 |
-20.1% |
301,036 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2593 |
1.2551 |
1.2328 |
|
| R3 |
1.2469 |
1.2427 |
1.2294 |
|
| R2 |
1.2345 |
1.2345 |
1.2283 |
|
| R1 |
1.2303 |
1.2303 |
1.2271 |
1.2324 |
| PP |
1.2221 |
1.2221 |
1.2221 |
1.2232 |
| S1 |
1.2179 |
1.2179 |
1.2249 |
1.2200 |
| S2 |
1.2097 |
1.2097 |
1.2237 |
|
| S3 |
1.1973 |
1.2055 |
1.2226 |
|
| S4 |
1.1849 |
1.1931 |
1.2192 |
|
|
| 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 |
1.2264 |
1.1938 |
0.0326 |
2.7% |
0.0099 |
0.8% |
99% |
True |
False |
84,055 |
| 10 |
1.2264 |
1.1842 |
0.0422 |
3.4% |
0.0091 |
0.7% |
99% |
True |
False |
88,076 |
| 20 |
1.2264 |
1.1842 |
0.0422 |
3.4% |
0.0111 |
0.9% |
99% |
True |
False |
67,809 |
| 40 |
1.2445 |
1.1842 |
0.0603 |
4.9% |
0.0107 |
0.9% |
69% |
False |
False |
34,132 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0105 |
0.9% |
66% |
False |
False |
22,796 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0098 |
0.8% |
74% |
False |
False |
17,122 |
| 100 |
1.2474 |
1.1635 |
0.0839 |
6.8% |
0.0080 |
0.6% |
74% |
False |
False |
13,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2791 |
|
2.618 |
1.2589 |
|
1.618 |
1.2465 |
|
1.000 |
1.2388 |
|
0.618 |
1.2341 |
|
HIGH |
1.2264 |
|
0.618 |
1.2217 |
|
0.500 |
1.2202 |
|
0.382 |
1.2187 |
|
LOW |
1.2140 |
|
0.618 |
1.2063 |
|
1.000 |
1.2016 |
|
1.618 |
1.1939 |
|
2.618 |
1.1815 |
|
4.250 |
1.1613 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2241 |
1.2228 |
| PP |
1.2221 |
1.2195 |
| S1 |
1.2202 |
1.2163 |
|