CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 31-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2255 |
1.2275 |
0.0020 |
0.2% |
1.2074 |
| High |
1.2311 |
1.2365 |
0.0054 |
0.4% |
1.2365 |
| Low |
1.2224 |
1.2272 |
0.0048 |
0.4% |
1.2062 |
| Close |
1.2278 |
1.2328 |
0.0050 |
0.4% |
1.2328 |
| Range |
0.0087 |
0.0093 |
0.0006 |
6.9% |
0.0303 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
83,629 |
31,878 |
-51,751 |
-61.9% |
378,697 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2601 |
1.2557 |
1.2379 |
|
| R3 |
1.2508 |
1.2464 |
1.2354 |
|
| R2 |
1.2415 |
1.2415 |
1.2345 |
|
| R1 |
1.2371 |
1.2371 |
1.2337 |
1.2393 |
| PP |
1.2322 |
1.2322 |
1.2322 |
1.2333 |
| S1 |
1.2278 |
1.2278 |
1.2319 |
1.2300 |
| S2 |
1.2229 |
1.2229 |
1.2311 |
|
| S3 |
1.2136 |
1.2185 |
1.2302 |
|
| S4 |
1.2043 |
1.2092 |
1.2277 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3161 |
1.3047 |
1.2495 |
|
| R3 |
1.2858 |
1.2744 |
1.2411 |
|
| R2 |
1.2555 |
1.2555 |
1.2384 |
|
| R1 |
1.2441 |
1.2441 |
1.2356 |
1.2498 |
| PP |
1.2252 |
1.2252 |
1.2252 |
1.2280 |
| S1 |
1.2138 |
1.2138 |
1.2300 |
1.2195 |
| S2 |
1.1949 |
1.1949 |
1.2272 |
|
| S3 |
1.1646 |
1.1835 |
1.2245 |
|
| S4 |
1.1343 |
1.1532 |
1.2161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2365 |
1.2062 |
0.0303 |
2.5% |
0.0101 |
0.8% |
88% |
True |
False |
75,739 |
| 10 |
1.2365 |
1.1887 |
0.0478 |
3.9% |
0.0088 |
0.7% |
92% |
True |
False |
76,801 |
| 20 |
1.2365 |
1.1842 |
0.0523 |
4.2% |
0.0107 |
0.9% |
93% |
True |
False |
73,383 |
| 40 |
1.2426 |
1.1842 |
0.0584 |
4.7% |
0.0106 |
0.9% |
83% |
False |
False |
37,009 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.1% |
0.0104 |
0.8% |
77% |
False |
False |
24,719 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0099 |
0.8% |
82% |
False |
False |
18,566 |
| 100 |
1.2474 |
1.1635 |
0.0839 |
6.8% |
0.0081 |
0.7% |
83% |
False |
False |
14,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2760 |
|
2.618 |
1.2608 |
|
1.618 |
1.2515 |
|
1.000 |
1.2458 |
|
0.618 |
1.2422 |
|
HIGH |
1.2365 |
|
0.618 |
1.2329 |
|
0.500 |
1.2319 |
|
0.382 |
1.2308 |
|
LOW |
1.2272 |
|
0.618 |
1.2215 |
|
1.000 |
1.2179 |
|
1.618 |
1.2122 |
|
2.618 |
1.2029 |
|
4.250 |
1.1877 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2325 |
1.2303 |
| PP |
1.2322 |
1.2278 |
| S1 |
1.2319 |
1.2253 |
|