CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1980 |
1.2007 |
0.0027 |
0.2% |
1.2165 |
| High |
1.2037 |
1.2022 |
-0.0015 |
-0.1% |
1.2233 |
| Low |
1.1978 |
1.1918 |
-0.0060 |
-0.5% |
1.1953 |
| Close |
1.2004 |
1.1931 |
-0.0073 |
-0.6% |
1.1979 |
| Range |
0.0059 |
0.0104 |
0.0045 |
76.3% |
0.0280 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
0.1% |
0.0000 |
| Volume |
91,745 |
139,324 |
47,579 |
51.9% |
607,899 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2269 |
1.2204 |
1.1988 |
|
| R3 |
1.2165 |
1.2100 |
1.1960 |
|
| R2 |
1.2061 |
1.2061 |
1.1950 |
|
| R1 |
1.1996 |
1.1996 |
1.1941 |
1.1977 |
| PP |
1.1957 |
1.1957 |
1.1957 |
1.1947 |
| S1 |
1.1892 |
1.1892 |
1.1921 |
1.1873 |
| S2 |
1.1853 |
1.1853 |
1.1912 |
|
| S3 |
1.1749 |
1.1788 |
1.1902 |
|
| S4 |
1.1645 |
1.1684 |
1.1874 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2895 |
1.2717 |
1.2133 |
|
| R3 |
1.2615 |
1.2437 |
1.2056 |
|
| R2 |
1.2335 |
1.2335 |
1.2030 |
|
| R1 |
1.2157 |
1.2157 |
1.2005 |
1.2106 |
| PP |
1.2055 |
1.2055 |
1.2055 |
1.2030 |
| S1 |
1.1877 |
1.1877 |
1.1953 |
1.1826 |
| S2 |
1.1775 |
1.1775 |
1.1928 |
|
| S3 |
1.1495 |
1.1597 |
1.1902 |
|
| S4 |
1.1215 |
1.1317 |
1.1825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2168 |
1.1918 |
0.0250 |
2.1% |
0.0089 |
0.7% |
5% |
False |
True |
127,191 |
| 10 |
1.2341 |
1.1918 |
0.0423 |
3.5% |
0.0099 |
0.8% |
3% |
False |
True |
122,259 |
| 20 |
1.2341 |
1.1918 |
0.0423 |
3.5% |
0.0107 |
0.9% |
3% |
False |
True |
123,397 |
| 40 |
1.2365 |
1.1899 |
0.0466 |
3.9% |
0.0104 |
0.9% |
7% |
False |
False |
108,970 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.4% |
0.0107 |
0.9% |
17% |
False |
False |
85,925 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0108 |
0.9% |
14% |
False |
False |
64,511 |
| 100 |
1.2474 |
1.1742 |
0.0732 |
6.1% |
0.0103 |
0.9% |
26% |
False |
False |
51,628 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.8% |
0.0095 |
0.8% |
33% |
False |
False |
43,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2464 |
|
2.618 |
1.2294 |
|
1.618 |
1.2190 |
|
1.000 |
1.2126 |
|
0.618 |
1.2086 |
|
HIGH |
1.2022 |
|
0.618 |
1.1982 |
|
0.500 |
1.1970 |
|
0.382 |
1.1958 |
|
LOW |
1.1918 |
|
0.618 |
1.1854 |
|
1.000 |
1.1814 |
|
1.618 |
1.1750 |
|
2.618 |
1.1646 |
|
4.250 |
1.1476 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1970 |
1.1978 |
| PP |
1.1957 |
1.1962 |
| S1 |
1.1944 |
1.1947 |
|