CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2275 |
1.2345 |
0.0070 |
0.6% |
1.2074 |
| High |
1.2365 |
1.2345 |
-0.0020 |
-0.2% |
1.2365 |
| Low |
1.2272 |
1.2243 |
-0.0029 |
-0.2% |
1.2062 |
| Close |
1.2328 |
1.2260 |
-0.0068 |
-0.6% |
1.2328 |
| Range |
0.0093 |
0.0102 |
0.0009 |
9.7% |
0.0303 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
31,878 |
78,058 |
46,180 |
144.9% |
378,697 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2589 |
1.2526 |
1.2316 |
|
| R3 |
1.2487 |
1.2424 |
1.2288 |
|
| R2 |
1.2385 |
1.2385 |
1.2279 |
|
| R1 |
1.2322 |
1.2322 |
1.2269 |
1.2303 |
| PP |
1.2283 |
1.2283 |
1.2283 |
1.2273 |
| S1 |
1.2220 |
1.2220 |
1.2251 |
1.2201 |
| S2 |
1.2181 |
1.2181 |
1.2241 |
|
| S3 |
1.2079 |
1.2118 |
1.2232 |
|
| S4 |
1.1977 |
1.2016 |
1.2204 |
|
|
| 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 |
1.2084 |
0.0281 |
2.3% |
0.0111 |
0.9% |
63% |
False |
False |
72,406 |
| 10 |
1.2365 |
1.1899 |
0.0466 |
3.8% |
0.0091 |
0.7% |
77% |
False |
False |
75,779 |
| 20 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0103 |
0.8% |
80% |
False |
False |
77,087 |
| 40 |
1.2426 |
1.1842 |
0.0584 |
4.8% |
0.0107 |
0.9% |
72% |
False |
False |
38,955 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0104 |
0.8% |
66% |
False |
False |
26,020 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0100 |
0.8% |
74% |
False |
False |
19,541 |
| 100 |
1.2474 |
1.1635 |
0.0839 |
6.8% |
0.0082 |
0.7% |
74% |
False |
False |
15,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2779 |
|
2.618 |
1.2612 |
|
1.618 |
1.2510 |
|
1.000 |
1.2447 |
|
0.618 |
1.2408 |
|
HIGH |
1.2345 |
|
0.618 |
1.2306 |
|
0.500 |
1.2294 |
|
0.382 |
1.2282 |
|
LOW |
1.2243 |
|
0.618 |
1.2180 |
|
1.000 |
1.2141 |
|
1.618 |
1.2078 |
|
2.618 |
1.1976 |
|
4.250 |
1.1810 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2294 |
1.2295 |
| PP |
1.2283 |
1.2283 |
| S1 |
1.2271 |
1.2272 |
|