CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2345 |
1.2246 |
-0.0099 |
-0.8% |
1.2074 |
| High |
1.2345 |
1.2263 |
-0.0082 |
-0.7% |
1.2365 |
| Low |
1.2243 |
1.2163 |
-0.0080 |
-0.7% |
1.2062 |
| Close |
1.2260 |
1.2206 |
-0.0054 |
-0.4% |
1.2328 |
| Range |
0.0102 |
0.0100 |
-0.0002 |
-2.0% |
0.0303 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
78,058 |
113,609 |
35,551 |
45.5% |
378,697 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2511 |
1.2458 |
1.2261 |
|
| R3 |
1.2411 |
1.2358 |
1.2234 |
|
| R2 |
1.2311 |
1.2311 |
1.2224 |
|
| R1 |
1.2258 |
1.2258 |
1.2215 |
1.2235 |
| PP |
1.2211 |
1.2211 |
1.2211 |
1.2199 |
| S1 |
1.2158 |
1.2158 |
1.2197 |
1.2135 |
| S2 |
1.2111 |
1.2111 |
1.2188 |
|
| S3 |
1.2011 |
1.2058 |
1.2179 |
|
| S4 |
1.1911 |
1.1958 |
1.2151 |
|
|
| 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 |
1.2140 |
0.0225 |
1.8% |
0.0101 |
0.8% |
29% |
False |
False |
76,398 |
| 10 |
1.2365 |
1.1929 |
0.0436 |
3.6% |
0.0094 |
0.8% |
64% |
False |
False |
80,040 |
| 20 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0105 |
0.9% |
70% |
False |
False |
82,330 |
| 40 |
1.2426 |
1.1842 |
0.0584 |
4.8% |
0.0106 |
0.9% |
62% |
False |
False |
41,791 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0103 |
0.8% |
58% |
False |
False |
27,909 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0100 |
0.8% |
67% |
False |
False |
20,961 |
| 100 |
1.2474 |
1.1635 |
0.0839 |
6.9% |
0.0083 |
0.7% |
68% |
False |
False |
16,770 |
| 120 |
1.2474 |
1.1416 |
0.1058 |
8.7% |
0.0071 |
0.6% |
75% |
False |
False |
13,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2688 |
|
2.618 |
1.2525 |
|
1.618 |
1.2425 |
|
1.000 |
1.2363 |
|
0.618 |
1.2325 |
|
HIGH |
1.2263 |
|
0.618 |
1.2225 |
|
0.500 |
1.2213 |
|
0.382 |
1.2201 |
|
LOW |
1.2163 |
|
0.618 |
1.2101 |
|
1.000 |
1.2063 |
|
1.618 |
1.2001 |
|
2.618 |
1.1901 |
|
4.250 |
1.1738 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2213 |
1.2264 |
| PP |
1.2211 |
1.2245 |
| S1 |
1.2208 |
1.2225 |
|