CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2246 |
1.2191 |
-0.0055 |
-0.4% |
1.2074 |
| High |
1.2263 |
1.2222 |
-0.0041 |
-0.3% |
1.2365 |
| Low |
1.2163 |
1.2000 |
-0.0163 |
-1.3% |
1.2062 |
| Close |
1.2206 |
1.2010 |
-0.0196 |
-1.6% |
1.2328 |
| Range |
0.0100 |
0.0222 |
0.0122 |
122.0% |
0.0303 |
| ATR |
0.0103 |
0.0111 |
0.0009 |
8.3% |
0.0000 |
| Volume |
113,609 |
176,282 |
62,673 |
55.2% |
378,697 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2743 |
1.2599 |
1.2132 |
|
| R3 |
1.2521 |
1.2377 |
1.2071 |
|
| R2 |
1.2299 |
1.2299 |
1.2051 |
|
| R1 |
1.2155 |
1.2155 |
1.2030 |
1.2116 |
| PP |
1.2077 |
1.2077 |
1.2077 |
1.2058 |
| S1 |
1.1933 |
1.1933 |
1.1990 |
1.1894 |
| S2 |
1.1855 |
1.1855 |
1.1969 |
|
| S3 |
1.1633 |
1.1711 |
1.1949 |
|
| S4 |
1.1411 |
1.1489 |
1.1888 |
|
|
| 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 |
1.2000 |
0.0365 |
3.0% |
0.0121 |
1.0% |
3% |
False |
True |
96,691 |
| 10 |
1.2365 |
1.1938 |
0.0427 |
3.6% |
0.0110 |
0.9% |
17% |
False |
False |
90,373 |
| 20 |
1.2365 |
1.1842 |
0.0523 |
4.4% |
0.0106 |
0.9% |
32% |
False |
False |
89,969 |
| 40 |
1.2426 |
1.1842 |
0.0584 |
4.9% |
0.0110 |
0.9% |
29% |
False |
False |
46,193 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0106 |
0.9% |
27% |
False |
False |
30,845 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0102 |
0.9% |
43% |
False |
False |
23,164 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0085 |
0.7% |
43% |
False |
False |
18,533 |
| 120 |
1.2474 |
1.1416 |
0.1058 |
8.8% |
0.0073 |
0.6% |
56% |
False |
False |
15,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3166 |
|
2.618 |
1.2803 |
|
1.618 |
1.2581 |
|
1.000 |
1.2444 |
|
0.618 |
1.2359 |
|
HIGH |
1.2222 |
|
0.618 |
1.2137 |
|
0.500 |
1.2111 |
|
0.382 |
1.2085 |
|
LOW |
1.2000 |
|
0.618 |
1.1863 |
|
1.000 |
1.1778 |
|
1.618 |
1.1641 |
|
2.618 |
1.1419 |
|
4.250 |
1.1057 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2111 |
1.2173 |
| PP |
1.2077 |
1.2118 |
| S1 |
1.2044 |
1.2064 |
|