CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 06-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2191 |
1.2021 |
-0.0170 |
-1.4% |
1.2074 |
| High |
1.2222 |
1.2075 |
-0.0147 |
-1.2% |
1.2365 |
| Low |
1.2000 |
1.1998 |
-0.0002 |
0.0% |
1.2062 |
| Close |
1.2010 |
1.2016 |
0.0006 |
0.0% |
1.2328 |
| Range |
0.0222 |
0.0077 |
-0.0145 |
-65.3% |
0.0303 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
176,282 |
114,538 |
-61,744 |
-35.0% |
378,697 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2261 |
1.2215 |
1.2058 |
|
| R3 |
1.2184 |
1.2138 |
1.2037 |
|
| R2 |
1.2107 |
1.2107 |
1.2030 |
|
| R1 |
1.2061 |
1.2061 |
1.2023 |
1.2046 |
| PP |
1.2030 |
1.2030 |
1.2030 |
1.2022 |
| S1 |
1.1984 |
1.1984 |
1.2009 |
1.1969 |
| S2 |
1.1953 |
1.1953 |
1.2002 |
|
| S3 |
1.1876 |
1.1907 |
1.1995 |
|
| S4 |
1.1799 |
1.1830 |
1.1974 |
|
|
| 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 |
1.1998 |
0.0367 |
3.1% |
0.0119 |
1.0% |
5% |
False |
True |
102,873 |
| 10 |
1.2365 |
1.1974 |
0.0391 |
3.3% |
0.0111 |
0.9% |
11% |
False |
False |
94,892 |
| 20 |
1.2365 |
1.1842 |
0.0523 |
4.4% |
0.0104 |
0.9% |
33% |
False |
False |
92,986 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.4% |
0.0107 |
0.9% |
33% |
False |
False |
49,054 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0106 |
0.9% |
28% |
False |
False |
32,752 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0102 |
0.8% |
43% |
False |
False |
24,596 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0086 |
0.7% |
43% |
False |
False |
19,678 |
| 120 |
1.2474 |
1.1416 |
0.1058 |
8.8% |
0.0073 |
0.6% |
57% |
False |
False |
16,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2402 |
|
2.618 |
1.2277 |
|
1.618 |
1.2200 |
|
1.000 |
1.2152 |
|
0.618 |
1.2123 |
|
HIGH |
1.2075 |
|
0.618 |
1.2046 |
|
0.500 |
1.2037 |
|
0.382 |
1.2027 |
|
LOW |
1.1998 |
|
0.618 |
1.1950 |
|
1.000 |
1.1921 |
|
1.618 |
1.1873 |
|
2.618 |
1.1796 |
|
4.250 |
1.1671 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2037 |
1.2131 |
| PP |
1.2030 |
1.2092 |
| S1 |
1.2023 |
1.2054 |
|