CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 07-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2021 |
1.2013 |
-0.0008 |
-0.1% |
1.2345 |
| High |
1.2075 |
1.2078 |
0.0003 |
0.0% |
1.2345 |
| Low |
1.1998 |
1.1952 |
-0.0046 |
-0.4% |
1.1952 |
| Close |
1.2016 |
1.2051 |
0.0035 |
0.3% |
1.2051 |
| Range |
0.0077 |
0.0126 |
0.0049 |
63.6% |
0.0393 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
1.1% |
0.0000 |
| Volume |
114,538 |
167,264 |
52,726 |
46.0% |
649,751 |
|
| Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2405 |
1.2354 |
1.2120 |
|
| R3 |
1.2279 |
1.2228 |
1.2086 |
|
| R2 |
1.2153 |
1.2153 |
1.2074 |
|
| R1 |
1.2102 |
1.2102 |
1.2063 |
1.2128 |
| PP |
1.2027 |
1.2027 |
1.2027 |
1.2040 |
| S1 |
1.1976 |
1.1976 |
1.2039 |
1.2002 |
| S2 |
1.1901 |
1.1901 |
1.2028 |
|
| S3 |
1.1775 |
1.1850 |
1.2016 |
|
| S4 |
1.1649 |
1.1724 |
1.1982 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3295 |
1.3066 |
1.2267 |
|
| R3 |
1.2902 |
1.2673 |
1.2159 |
|
| R2 |
1.2509 |
1.2509 |
1.2123 |
|
| R1 |
1.2280 |
1.2280 |
1.2087 |
1.2198 |
| PP |
1.2116 |
1.2116 |
1.2116 |
1.2075 |
| S1 |
1.1887 |
1.1887 |
1.2015 |
1.1805 |
| S2 |
1.1723 |
1.1723 |
1.1979 |
|
| S3 |
1.1330 |
1.1494 |
1.1943 |
|
| S4 |
1.0937 |
1.1101 |
1.1835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2345 |
1.1952 |
0.0393 |
3.3% |
0.0125 |
1.0% |
25% |
False |
True |
129,950 |
| 10 |
1.2365 |
1.1952 |
0.0413 |
3.4% |
0.0113 |
0.9% |
24% |
False |
True |
102,844 |
| 20 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0106 |
0.9% |
40% |
False |
False |
97,880 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0106 |
0.9% |
40% |
False |
False |
53,223 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0108 |
0.9% |
33% |
False |
False |
35,539 |
| 80 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0098 |
0.8% |
48% |
False |
False |
26,686 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0088 |
0.7% |
48% |
False |
False |
21,351 |
| 120 |
1.2474 |
1.1416 |
0.1058 |
8.8% |
0.0074 |
0.6% |
60% |
False |
False |
17,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2614 |
|
2.618 |
1.2408 |
|
1.618 |
1.2282 |
|
1.000 |
1.2204 |
|
0.618 |
1.2156 |
|
HIGH |
1.2078 |
|
0.618 |
1.2030 |
|
0.500 |
1.2015 |
|
0.382 |
1.2000 |
|
LOW |
1.1952 |
|
0.618 |
1.1874 |
|
1.000 |
1.1826 |
|
1.618 |
1.1748 |
|
2.618 |
1.1622 |
|
4.250 |
1.1417 |
|
|
| Fisher Pivots for day following 07-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2039 |
1.2087 |
| PP |
1.2027 |
1.2075 |
| S1 |
1.2015 |
1.2063 |
|