CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2031 |
1.2098 |
0.0067 |
0.6% |
1.2345 |
| High |
1.2104 |
1.2100 |
-0.0004 |
0.0% |
1.2345 |
| Low |
1.2015 |
1.1983 |
-0.0032 |
-0.3% |
1.1952 |
| Close |
1.2085 |
1.2020 |
-0.0065 |
-0.5% |
1.2051 |
| Range |
0.0089 |
0.0117 |
0.0028 |
31.5% |
0.0393 |
| ATR |
0.0108 |
0.0109 |
0.0001 |
0.6% |
0.0000 |
| Volume |
86,605 |
105,787 |
19,182 |
22.1% |
649,751 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2385 |
1.2320 |
1.2084 |
|
| R3 |
1.2268 |
1.2203 |
1.2052 |
|
| R2 |
1.2151 |
1.2151 |
1.2041 |
|
| R1 |
1.2086 |
1.2086 |
1.2031 |
1.2060 |
| PP |
1.2034 |
1.2034 |
1.2034 |
1.2022 |
| S1 |
1.1969 |
1.1969 |
1.2009 |
1.1943 |
| S2 |
1.1917 |
1.1917 |
1.1999 |
|
| S3 |
1.1800 |
1.1852 |
1.1988 |
|
| S4 |
1.1683 |
1.1735 |
1.1956 |
|
|
| 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 |
1.2222 |
1.1952 |
0.0270 |
2.2% |
0.0126 |
1.0% |
25% |
False |
False |
130,095 |
| 10 |
1.2365 |
1.1952 |
0.0413 |
3.4% |
0.0114 |
0.9% |
16% |
False |
False |
103,246 |
| 20 |
1.2365 |
1.1842 |
0.0523 |
4.4% |
0.0103 |
0.9% |
34% |
False |
False |
97,584 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.4% |
0.0106 |
0.9% |
34% |
False |
False |
58,004 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0108 |
0.9% |
28% |
False |
False |
38,742 |
| 80 |
1.2474 |
1.1687 |
0.0787 |
6.5% |
0.0100 |
0.8% |
42% |
False |
False |
29,079 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0090 |
0.7% |
44% |
False |
False |
23,275 |
| 120 |
1.2474 |
1.1416 |
0.1058 |
8.8% |
0.0076 |
0.6% |
57% |
False |
False |
19,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2597 |
|
2.618 |
1.2406 |
|
1.618 |
1.2289 |
|
1.000 |
1.2217 |
|
0.618 |
1.2172 |
|
HIGH |
1.2100 |
|
0.618 |
1.2055 |
|
0.500 |
1.2042 |
|
0.382 |
1.2028 |
|
LOW |
1.1983 |
|
0.618 |
1.1911 |
|
1.000 |
1.1866 |
|
1.618 |
1.1794 |
|
2.618 |
1.1677 |
|
4.250 |
1.1486 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2042 |
1.2028 |
| PP |
1.2034 |
1.2025 |
| S1 |
1.2027 |
1.2023 |
|