CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2098 |
1.2005 |
-0.0093 |
-0.8% |
1.2345 |
| High |
1.2100 |
1.2084 |
-0.0016 |
-0.1% |
1.2345 |
| Low |
1.1983 |
1.1987 |
0.0004 |
0.0% |
1.1952 |
| Close |
1.2020 |
1.2070 |
0.0050 |
0.4% |
1.2051 |
| Range |
0.0117 |
0.0097 |
-0.0020 |
-17.1% |
0.0393 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
105,787 |
125,101 |
19,314 |
18.3% |
649,751 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2338 |
1.2301 |
1.2123 |
|
| R3 |
1.2241 |
1.2204 |
1.2097 |
|
| R2 |
1.2144 |
1.2144 |
1.2088 |
|
| R1 |
1.2107 |
1.2107 |
1.2079 |
1.2126 |
| PP |
1.2047 |
1.2047 |
1.2047 |
1.2056 |
| S1 |
1.2010 |
1.2010 |
1.2061 |
1.2029 |
| S2 |
1.1950 |
1.1950 |
1.2052 |
|
| S3 |
1.1853 |
1.1913 |
1.2043 |
|
| S4 |
1.1756 |
1.1816 |
1.2017 |
|
|
| 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 |
1.2104 |
1.1952 |
0.0152 |
1.3% |
0.0101 |
0.8% |
78% |
False |
False |
119,859 |
| 10 |
1.2365 |
1.1952 |
0.0413 |
3.4% |
0.0111 |
0.9% |
29% |
False |
False |
108,275 |
| 20 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0101 |
0.8% |
44% |
False |
False |
98,175 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0106 |
0.9% |
44% |
False |
False |
61,118 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0109 |
0.9% |
36% |
False |
False |
40,827 |
| 80 |
1.2474 |
1.1702 |
0.0772 |
6.4% |
0.0101 |
0.8% |
48% |
False |
False |
30,641 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0091 |
0.8% |
50% |
False |
False |
24,526 |
| 120 |
1.2474 |
1.1416 |
0.1058 |
8.8% |
0.0077 |
0.6% |
62% |
False |
False |
20,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2496 |
|
2.618 |
1.2338 |
|
1.618 |
1.2241 |
|
1.000 |
1.2181 |
|
0.618 |
1.2144 |
|
HIGH |
1.2084 |
|
0.618 |
1.2047 |
|
0.500 |
1.2036 |
|
0.382 |
1.2024 |
|
LOW |
1.1987 |
|
0.618 |
1.1927 |
|
1.000 |
1.1890 |
|
1.618 |
1.1830 |
|
2.618 |
1.1733 |
|
4.250 |
1.1575 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2059 |
1.2061 |
| PP |
1.2047 |
1.2052 |
| S1 |
1.2036 |
1.2044 |
|