CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2005 |
1.2051 |
0.0046 |
0.4% |
1.2345 |
| High |
1.2084 |
1.2121 |
0.0037 |
0.3% |
1.2345 |
| Low |
1.1987 |
1.2032 |
0.0045 |
0.4% |
1.1952 |
| Close |
1.2070 |
1.2096 |
0.0026 |
0.2% |
1.2051 |
| Range |
0.0097 |
0.0089 |
-0.0008 |
-8.2% |
0.0393 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
125,101 |
121,265 |
-3,836 |
-3.1% |
649,751 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2350 |
1.2312 |
1.2145 |
|
| R3 |
1.2261 |
1.2223 |
1.2120 |
|
| R2 |
1.2172 |
1.2172 |
1.2112 |
|
| R1 |
1.2134 |
1.2134 |
1.2104 |
1.2153 |
| PP |
1.2083 |
1.2083 |
1.2083 |
1.2093 |
| S1 |
1.2045 |
1.2045 |
1.2088 |
1.2064 |
| S2 |
1.1994 |
1.1994 |
1.2080 |
|
| S3 |
1.1905 |
1.1956 |
1.2072 |
|
| S4 |
1.1816 |
1.1867 |
1.2047 |
|
|
| 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 |
1.2121 |
1.1952 |
0.0169 |
1.4% |
0.0104 |
0.9% |
85% |
True |
False |
121,204 |
| 10 |
1.2365 |
1.1952 |
0.0413 |
3.4% |
0.0111 |
0.9% |
35% |
False |
False |
112,038 |
| 20 |
1.2365 |
1.1852 |
0.0513 |
4.2% |
0.0099 |
0.8% |
48% |
False |
False |
97,883 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0106 |
0.9% |
49% |
False |
False |
64,142 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0109 |
0.9% |
40% |
False |
False |
42,847 |
| 80 |
1.2474 |
1.1742 |
0.0732 |
6.1% |
0.0101 |
0.8% |
48% |
False |
False |
32,157 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0091 |
0.8% |
53% |
False |
False |
25,738 |
| 120 |
1.2474 |
1.1416 |
0.1058 |
8.7% |
0.0078 |
0.6% |
64% |
False |
False |
21,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2499 |
|
2.618 |
1.2354 |
|
1.618 |
1.2265 |
|
1.000 |
1.2210 |
|
0.618 |
1.2176 |
|
HIGH |
1.2121 |
|
0.618 |
1.2087 |
|
0.500 |
1.2077 |
|
0.382 |
1.2066 |
|
LOW |
1.2032 |
|
0.618 |
1.1977 |
|
1.000 |
1.1943 |
|
1.618 |
1.1888 |
|
2.618 |
1.1799 |
|
4.250 |
1.1654 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2090 |
1.2081 |
| PP |
1.2083 |
1.2067 |
| S1 |
1.2077 |
1.2052 |
|