CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2051 |
1.2086 |
0.0035 |
0.3% |
1.2031 |
| High |
1.2121 |
1.2140 |
0.0019 |
0.2% |
1.2140 |
| Low |
1.2032 |
1.2044 |
0.0012 |
0.1% |
1.1983 |
| Close |
1.2096 |
1.2054 |
-0.0042 |
-0.3% |
1.2054 |
| Range |
0.0089 |
0.0096 |
0.0007 |
7.9% |
0.0157 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
121,265 |
122,617 |
1,352 |
1.1% |
561,375 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2367 |
1.2307 |
1.2107 |
|
| R3 |
1.2271 |
1.2211 |
1.2080 |
|
| R2 |
1.2175 |
1.2175 |
1.2072 |
|
| R1 |
1.2115 |
1.2115 |
1.2063 |
1.2097 |
| PP |
1.2079 |
1.2079 |
1.2079 |
1.2071 |
| S1 |
1.2019 |
1.2019 |
1.2045 |
1.2001 |
| S2 |
1.1983 |
1.1983 |
1.2036 |
|
| S3 |
1.1887 |
1.1923 |
1.2028 |
|
| S4 |
1.1791 |
1.1827 |
1.2001 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2530 |
1.2449 |
1.2140 |
|
| R3 |
1.2373 |
1.2292 |
1.2097 |
|
| R2 |
1.2216 |
1.2216 |
1.2083 |
|
| R1 |
1.2135 |
1.2135 |
1.2068 |
1.2176 |
| PP |
1.2059 |
1.2059 |
1.2059 |
1.2079 |
| S1 |
1.1978 |
1.1978 |
1.2040 |
1.2019 |
| S2 |
1.1902 |
1.1902 |
1.2025 |
|
| S3 |
1.1745 |
1.1821 |
1.2011 |
|
| S4 |
1.1588 |
1.1664 |
1.1968 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2140 |
1.1983 |
0.0157 |
1.3% |
0.0098 |
0.8% |
45% |
True |
False |
112,275 |
| 10 |
1.2345 |
1.1952 |
0.0393 |
3.3% |
0.0112 |
0.9% |
26% |
False |
False |
121,112 |
| 20 |
1.2365 |
1.1887 |
0.0478 |
4.0% |
0.0100 |
0.8% |
35% |
False |
False |
98,957 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0107 |
0.9% |
41% |
False |
False |
67,197 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0109 |
0.9% |
34% |
False |
False |
44,887 |
| 80 |
1.2474 |
1.1742 |
0.0732 |
6.1% |
0.0101 |
0.8% |
43% |
False |
False |
33,687 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0092 |
0.8% |
48% |
False |
False |
26,964 |
| 120 |
1.2474 |
1.1470 |
0.1004 |
8.3% |
0.0078 |
0.7% |
58% |
False |
False |
22,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2548 |
|
2.618 |
1.2391 |
|
1.618 |
1.2295 |
|
1.000 |
1.2236 |
|
0.618 |
1.2199 |
|
HIGH |
1.2140 |
|
0.618 |
1.2103 |
|
0.500 |
1.2092 |
|
0.382 |
1.2081 |
|
LOW |
1.2044 |
|
0.618 |
1.1985 |
|
1.000 |
1.1948 |
|
1.618 |
1.1889 |
|
2.618 |
1.1793 |
|
4.250 |
1.1636 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2092 |
1.2064 |
| PP |
1.2079 |
1.2060 |
| S1 |
1.2067 |
1.2057 |
|