CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2067 |
1.2112 |
0.0045 |
0.4% |
1.2031 |
| High |
1.2152 |
1.2223 |
0.0071 |
0.6% |
1.2140 |
| Low |
1.2053 |
1.2099 |
0.0046 |
0.4% |
1.1983 |
| Close |
1.2117 |
1.2190 |
0.0073 |
0.6% |
1.2054 |
| Range |
0.0099 |
0.0124 |
0.0025 |
25.3% |
0.0157 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
1.2% |
0.0000 |
| Volume |
0 |
123,489 |
123,489 |
|
561,375 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2543 |
1.2490 |
1.2258 |
|
| R3 |
1.2419 |
1.2366 |
1.2224 |
|
| R2 |
1.2295 |
1.2295 |
1.2213 |
|
| R1 |
1.2242 |
1.2242 |
1.2201 |
1.2269 |
| PP |
1.2171 |
1.2171 |
1.2171 |
1.2184 |
| S1 |
1.2118 |
1.2118 |
1.2179 |
1.2145 |
| S2 |
1.2047 |
1.2047 |
1.2167 |
|
| S3 |
1.1923 |
1.1994 |
1.2156 |
|
| S4 |
1.1799 |
1.1870 |
1.2122 |
|
|
| 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 |
1.2223 |
1.1987 |
0.0236 |
1.9% |
0.0101 |
0.8% |
86% |
True |
False |
98,494 |
| 10 |
1.2223 |
1.1952 |
0.0271 |
2.2% |
0.0114 |
0.9% |
88% |
True |
False |
114,294 |
| 20 |
1.2365 |
1.1929 |
0.0436 |
3.6% |
0.0104 |
0.8% |
60% |
False |
False |
97,167 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0109 |
0.9% |
67% |
False |
False |
70,268 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0110 |
0.9% |
55% |
False |
False |
46,939 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0101 |
0.8% |
55% |
False |
False |
35,228 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0094 |
0.8% |
65% |
False |
False |
28,199 |
| 120 |
1.2474 |
1.1571 |
0.0903 |
7.4% |
0.0080 |
0.7% |
69% |
False |
False |
23,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2750 |
|
2.618 |
1.2548 |
|
1.618 |
1.2424 |
|
1.000 |
1.2347 |
|
0.618 |
1.2300 |
|
HIGH |
1.2223 |
|
0.618 |
1.2176 |
|
0.500 |
1.2161 |
|
0.382 |
1.2146 |
|
LOW |
1.2099 |
|
0.618 |
1.2022 |
|
1.000 |
1.1975 |
|
1.618 |
1.1898 |
|
2.618 |
1.1774 |
|
4.250 |
1.1572 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2180 |
1.2171 |
| PP |
1.2171 |
1.2152 |
| S1 |
1.2161 |
1.2134 |
|