CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 21-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2187 |
1.2053 |
-0.0134 |
-1.1% |
1.2067 |
| High |
1.2194 |
1.2122 |
-0.0072 |
-0.6% |
1.2223 |
| Low |
1.2034 |
1.2040 |
0.0006 |
0.0% |
1.2034 |
| Close |
1.2049 |
1.2109 |
0.0060 |
0.5% |
1.2109 |
| Range |
0.0160 |
0.0082 |
-0.0078 |
-48.8% |
0.0189 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
147,038 |
102,537 |
-44,501 |
-30.3% |
373,064 |
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2336 |
1.2305 |
1.2154 |
|
| R3 |
1.2254 |
1.2223 |
1.2132 |
|
| R2 |
1.2172 |
1.2172 |
1.2124 |
|
| R1 |
1.2141 |
1.2141 |
1.2117 |
1.2157 |
| PP |
1.2090 |
1.2090 |
1.2090 |
1.2098 |
| S1 |
1.2059 |
1.2059 |
1.2101 |
1.2075 |
| S2 |
1.2008 |
1.2008 |
1.2094 |
|
| S3 |
1.1926 |
1.1977 |
1.2086 |
|
| S4 |
1.1844 |
1.1895 |
1.2064 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2689 |
1.2588 |
1.2213 |
|
| R3 |
1.2500 |
1.2399 |
1.2161 |
|
| R2 |
1.2311 |
1.2311 |
1.2144 |
|
| R1 |
1.2210 |
1.2210 |
1.2126 |
1.2261 |
| PP |
1.2122 |
1.2122 |
1.2122 |
1.2147 |
| S1 |
1.2021 |
1.2021 |
1.2092 |
1.2072 |
| S2 |
1.1933 |
1.1933 |
1.2074 |
|
| S3 |
1.1744 |
1.1832 |
1.2057 |
|
| S4 |
1.1555 |
1.1643 |
1.2005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2223 |
1.2034 |
0.0189 |
1.6% |
0.0112 |
0.9% |
40% |
False |
False |
99,136 |
| 10 |
1.2223 |
1.1952 |
0.0271 |
2.2% |
0.0108 |
0.9% |
58% |
False |
False |
110,170 |
| 20 |
1.2365 |
1.1952 |
0.0413 |
3.4% |
0.0110 |
0.9% |
38% |
False |
False |
102,531 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0110 |
0.9% |
51% |
False |
False |
76,492 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0109 |
0.9% |
42% |
False |
False |
51,095 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0103 |
0.9% |
42% |
False |
False |
38,346 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0096 |
0.8% |
55% |
False |
False |
30,695 |
| 120 |
1.2474 |
1.1610 |
0.0864 |
7.1% |
0.0082 |
0.7% |
58% |
False |
False |
25,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2471 |
|
2.618 |
1.2337 |
|
1.618 |
1.2255 |
|
1.000 |
1.2204 |
|
0.618 |
1.2173 |
|
HIGH |
1.2122 |
|
0.618 |
1.2091 |
|
0.500 |
1.2081 |
|
0.382 |
1.2071 |
|
LOW |
1.2040 |
|
0.618 |
1.1989 |
|
1.000 |
1.1958 |
|
1.618 |
1.1907 |
|
2.618 |
1.1825 |
|
4.250 |
1.1692 |
|
|
| Fisher Pivots for day following 21-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2100 |
1.2129 |
| PP |
1.2090 |
1.2122 |
| S1 |
1.2081 |
1.2116 |
|