CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2103 |
1.2120 |
0.0017 |
0.1% |
1.2067 |
| High |
1.2155 |
1.2204 |
0.0049 |
0.4% |
1.2223 |
| Low |
1.2064 |
1.2101 |
0.0037 |
0.3% |
1.2034 |
| Close |
1.2124 |
1.2174 |
0.0050 |
0.4% |
1.2109 |
| Range |
0.0091 |
0.0103 |
0.0012 |
13.2% |
0.0189 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
88,335 |
130,929 |
42,594 |
48.2% |
373,064 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2469 |
1.2424 |
1.2231 |
|
| R3 |
1.2366 |
1.2321 |
1.2202 |
|
| R2 |
1.2263 |
1.2263 |
1.2193 |
|
| R1 |
1.2218 |
1.2218 |
1.2183 |
1.2241 |
| PP |
1.2160 |
1.2160 |
1.2160 |
1.2171 |
| S1 |
1.2115 |
1.2115 |
1.2165 |
1.2138 |
| S2 |
1.2057 |
1.2057 |
1.2155 |
|
| S3 |
1.1954 |
1.2012 |
1.2146 |
|
| S4 |
1.1851 |
1.1909 |
1.2117 |
|
|
| 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% |
74% |
False |
False |
118,465 |
| 10 |
1.2223 |
1.1983 |
0.0240 |
2.0% |
0.0106 |
0.9% |
80% |
False |
False |
106,709 |
| 20 |
1.2365 |
1.1952 |
0.0413 |
3.4% |
0.0111 |
0.9% |
54% |
False |
False |
104,371 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0110 |
0.9% |
63% |
False |
False |
81,928 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0109 |
0.9% |
53% |
False |
False |
54,745 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0104 |
0.9% |
53% |
False |
False |
41,086 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0098 |
0.8% |
63% |
False |
False |
32,887 |
| 120 |
1.2474 |
1.1635 |
0.0839 |
6.9% |
0.0083 |
0.7% |
64% |
False |
False |
27,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2642 |
|
2.618 |
1.2474 |
|
1.618 |
1.2371 |
|
1.000 |
1.2307 |
|
0.618 |
1.2268 |
|
HIGH |
1.2204 |
|
0.618 |
1.2165 |
|
0.500 |
1.2153 |
|
0.382 |
1.2140 |
|
LOW |
1.2101 |
|
0.618 |
1.2037 |
|
1.000 |
1.1998 |
|
1.618 |
1.1934 |
|
2.618 |
1.1831 |
|
4.250 |
1.1663 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2167 |
1.2157 |
| PP |
1.2160 |
1.2139 |
| S1 |
1.2153 |
1.2122 |
|