CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2120 |
1.2169 |
0.0049 |
0.4% |
1.2067 |
| High |
1.2204 |
1.2202 |
-0.0002 |
0.0% |
1.2223 |
| Low |
1.2101 |
1.2106 |
0.0005 |
0.0% |
1.2034 |
| Close |
1.2174 |
1.2127 |
-0.0047 |
-0.4% |
1.2109 |
| Range |
0.0103 |
0.0096 |
-0.0007 |
-6.8% |
0.0189 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
130,929 |
95,466 |
-35,463 |
-27.1% |
373,064 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2433 |
1.2376 |
1.2180 |
|
| R3 |
1.2337 |
1.2280 |
1.2153 |
|
| R2 |
1.2241 |
1.2241 |
1.2145 |
|
| R1 |
1.2184 |
1.2184 |
1.2136 |
1.2165 |
| PP |
1.2145 |
1.2145 |
1.2145 |
1.2135 |
| S1 |
1.2088 |
1.2088 |
1.2118 |
1.2069 |
| S2 |
1.2049 |
1.2049 |
1.2109 |
|
| S3 |
1.1953 |
1.1992 |
1.2101 |
|
| S4 |
1.1857 |
1.1896 |
1.2074 |
|
|
| 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 |
1.2204 |
1.2034 |
0.0170 |
1.4% |
0.0106 |
0.9% |
55% |
False |
False |
112,861 |
| 10 |
1.2223 |
1.1987 |
0.0236 |
1.9% |
0.0104 |
0.9% |
59% |
False |
False |
105,677 |
| 20 |
1.2365 |
1.1952 |
0.0413 |
3.4% |
0.0109 |
0.9% |
42% |
False |
False |
104,462 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0110 |
0.9% |
54% |
False |
False |
84,283 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0109 |
0.9% |
45% |
False |
False |
56,335 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0105 |
0.9% |
45% |
False |
False |
42,278 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0099 |
0.8% |
57% |
False |
False |
33,842 |
| 120 |
1.2474 |
1.1635 |
0.0839 |
6.9% |
0.0083 |
0.7% |
59% |
False |
False |
28,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2610 |
|
2.618 |
1.2453 |
|
1.618 |
1.2357 |
|
1.000 |
1.2298 |
|
0.618 |
1.2261 |
|
HIGH |
1.2202 |
|
0.618 |
1.2165 |
|
0.500 |
1.2154 |
|
0.382 |
1.2143 |
|
LOW |
1.2106 |
|
0.618 |
1.2047 |
|
1.000 |
1.2010 |
|
1.618 |
1.1951 |
|
2.618 |
1.1855 |
|
4.250 |
1.1698 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2154 |
1.2134 |
| PP |
1.2145 |
1.2132 |
| S1 |
1.2136 |
1.2129 |
|