CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2073 |
1.2180 |
0.0107 |
0.9% |
1.2103 |
| High |
1.2201 |
1.2217 |
0.0016 |
0.1% |
1.2204 |
| Low |
1.2062 |
1.2161 |
0.0099 |
0.8% |
1.2019 |
| Close |
1.2175 |
1.2196 |
0.0021 |
0.2% |
1.2175 |
| Range |
0.0139 |
0.0056 |
-0.0083 |
-59.7% |
0.0185 |
| ATR |
0.0113 |
0.0109 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
156,637 |
99,605 |
-57,032 |
-36.4% |
643,404 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2359 |
1.2334 |
1.2227 |
|
| R3 |
1.2303 |
1.2278 |
1.2211 |
|
| R2 |
1.2247 |
1.2247 |
1.2206 |
|
| R1 |
1.2222 |
1.2222 |
1.2201 |
1.2235 |
| PP |
1.2191 |
1.2191 |
1.2191 |
1.2198 |
| S1 |
1.2166 |
1.2166 |
1.2191 |
1.2179 |
| S2 |
1.2135 |
1.2135 |
1.2186 |
|
| S3 |
1.2079 |
1.2110 |
1.2181 |
|
| S4 |
1.2023 |
1.2054 |
1.2165 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2688 |
1.2616 |
1.2277 |
|
| R3 |
1.2503 |
1.2431 |
1.2226 |
|
| R2 |
1.2318 |
1.2318 |
1.2209 |
|
| R1 |
1.2246 |
1.2246 |
1.2192 |
1.2282 |
| PP |
1.2133 |
1.2133 |
1.2133 |
1.2151 |
| S1 |
1.2061 |
1.2061 |
1.2158 |
1.2097 |
| S2 |
1.1948 |
1.1948 |
1.2141 |
|
| S3 |
1.1763 |
1.1876 |
1.2124 |
|
| S4 |
1.1578 |
1.1691 |
1.2073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2217 |
1.2019 |
0.0198 |
1.6% |
0.0115 |
0.9% |
89% |
True |
False |
130,934 |
| 10 |
1.2223 |
1.2019 |
0.0204 |
1.7% |
0.0113 |
0.9% |
87% |
False |
False |
111,607 |
| 20 |
1.2345 |
1.1952 |
0.0393 |
3.2% |
0.0112 |
0.9% |
62% |
False |
False |
116,359 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0110 |
0.9% |
68% |
False |
False |
94,871 |
| 60 |
1.2426 |
1.1842 |
0.0584 |
4.8% |
0.0108 |
0.9% |
61% |
False |
False |
63,459 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0106 |
0.9% |
56% |
False |
False |
47,629 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0101 |
0.8% |
66% |
False |
False |
38,124 |
| 120 |
1.2474 |
1.1635 |
0.0839 |
6.9% |
0.0087 |
0.7% |
67% |
False |
False |
31,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2455 |
|
2.618 |
1.2364 |
|
1.618 |
1.2308 |
|
1.000 |
1.2273 |
|
0.618 |
1.2252 |
|
HIGH |
1.2217 |
|
0.618 |
1.2196 |
|
0.500 |
1.2189 |
|
0.382 |
1.2182 |
|
LOW |
1.2161 |
|
0.618 |
1.2126 |
|
1.000 |
1.2105 |
|
1.618 |
1.2070 |
|
2.618 |
1.2014 |
|
4.250 |
1.1923 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2194 |
1.2170 |
| PP |
1.2191 |
1.2144 |
| S1 |
1.2189 |
1.2118 |
|