CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2180 |
1.2190 |
0.0010 |
0.1% |
1.2103 |
| High |
1.2217 |
1.2303 |
0.0086 |
0.7% |
1.2204 |
| Low |
1.2161 |
1.2176 |
0.0015 |
0.1% |
1.2019 |
| Close |
1.2196 |
1.2285 |
0.0089 |
0.7% |
1.2175 |
| Range |
0.0056 |
0.0127 |
0.0071 |
126.8% |
0.0185 |
| ATR |
0.0109 |
0.0111 |
0.0001 |
1.2% |
0.0000 |
| Volume |
99,605 |
129,285 |
29,680 |
29.8% |
643,404 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2636 |
1.2587 |
1.2355 |
|
| R3 |
1.2509 |
1.2460 |
1.2320 |
|
| R2 |
1.2382 |
1.2382 |
1.2308 |
|
| R1 |
1.2333 |
1.2333 |
1.2297 |
1.2358 |
| PP |
1.2255 |
1.2255 |
1.2255 |
1.2267 |
| S1 |
1.2206 |
1.2206 |
1.2273 |
1.2231 |
| S2 |
1.2128 |
1.2128 |
1.2262 |
|
| S3 |
1.2001 |
1.2079 |
1.2250 |
|
| S4 |
1.1874 |
1.1952 |
1.2215 |
|
|
| 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 |
1.2303 |
1.2019 |
0.0284 |
2.3% |
0.0119 |
1.0% |
94% |
True |
False |
130,606 |
| 10 |
1.2303 |
1.2019 |
0.0284 |
2.3% |
0.0116 |
0.9% |
94% |
True |
False |
124,535 |
| 20 |
1.2303 |
1.1952 |
0.0351 |
2.9% |
0.0113 |
0.9% |
95% |
True |
False |
118,921 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0108 |
0.9% |
85% |
False |
False |
98,004 |
| 60 |
1.2426 |
1.1842 |
0.0584 |
4.8% |
0.0109 |
0.9% |
76% |
False |
False |
65,610 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.1% |
0.0106 |
0.9% |
70% |
False |
False |
49,245 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0103 |
0.8% |
77% |
False |
False |
39,417 |
| 120 |
1.2474 |
1.1635 |
0.0839 |
6.8% |
0.0088 |
0.7% |
77% |
False |
False |
32,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2843 |
|
2.618 |
1.2635 |
|
1.618 |
1.2508 |
|
1.000 |
1.2430 |
|
0.618 |
1.2381 |
|
HIGH |
1.2303 |
|
0.618 |
1.2254 |
|
0.500 |
1.2240 |
|
0.382 |
1.2225 |
|
LOW |
1.2176 |
|
0.618 |
1.2098 |
|
1.000 |
1.2049 |
|
1.618 |
1.1971 |
|
2.618 |
1.1844 |
|
4.250 |
1.1636 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2270 |
1.2251 |
| PP |
1.2255 |
1.2217 |
| S1 |
1.2240 |
1.2183 |
|