CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2289 |
1.2271 |
-0.0018 |
-0.1% |
1.2103 |
| High |
1.2300 |
1.2289 |
-0.0011 |
-0.1% |
1.2204 |
| Low |
1.2219 |
1.2188 |
-0.0031 |
-0.3% |
1.2019 |
| Close |
1.2256 |
1.2251 |
-0.0005 |
0.0% |
1.2175 |
| Range |
0.0081 |
0.0101 |
0.0020 |
24.7% |
0.0185 |
| ATR |
0.0108 |
0.0108 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
100,220 |
117,684 |
17,464 |
17.4% |
643,404 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2546 |
1.2499 |
1.2307 |
|
| R3 |
1.2445 |
1.2398 |
1.2279 |
|
| R2 |
1.2344 |
1.2344 |
1.2270 |
|
| R1 |
1.2297 |
1.2297 |
1.2260 |
1.2270 |
| PP |
1.2243 |
1.2243 |
1.2243 |
1.2229 |
| S1 |
1.2196 |
1.2196 |
1.2242 |
1.2169 |
| S2 |
1.2142 |
1.2142 |
1.2232 |
|
| S3 |
1.2041 |
1.2095 |
1.2223 |
|
| S4 |
1.1940 |
1.1994 |
1.2195 |
|
|
| 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 |
1.2062 |
0.0241 |
2.0% |
0.0101 |
0.8% |
78% |
False |
False |
120,686 |
| 10 |
1.2303 |
1.2019 |
0.0284 |
2.3% |
0.0106 |
0.9% |
82% |
False |
False |
119,273 |
| 20 |
1.2303 |
1.1952 |
0.0351 |
2.9% |
0.0106 |
0.9% |
85% |
False |
False |
115,321 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0106 |
0.9% |
78% |
False |
False |
102,645 |
| 60 |
1.2426 |
1.1842 |
0.0584 |
4.8% |
0.0109 |
0.9% |
70% |
False |
False |
69,236 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0106 |
0.9% |
65% |
False |
False |
51,964 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0103 |
0.8% |
72% |
False |
False |
41,596 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0089 |
0.7% |
72% |
False |
False |
34,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2718 |
|
2.618 |
1.2553 |
|
1.618 |
1.2452 |
|
1.000 |
1.2390 |
|
0.618 |
1.2351 |
|
HIGH |
1.2289 |
|
0.618 |
1.2250 |
|
0.500 |
1.2239 |
|
0.382 |
1.2227 |
|
LOW |
1.2188 |
|
0.618 |
1.2126 |
|
1.000 |
1.2087 |
|
1.618 |
1.2025 |
|
2.618 |
1.1924 |
|
4.250 |
1.1759 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2247 |
1.2247 |
| PP |
1.2243 |
1.2243 |
| S1 |
1.2239 |
1.2240 |
|