CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2271 |
1.2260 |
-0.0011 |
-0.1% |
1.2180 |
| High |
1.2289 |
1.2341 |
0.0052 |
0.4% |
1.2341 |
| Low |
1.2188 |
1.2127 |
-0.0061 |
-0.5% |
1.2127 |
| Close |
1.2251 |
1.2162 |
-0.0089 |
-0.7% |
1.2162 |
| Range |
0.0101 |
0.0214 |
0.0113 |
111.9% |
0.0214 |
| ATR |
0.0108 |
0.0116 |
0.0008 |
7.0% |
0.0000 |
| Volume |
117,684 |
165,721 |
48,037 |
40.8% |
612,515 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2852 |
1.2721 |
1.2280 |
|
| R3 |
1.2638 |
1.2507 |
1.2221 |
|
| R2 |
1.2424 |
1.2424 |
1.2201 |
|
| R1 |
1.2293 |
1.2293 |
1.2182 |
1.2252 |
| PP |
1.2210 |
1.2210 |
1.2210 |
1.2189 |
| S1 |
1.2079 |
1.2079 |
1.2142 |
1.2038 |
| S2 |
1.1996 |
1.1996 |
1.2123 |
|
| S3 |
1.1782 |
1.1865 |
1.2103 |
|
| S4 |
1.1568 |
1.1651 |
1.2044 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2852 |
1.2721 |
1.2280 |
|
| R3 |
1.2638 |
1.2507 |
1.2221 |
|
| R2 |
1.2424 |
1.2424 |
1.2201 |
|
| R1 |
1.2293 |
1.2293 |
1.2182 |
1.2252 |
| PP |
1.2210 |
1.2210 |
1.2210 |
1.2189 |
| S1 |
1.2079 |
1.2079 |
1.2142 |
1.2038 |
| S2 |
1.1996 |
1.1996 |
1.2123 |
|
| S3 |
1.1782 |
1.1865 |
1.2103 |
|
| S4 |
1.1568 |
1.1651 |
1.2044 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2341 |
1.2127 |
0.0214 |
1.8% |
0.0116 |
1.0% |
16% |
True |
True |
122,503 |
| 10 |
1.2341 |
1.2019 |
0.0322 |
2.6% |
0.0119 |
1.0% |
44% |
True |
False |
125,591 |
| 20 |
1.2341 |
1.1952 |
0.0389 |
3.2% |
0.0113 |
0.9% |
54% |
True |
False |
117,881 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0109 |
0.9% |
61% |
False |
False |
105,434 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0109 |
0.9% |
61% |
False |
False |
71,996 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0108 |
0.9% |
51% |
False |
False |
54,034 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0104 |
0.9% |
61% |
False |
False |
43,253 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0091 |
0.7% |
61% |
False |
False |
36,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3251 |
|
2.618 |
1.2901 |
|
1.618 |
1.2687 |
|
1.000 |
1.2555 |
|
0.618 |
1.2473 |
|
HIGH |
1.2341 |
|
0.618 |
1.2259 |
|
0.500 |
1.2234 |
|
0.382 |
1.2209 |
|
LOW |
1.2127 |
|
0.618 |
1.1995 |
|
1.000 |
1.1913 |
|
1.618 |
1.1781 |
|
2.618 |
1.1567 |
|
4.250 |
1.1218 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2234 |
1.2234 |
| PP |
1.2210 |
1.2210 |
| S1 |
1.2186 |
1.2186 |
|