CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2260 |
1.2165 |
-0.0095 |
-0.8% |
1.2180 |
| High |
1.2341 |
1.2174 |
-0.0167 |
-1.4% |
1.2341 |
| Low |
1.2127 |
1.2128 |
0.0001 |
0.0% |
1.2127 |
| Close |
1.2162 |
1.2153 |
-0.0009 |
-0.1% |
1.2162 |
| Range |
0.0214 |
0.0046 |
-0.0168 |
-78.5% |
0.0214 |
| ATR |
0.0116 |
0.0111 |
-0.0005 |
-4.3% |
0.0000 |
| Volume |
165,721 |
84,079 |
-81,642 |
-49.3% |
612,515 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2290 |
1.2267 |
1.2178 |
|
| R3 |
1.2244 |
1.2221 |
1.2166 |
|
| R2 |
1.2198 |
1.2198 |
1.2161 |
|
| R1 |
1.2175 |
1.2175 |
1.2157 |
1.2164 |
| PP |
1.2152 |
1.2152 |
1.2152 |
1.2146 |
| S1 |
1.2129 |
1.2129 |
1.2149 |
1.2118 |
| S2 |
1.2106 |
1.2106 |
1.2145 |
|
| S3 |
1.2060 |
1.2083 |
1.2140 |
|
| S4 |
1.2014 |
1.2037 |
1.2128 |
|
|
| 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% |
0.0114 |
0.9% |
12% |
False |
False |
119,397 |
| 10 |
1.2341 |
1.2019 |
0.0322 |
2.6% |
0.0114 |
0.9% |
42% |
False |
False |
125,166 |
| 20 |
1.2341 |
1.1983 |
0.0358 |
2.9% |
0.0109 |
0.9% |
47% |
False |
False |
113,721 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0107 |
0.9% |
59% |
False |
False |
105,801 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0107 |
0.9% |
59% |
False |
False |
73,389 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0108 |
0.9% |
49% |
False |
False |
55,085 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0101 |
0.8% |
60% |
False |
False |
44,093 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0091 |
0.7% |
60% |
False |
False |
36,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2370 |
|
2.618 |
1.2294 |
|
1.618 |
1.2248 |
|
1.000 |
1.2220 |
|
0.618 |
1.2202 |
|
HIGH |
1.2174 |
|
0.618 |
1.2156 |
|
0.500 |
1.2151 |
|
0.382 |
1.2146 |
|
LOW |
1.2128 |
|
0.618 |
1.2100 |
|
1.000 |
1.2082 |
|
1.618 |
1.2054 |
|
2.618 |
1.2008 |
|
4.250 |
1.1933 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2152 |
1.2234 |
| PP |
1.2152 |
1.2207 |
| S1 |
1.2151 |
1.2180 |
|