CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2147 |
1.2152 |
0.0005 |
0.0% |
1.2180 |
| High |
1.2233 |
1.2168 |
-0.0065 |
-0.5% |
1.2341 |
| Low |
1.2133 |
1.2098 |
-0.0035 |
-0.3% |
1.2127 |
| Close |
1.2137 |
1.2142 |
0.0005 |
0.0% |
1.2162 |
| Range |
0.0100 |
0.0070 |
-0.0030 |
-30.0% |
0.0214 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
118,932 |
123,342 |
4,410 |
3.7% |
612,515 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2346 |
1.2314 |
1.2181 |
|
| R3 |
1.2276 |
1.2244 |
1.2161 |
|
| R2 |
1.2206 |
1.2206 |
1.2155 |
|
| R1 |
1.2174 |
1.2174 |
1.2148 |
1.2155 |
| PP |
1.2136 |
1.2136 |
1.2136 |
1.2127 |
| S1 |
1.2104 |
1.2104 |
1.2136 |
1.2085 |
| S2 |
1.2066 |
1.2066 |
1.2129 |
|
| S3 |
1.1996 |
1.2034 |
1.2123 |
|
| S4 |
1.1926 |
1.1964 |
1.2104 |
|
|
| 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 |
1.2098 |
0.0243 |
2.0% |
0.0106 |
0.9% |
18% |
False |
True |
121,951 |
| 10 |
1.2341 |
1.2019 |
0.0322 |
2.7% |
0.0111 |
0.9% |
38% |
False |
False |
126,754 |
| 20 |
1.2341 |
1.1987 |
0.0354 |
2.9% |
0.0108 |
0.9% |
44% |
False |
False |
116,215 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0105 |
0.9% |
57% |
False |
False |
106,900 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0106 |
0.9% |
57% |
False |
False |
77,408 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0108 |
0.9% |
47% |
False |
False |
58,111 |
| 100 |
1.2474 |
1.1687 |
0.0787 |
6.5% |
0.0101 |
0.8% |
58% |
False |
False |
46,506 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0093 |
0.8% |
59% |
False |
False |
38,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2466 |
|
2.618 |
1.2351 |
|
1.618 |
1.2281 |
|
1.000 |
1.2238 |
|
0.618 |
1.2211 |
|
HIGH |
1.2168 |
|
0.618 |
1.2141 |
|
0.500 |
1.2133 |
|
0.382 |
1.2125 |
|
LOW |
1.2098 |
|
0.618 |
1.2055 |
|
1.000 |
1.2028 |
|
1.618 |
1.1985 |
|
2.618 |
1.1915 |
|
4.250 |
1.1801 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2139 |
1.2166 |
| PP |
1.2136 |
1.2158 |
| S1 |
1.2133 |
1.2150 |
|