CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2152 |
1.2146 |
-0.0006 |
0.0% |
1.2180 |
| High |
1.2168 |
1.2147 |
-0.0021 |
-0.2% |
1.2341 |
| Low |
1.2098 |
1.1996 |
-0.0102 |
-0.8% |
1.2127 |
| Close |
1.2142 |
1.2003 |
-0.0139 |
-1.1% |
1.2162 |
| Range |
0.0070 |
0.0151 |
0.0081 |
115.7% |
0.0214 |
| ATR |
0.0107 |
0.0110 |
0.0003 |
2.9% |
0.0000 |
| Volume |
123,342 |
173,914 |
50,572 |
41.0% |
612,515 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2502 |
1.2403 |
1.2086 |
|
| R3 |
1.2351 |
1.2252 |
1.2045 |
|
| R2 |
1.2200 |
1.2200 |
1.2031 |
|
| R1 |
1.2101 |
1.2101 |
1.2017 |
1.2075 |
| PP |
1.2049 |
1.2049 |
1.2049 |
1.2036 |
| S1 |
1.1950 |
1.1950 |
1.1989 |
1.1924 |
| S2 |
1.1898 |
1.1898 |
1.1975 |
|
| S3 |
1.1747 |
1.1799 |
1.1961 |
|
| S4 |
1.1596 |
1.1648 |
1.1920 |
|
|
| 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 |
1.1996 |
0.0345 |
2.9% |
0.0116 |
1.0% |
2% |
False |
True |
133,197 |
| 10 |
1.2341 |
1.1996 |
0.0345 |
2.9% |
0.0109 |
0.9% |
2% |
False |
True |
126,941 |
| 20 |
1.2341 |
1.1996 |
0.0345 |
2.9% |
0.0110 |
0.9% |
2% |
False |
True |
118,656 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.4% |
0.0106 |
0.9% |
31% |
False |
False |
108,416 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.4% |
0.0107 |
0.9% |
31% |
False |
False |
80,298 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0109 |
0.9% |
25% |
False |
False |
60,284 |
| 100 |
1.2474 |
1.1702 |
0.0772 |
6.4% |
0.0102 |
0.9% |
39% |
False |
False |
48,244 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0094 |
0.8% |
42% |
False |
False |
40,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2789 |
|
2.618 |
1.2542 |
|
1.618 |
1.2391 |
|
1.000 |
1.2298 |
|
0.618 |
1.2240 |
|
HIGH |
1.2147 |
|
0.618 |
1.2089 |
|
0.500 |
1.2072 |
|
0.382 |
1.2054 |
|
LOW |
1.1996 |
|
0.618 |
1.1903 |
|
1.000 |
1.1845 |
|
1.618 |
1.1752 |
|
2.618 |
1.1601 |
|
4.250 |
1.1354 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2072 |
1.2115 |
| PP |
1.2049 |
1.2077 |
| S1 |
1.2026 |
1.2040 |
|