CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2146 |
1.2004 |
-0.0142 |
-1.2% |
1.2165 |
| High |
1.2147 |
1.2015 |
-0.0132 |
-1.1% |
1.2233 |
| Low |
1.1996 |
1.1953 |
-0.0043 |
-0.4% |
1.1953 |
| Close |
1.2003 |
1.1979 |
-0.0024 |
-0.2% |
1.1979 |
| Range |
0.0151 |
0.0062 |
-0.0089 |
-58.9% |
0.0280 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
173,914 |
107,632 |
-66,282 |
-38.1% |
607,899 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2168 |
1.2136 |
1.2013 |
|
| R3 |
1.2106 |
1.2074 |
1.1996 |
|
| R2 |
1.2044 |
1.2044 |
1.1990 |
|
| R1 |
1.2012 |
1.2012 |
1.1985 |
1.1997 |
| PP |
1.1982 |
1.1982 |
1.1982 |
1.1975 |
| S1 |
1.1950 |
1.1950 |
1.1973 |
1.1935 |
| S2 |
1.1920 |
1.1920 |
1.1968 |
|
| S3 |
1.1858 |
1.1888 |
1.1962 |
|
| S4 |
1.1796 |
1.1826 |
1.1945 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2895 |
1.2717 |
1.2133 |
|
| R3 |
1.2615 |
1.2437 |
1.2056 |
|
| R2 |
1.2335 |
1.2335 |
1.2030 |
|
| R1 |
1.2157 |
1.2157 |
1.2005 |
1.2106 |
| PP |
1.2055 |
1.2055 |
1.2055 |
1.2030 |
| S1 |
1.1877 |
1.1877 |
1.1953 |
1.1826 |
| S2 |
1.1775 |
1.1775 |
1.1928 |
|
| S3 |
1.1495 |
1.1597 |
1.1902 |
|
| S4 |
1.1215 |
1.1317 |
1.1825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2233 |
1.1953 |
0.0280 |
2.3% |
0.0086 |
0.7% |
9% |
False |
True |
121,579 |
| 10 |
1.2341 |
1.1953 |
0.0388 |
3.2% |
0.0101 |
0.8% |
7% |
False |
True |
122,041 |
| 20 |
1.2341 |
1.1953 |
0.0388 |
3.2% |
0.0109 |
0.9% |
7% |
False |
True |
117,974 |
| 40 |
1.2365 |
1.1852 |
0.0513 |
4.3% |
0.0104 |
0.9% |
25% |
False |
False |
107,929 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.4% |
0.0107 |
0.9% |
26% |
False |
False |
82,086 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0109 |
0.9% |
22% |
False |
False |
61,629 |
| 100 |
1.2474 |
1.1742 |
0.0732 |
6.1% |
0.0102 |
0.9% |
32% |
False |
False |
49,320 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0094 |
0.8% |
39% |
False |
False |
41,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2279 |
|
2.618 |
1.2177 |
|
1.618 |
1.2115 |
|
1.000 |
1.2077 |
|
0.618 |
1.2053 |
|
HIGH |
1.2015 |
|
0.618 |
1.1991 |
|
0.500 |
1.1984 |
|
0.382 |
1.1977 |
|
LOW |
1.1953 |
|
0.618 |
1.1915 |
|
1.000 |
1.1891 |
|
1.618 |
1.1853 |
|
2.618 |
1.1791 |
|
4.250 |
1.1690 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1984 |
1.2061 |
| PP |
1.1982 |
1.2033 |
| S1 |
1.1981 |
1.2006 |
|