CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1951 |
1.2002 |
0.0051 |
0.4% |
1.1980 |
| High |
1.2027 |
1.2047 |
0.0020 |
0.2% |
1.2047 |
| Low |
1.1941 |
1.1972 |
0.0031 |
0.3% |
1.1909 |
| Close |
1.2000 |
1.2032 |
0.0032 |
0.3% |
1.2032 |
| Range |
0.0086 |
0.0075 |
-0.0011 |
-12.8% |
0.0138 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
128,674 |
116,112 |
-12,562 |
-9.8% |
615,261 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2242 |
1.2212 |
1.2073 |
|
| R3 |
1.2167 |
1.2137 |
1.2053 |
|
| R2 |
1.2092 |
1.2092 |
1.2046 |
|
| R1 |
1.2062 |
1.2062 |
1.2039 |
1.2077 |
| PP |
1.2017 |
1.2017 |
1.2017 |
1.2025 |
| S1 |
1.1987 |
1.1987 |
1.2025 |
1.2002 |
| S2 |
1.1942 |
1.1942 |
1.2018 |
|
| S3 |
1.1867 |
1.1912 |
1.2011 |
|
| S4 |
1.1792 |
1.1837 |
1.1991 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2410 |
1.2359 |
1.2108 |
|
| R3 |
1.2272 |
1.2221 |
1.2070 |
|
| R2 |
1.2134 |
1.2134 |
1.2057 |
|
| R1 |
1.2083 |
1.2083 |
1.2045 |
1.2109 |
| PP |
1.1996 |
1.1996 |
1.1996 |
1.2009 |
| S1 |
1.1945 |
1.1945 |
1.2019 |
1.1971 |
| S2 |
1.1858 |
1.1858 |
1.2007 |
|
| S3 |
1.1720 |
1.1807 |
1.1994 |
|
| S4 |
1.1582 |
1.1669 |
1.1956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2047 |
1.1909 |
0.0138 |
1.1% |
0.0079 |
0.7% |
89% |
True |
False |
123,052 |
| 10 |
1.2233 |
1.1909 |
0.0324 |
2.7% |
0.0082 |
0.7% |
38% |
False |
False |
122,316 |
| 20 |
1.2341 |
1.1909 |
0.0432 |
3.6% |
0.0101 |
0.8% |
28% |
False |
False |
123,953 |
| 40 |
1.2365 |
1.1909 |
0.0456 |
3.8% |
0.0105 |
0.9% |
27% |
False |
False |
113,242 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0107 |
0.9% |
36% |
False |
False |
92,312 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0107 |
0.9% |
30% |
False |
False |
69,310 |
| 100 |
1.2474 |
1.1842 |
0.0632 |
5.3% |
0.0103 |
0.9% |
30% |
False |
False |
55,468 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0097 |
0.8% |
45% |
False |
False |
46,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2366 |
|
2.618 |
1.2243 |
|
1.618 |
1.2168 |
|
1.000 |
1.2122 |
|
0.618 |
1.2093 |
|
HIGH |
1.2047 |
|
0.618 |
1.2018 |
|
0.500 |
1.2010 |
|
0.382 |
1.2001 |
|
LOW |
1.1972 |
|
0.618 |
1.1926 |
|
1.000 |
1.1897 |
|
1.618 |
1.1851 |
|
2.618 |
1.1776 |
|
4.250 |
1.1653 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2025 |
1.2014 |
| PP |
1.2017 |
1.1996 |
| S1 |
1.2010 |
1.1978 |
|