CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2002 |
1.2032 |
0.0030 |
0.2% |
1.1980 |
| High |
1.2047 |
1.2112 |
0.0065 |
0.5% |
1.2047 |
| Low |
1.1972 |
1.1987 |
0.0015 |
0.1% |
1.1909 |
| Close |
1.2032 |
1.2085 |
0.0053 |
0.4% |
1.2032 |
| Range |
0.0075 |
0.0125 |
0.0050 |
66.7% |
0.0138 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
2.0% |
0.0000 |
| Volume |
116,112 |
0 |
-116,112 |
-100.0% |
615,261 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2436 |
1.2386 |
1.2154 |
|
| R3 |
1.2311 |
1.2261 |
1.2119 |
|
| R2 |
1.2186 |
1.2186 |
1.2108 |
|
| R1 |
1.2136 |
1.2136 |
1.2096 |
1.2161 |
| PP |
1.2061 |
1.2061 |
1.2061 |
1.2074 |
| S1 |
1.2011 |
1.2011 |
1.2074 |
1.2036 |
| S2 |
1.1936 |
1.1936 |
1.2062 |
|
| S3 |
1.1811 |
1.1886 |
1.2051 |
|
| S4 |
1.1686 |
1.1761 |
1.2016 |
|
|
| 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 |
1.2112 |
1.1909 |
0.0203 |
1.7% |
0.0092 |
0.8% |
87% |
True |
False |
104,703 |
| 10 |
1.2233 |
1.1909 |
0.0324 |
2.7% |
0.0090 |
0.7% |
54% |
False |
False |
113,908 |
| 20 |
1.2341 |
1.1909 |
0.0432 |
3.6% |
0.0102 |
0.8% |
41% |
False |
False |
119,537 |
| 40 |
1.2365 |
1.1909 |
0.0456 |
3.8% |
0.0106 |
0.9% |
39% |
False |
False |
111,049 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0107 |
0.9% |
46% |
False |
False |
92,296 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0107 |
0.9% |
38% |
False |
False |
69,308 |
| 100 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0104 |
0.9% |
38% |
False |
False |
55,467 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0098 |
0.8% |
52% |
False |
False |
46,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2643 |
|
2.618 |
1.2439 |
|
1.618 |
1.2314 |
|
1.000 |
1.2237 |
|
0.618 |
1.2189 |
|
HIGH |
1.2112 |
|
0.618 |
1.2064 |
|
0.500 |
1.2050 |
|
0.382 |
1.2035 |
|
LOW |
1.1987 |
|
0.618 |
1.1910 |
|
1.000 |
1.1862 |
|
1.618 |
1.1785 |
|
2.618 |
1.1660 |
|
4.250 |
1.1456 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2073 |
1.2066 |
| PP |
1.2061 |
1.2046 |
| S1 |
1.2050 |
1.2027 |
|