CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 24-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2080 |
1.2132 |
0.0052 |
0.4% |
1.1980 |
| High |
1.2150 |
1.2253 |
0.0103 |
0.8% |
1.2047 |
| Low |
1.2065 |
1.2124 |
0.0059 |
0.5% |
1.1909 |
| Close |
1.2122 |
1.2233 |
0.0111 |
0.9% |
1.2032 |
| Range |
0.0085 |
0.0129 |
0.0044 |
51.8% |
0.0138 |
| ATR |
0.0099 |
0.0101 |
0.0002 |
2.3% |
0.0000 |
| Volume |
135,882 |
163,209 |
27,327 |
20.1% |
615,261 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2590 |
1.2541 |
1.2304 |
|
| R3 |
1.2461 |
1.2412 |
1.2268 |
|
| R2 |
1.2332 |
1.2332 |
1.2257 |
|
| R1 |
1.2283 |
1.2283 |
1.2245 |
1.2308 |
| PP |
1.2203 |
1.2203 |
1.2203 |
1.2216 |
| S1 |
1.2154 |
1.2154 |
1.2221 |
1.2179 |
| S2 |
1.2074 |
1.2074 |
1.2209 |
|
| S3 |
1.1945 |
1.2025 |
1.2198 |
|
| S4 |
1.1816 |
1.1896 |
1.2162 |
|
|
| 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 |
1.2253 |
1.1941 |
0.0312 |
2.6% |
0.0100 |
0.8% |
94% |
True |
False |
108,775 |
| 10 |
1.2253 |
1.1909 |
0.0344 |
2.8% |
0.0095 |
0.8% |
94% |
True |
False |
119,589 |
| 20 |
1.2341 |
1.1909 |
0.0432 |
3.5% |
0.0103 |
0.8% |
75% |
False |
False |
123,172 |
| 40 |
1.2365 |
1.1909 |
0.0456 |
3.7% |
0.0106 |
0.9% |
71% |
False |
False |
113,817 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0108 |
0.9% |
75% |
False |
False |
97,246 |
| 80 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0107 |
0.9% |
62% |
False |
False |
73,044 |
| 100 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0105 |
0.9% |
62% |
False |
False |
58,457 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0099 |
0.8% |
70% |
False |
False |
48,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2801 |
|
2.618 |
1.2591 |
|
1.618 |
1.2462 |
|
1.000 |
1.2382 |
|
0.618 |
1.2333 |
|
HIGH |
1.2253 |
|
0.618 |
1.2204 |
|
0.500 |
1.2189 |
|
0.382 |
1.2173 |
|
LOW |
1.2124 |
|
0.618 |
1.2044 |
|
1.000 |
1.1995 |
|
1.618 |
1.1915 |
|
2.618 |
1.1786 |
|
4.250 |
1.1576 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2218 |
1.2195 |
| PP |
1.2203 |
1.2158 |
| S1 |
1.2189 |
1.2120 |
|