CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2132 |
1.2203 |
0.0071 |
0.6% |
1.2032 |
| High |
1.2253 |
1.2251 |
-0.0002 |
0.0% |
1.2253 |
| Low |
1.2124 |
1.2187 |
0.0063 |
0.5% |
1.1987 |
| Close |
1.2233 |
1.2240 |
0.0007 |
0.1% |
1.2240 |
| Range |
0.0129 |
0.0064 |
-0.0065 |
-50.4% |
0.0266 |
| ATR |
0.0101 |
0.0099 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
163,209 |
111,631 |
-51,578 |
-31.6% |
410,722 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2418 |
1.2393 |
1.2275 |
|
| R3 |
1.2354 |
1.2329 |
1.2258 |
|
| R2 |
1.2290 |
1.2290 |
1.2252 |
|
| R1 |
1.2265 |
1.2265 |
1.2246 |
1.2278 |
| PP |
1.2226 |
1.2226 |
1.2226 |
1.2232 |
| S1 |
1.2201 |
1.2201 |
1.2234 |
1.2214 |
| S2 |
1.2162 |
1.2162 |
1.2228 |
|
| S3 |
1.2098 |
1.2137 |
1.2222 |
|
| S4 |
1.2034 |
1.2073 |
1.2205 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2958 |
1.2865 |
1.2386 |
|
| R3 |
1.2692 |
1.2599 |
1.2313 |
|
| R2 |
1.2426 |
1.2426 |
1.2289 |
|
| R1 |
1.2333 |
1.2333 |
1.2264 |
1.2380 |
| PP |
1.2160 |
1.2160 |
1.2160 |
1.2183 |
| S1 |
1.2067 |
1.2067 |
1.2216 |
1.2114 |
| S2 |
1.1894 |
1.1894 |
1.2191 |
|
| S3 |
1.1628 |
1.1801 |
1.2167 |
|
| S4 |
1.1362 |
1.1535 |
1.2094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2253 |
1.1972 |
0.0281 |
2.3% |
0.0096 |
0.8% |
95% |
False |
False |
105,366 |
| 10 |
1.2253 |
1.1909 |
0.0344 |
2.8% |
0.0086 |
0.7% |
96% |
False |
False |
113,361 |
| 20 |
1.2341 |
1.1909 |
0.0432 |
3.5% |
0.0097 |
0.8% |
77% |
False |
False |
120,151 |
| 40 |
1.2365 |
1.1909 |
0.0456 |
3.7% |
0.0104 |
0.9% |
73% |
False |
False |
114,737 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0107 |
0.9% |
76% |
False |
False |
99,094 |
| 80 |
1.2445 |
1.1842 |
0.0603 |
4.9% |
0.0106 |
0.9% |
66% |
False |
False |
74,435 |
| 100 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0104 |
0.9% |
63% |
False |
False |
59,572 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0100 |
0.8% |
71% |
False |
False |
49,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2523 |
|
2.618 |
1.2419 |
|
1.618 |
1.2355 |
|
1.000 |
1.2315 |
|
0.618 |
1.2291 |
|
HIGH |
1.2251 |
|
0.618 |
1.2227 |
|
0.500 |
1.2219 |
|
0.382 |
1.2211 |
|
LOW |
1.2187 |
|
0.618 |
1.2147 |
|
1.000 |
1.2123 |
|
1.618 |
1.2083 |
|
2.618 |
1.2019 |
|
4.250 |
1.1915 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2233 |
1.2213 |
| PP |
1.2226 |
1.2186 |
| S1 |
1.2219 |
1.2159 |
|