CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 01-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2246 |
1.2247 |
0.0001 |
0.0% |
1.2032 |
| High |
1.2255 |
1.2247 |
-0.0008 |
-0.1% |
1.2253 |
| Low |
1.2199 |
1.2161 |
-0.0038 |
-0.3% |
1.1987 |
| Close |
1.2234 |
1.2208 |
-0.0026 |
-0.2% |
1.2240 |
| Range |
0.0056 |
0.0086 |
0.0030 |
53.6% |
0.0266 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
117,450 |
137,049 |
19,599 |
16.7% |
410,722 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2463 |
1.2422 |
1.2255 |
|
| R3 |
1.2377 |
1.2336 |
1.2232 |
|
| R2 |
1.2291 |
1.2291 |
1.2224 |
|
| R1 |
1.2250 |
1.2250 |
1.2216 |
1.2228 |
| PP |
1.2205 |
1.2205 |
1.2205 |
1.2194 |
| S1 |
1.2164 |
1.2164 |
1.2200 |
1.2142 |
| S2 |
1.2119 |
1.2119 |
1.2192 |
|
| S3 |
1.2033 |
1.2078 |
1.2184 |
|
| S4 |
1.1947 |
1.1992 |
1.2161 |
|
|
| 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 |
1.2255 |
1.2065 |
0.0190 |
1.6% |
0.0084 |
0.7% |
75% |
False |
False |
133,044 |
| 10 |
1.2255 |
1.1909 |
0.0346 |
2.8% |
0.0088 |
0.7% |
86% |
False |
False |
118,873 |
| 20 |
1.2341 |
1.1909 |
0.0432 |
3.5% |
0.0095 |
0.8% |
69% |
False |
False |
120,064 |
| 40 |
1.2345 |
1.1909 |
0.0436 |
3.6% |
0.0103 |
0.8% |
69% |
False |
False |
118,212 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0105 |
0.9% |
70% |
False |
False |
103,269 |
| 80 |
1.2426 |
1.1842 |
0.0584 |
4.8% |
0.0105 |
0.9% |
63% |
False |
False |
77,611 |
| 100 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0104 |
0.9% |
58% |
False |
False |
62,116 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0100 |
0.8% |
67% |
False |
False |
51,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2613 |
|
2.618 |
1.2472 |
|
1.618 |
1.2386 |
|
1.000 |
1.2333 |
|
0.618 |
1.2300 |
|
HIGH |
1.2247 |
|
0.618 |
1.2214 |
|
0.500 |
1.2204 |
|
0.382 |
1.2194 |
|
LOW |
1.2161 |
|
0.618 |
1.2108 |
|
1.000 |
1.2075 |
|
1.618 |
1.2022 |
|
2.618 |
1.1936 |
|
4.250 |
1.1796 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2207 |
1.2208 |
| PP |
1.2205 |
1.2208 |
| S1 |
1.2204 |
1.2208 |
|