CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2247 |
1.2212 |
-0.0035 |
-0.3% |
1.2032 |
| High |
1.2247 |
1.2261 |
0.0014 |
0.1% |
1.2253 |
| Low |
1.2161 |
1.2178 |
0.0017 |
0.1% |
1.1987 |
| Close |
1.2208 |
1.2214 |
0.0006 |
0.0% |
1.2240 |
| Range |
0.0086 |
0.0083 |
-0.0003 |
-3.5% |
0.0266 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
137,049 |
133,284 |
-3,765 |
-2.7% |
410,722 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2467 |
1.2423 |
1.2260 |
|
| R3 |
1.2384 |
1.2340 |
1.2237 |
|
| R2 |
1.2301 |
1.2301 |
1.2229 |
|
| R1 |
1.2257 |
1.2257 |
1.2222 |
1.2279 |
| PP |
1.2218 |
1.2218 |
1.2218 |
1.2229 |
| S1 |
1.2174 |
1.2174 |
1.2206 |
1.2196 |
| S2 |
1.2135 |
1.2135 |
1.2199 |
|
| S3 |
1.2052 |
1.2091 |
1.2191 |
|
| S4 |
1.1969 |
1.2008 |
1.2168 |
|
|
| 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 |
1.2261 |
1.2124 |
0.0137 |
1.1% |
0.0084 |
0.7% |
66% |
True |
False |
132,524 |
| 10 |
1.2261 |
1.1909 |
0.0352 |
2.9% |
0.0086 |
0.7% |
87% |
True |
False |
118,269 |
| 20 |
1.2341 |
1.1909 |
0.0432 |
3.5% |
0.0092 |
0.8% |
71% |
False |
False |
120,264 |
| 40 |
1.2341 |
1.1909 |
0.0432 |
3.5% |
0.0103 |
0.8% |
71% |
False |
False |
119,592 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0103 |
0.8% |
71% |
False |
False |
105,424 |
| 80 |
1.2426 |
1.1842 |
0.0584 |
4.8% |
0.0105 |
0.9% |
64% |
False |
False |
79,274 |
| 100 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0103 |
0.8% |
59% |
False |
False |
63,449 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.6% |
0.0101 |
0.8% |
68% |
False |
False |
52,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2614 |
|
2.618 |
1.2478 |
|
1.618 |
1.2395 |
|
1.000 |
1.2344 |
|
0.618 |
1.2312 |
|
HIGH |
1.2261 |
|
0.618 |
1.2229 |
|
0.500 |
1.2220 |
|
0.382 |
1.2210 |
|
LOW |
1.2178 |
|
0.618 |
1.2127 |
|
1.000 |
1.2095 |
|
1.618 |
1.2044 |
|
2.618 |
1.1961 |
|
4.250 |
1.1825 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2220 |
1.2213 |
| PP |
1.2218 |
1.2212 |
| S1 |
1.2216 |
1.2211 |
|