CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2212 |
1.2220 |
0.0008 |
0.1% |
1.2032 |
| High |
1.2261 |
1.2237 |
-0.0024 |
-0.2% |
1.2253 |
| Low |
1.2178 |
1.2118 |
-0.0060 |
-0.5% |
1.1987 |
| Close |
1.2214 |
1.2140 |
-0.0074 |
-0.6% |
1.2240 |
| Range |
0.0083 |
0.0119 |
0.0036 |
43.4% |
0.0266 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
1.9% |
0.0000 |
| Volume |
133,284 |
179,072 |
45,788 |
34.4% |
410,722 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2522 |
1.2450 |
1.2205 |
|
| R3 |
1.2403 |
1.2331 |
1.2173 |
|
| R2 |
1.2284 |
1.2284 |
1.2162 |
|
| R1 |
1.2212 |
1.2212 |
1.2151 |
1.2189 |
| PP |
1.2165 |
1.2165 |
1.2165 |
1.2153 |
| S1 |
1.2093 |
1.2093 |
1.2129 |
1.2070 |
| S2 |
1.2046 |
1.2046 |
1.2118 |
|
| S3 |
1.1927 |
1.1974 |
1.2107 |
|
| S4 |
1.1808 |
1.1855 |
1.2075 |
|
|
| 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 |
1.2118 |
0.0143 |
1.2% |
0.0082 |
0.7% |
15% |
False |
True |
135,697 |
| 10 |
1.2261 |
1.1941 |
0.0320 |
2.6% |
0.0091 |
0.7% |
62% |
False |
False |
122,236 |
| 20 |
1.2341 |
1.1909 |
0.0432 |
3.6% |
0.0094 |
0.8% |
53% |
False |
False |
124,207 |
| 40 |
1.2341 |
1.1909 |
0.0432 |
3.6% |
0.0103 |
0.9% |
53% |
False |
False |
121,229 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0104 |
0.9% |
57% |
False |
False |
108,263 |
| 80 |
1.2426 |
1.1842 |
0.0584 |
4.8% |
0.0105 |
0.9% |
51% |
False |
False |
81,510 |
| 100 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0103 |
0.9% |
47% |
False |
False |
65,237 |
| 120 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0101 |
0.8% |
59% |
False |
False |
54,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2743 |
|
2.618 |
1.2549 |
|
1.618 |
1.2430 |
|
1.000 |
1.2356 |
|
0.618 |
1.2311 |
|
HIGH |
1.2237 |
|
0.618 |
1.2192 |
|
0.500 |
1.2178 |
|
0.382 |
1.2163 |
|
LOW |
1.2118 |
|
0.618 |
1.2044 |
|
1.000 |
1.1999 |
|
1.618 |
1.1925 |
|
2.618 |
1.1806 |
|
4.250 |
1.1612 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2178 |
1.2190 |
| PP |
1.2165 |
1.2173 |
| S1 |
1.2153 |
1.2157 |
|