CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2152 |
1.2096 |
-0.0056 |
-0.5% |
1.2246 |
| High |
1.2164 |
1.2110 |
-0.0054 |
-0.4% |
1.2261 |
| Low |
1.2069 |
1.2058 |
-0.0011 |
-0.1% |
1.2036 |
| Close |
1.2096 |
1.2094 |
-0.0002 |
0.0% |
1.2144 |
| Range |
0.0095 |
0.0052 |
-0.0043 |
-45.3% |
0.0225 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
128,332 |
121,109 |
-7,223 |
-5.6% |
753,105 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2243 |
1.2221 |
1.2123 |
|
| R3 |
1.2191 |
1.2169 |
1.2108 |
|
| R2 |
1.2139 |
1.2139 |
1.2104 |
|
| R1 |
1.2117 |
1.2117 |
1.2099 |
1.2102 |
| PP |
1.2087 |
1.2087 |
1.2087 |
1.2080 |
| S1 |
1.2065 |
1.2065 |
1.2089 |
1.2050 |
| S2 |
1.2035 |
1.2035 |
1.2084 |
|
| S3 |
1.1983 |
1.2013 |
1.2080 |
|
| S4 |
1.1931 |
1.1961 |
1.2065 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2822 |
1.2708 |
1.2268 |
|
| R3 |
1.2597 |
1.2483 |
1.2206 |
|
| R2 |
1.2372 |
1.2372 |
1.2185 |
|
| R1 |
1.2258 |
1.2258 |
1.2165 |
1.2203 |
| PP |
1.2147 |
1.2147 |
1.2147 |
1.2119 |
| S1 |
1.2033 |
1.2033 |
1.2123 |
1.1978 |
| S2 |
1.1922 |
1.1922 |
1.2103 |
|
| S3 |
1.1697 |
1.1808 |
1.2082 |
|
| S4 |
1.1472 |
1.1583 |
1.2020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2237 |
1.2036 |
0.0201 |
1.7% |
0.0093 |
0.8% |
29% |
False |
False |
145,709 |
| 10 |
1.2261 |
1.2036 |
0.0225 |
1.9% |
0.0088 |
0.7% |
26% |
False |
False |
139,117 |
| 20 |
1.2261 |
1.1909 |
0.0352 |
2.9% |
0.0088 |
0.7% |
53% |
False |
False |
127,360 |
| 40 |
1.2341 |
1.1909 |
0.0432 |
3.6% |
0.0099 |
0.8% |
43% |
False |
False |
121,349 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0101 |
0.8% |
48% |
False |
False |
113,649 |
| 80 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0103 |
0.8% |
48% |
False |
False |
88,360 |
| 100 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0104 |
0.9% |
40% |
False |
False |
70,729 |
| 120 |
1.2474 |
1.1671 |
0.0803 |
6.6% |
0.0099 |
0.8% |
53% |
False |
False |
58,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2331 |
|
2.618 |
1.2246 |
|
1.618 |
1.2194 |
|
1.000 |
1.2162 |
|
0.618 |
1.2142 |
|
HIGH |
1.2110 |
|
0.618 |
1.2090 |
|
0.500 |
1.2084 |
|
0.382 |
1.2078 |
|
LOW |
1.2058 |
|
0.618 |
1.2026 |
|
1.000 |
1.2006 |
|
1.618 |
1.1974 |
|
2.618 |
1.1922 |
|
4.250 |
1.1837 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2091 |
1.2132 |
| PP |
1.2087 |
1.2119 |
| S1 |
1.2084 |
1.2107 |
|