CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2096 |
1.2084 |
-0.0012 |
-0.1% |
1.2246 |
| High |
1.2110 |
1.2093 |
-0.0017 |
-0.1% |
1.2261 |
| Low |
1.2058 |
1.2022 |
-0.0036 |
-0.3% |
1.2036 |
| Close |
1.2094 |
1.2047 |
-0.0047 |
-0.4% |
1.2144 |
| Range |
0.0052 |
0.0071 |
0.0019 |
36.5% |
0.0225 |
| ATR |
0.0093 |
0.0091 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
121,109 |
129,970 |
8,861 |
7.3% |
753,105 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2267 |
1.2228 |
1.2086 |
|
| R3 |
1.2196 |
1.2157 |
1.2067 |
|
| R2 |
1.2125 |
1.2125 |
1.2060 |
|
| R1 |
1.2086 |
1.2086 |
1.2054 |
1.2070 |
| PP |
1.2054 |
1.2054 |
1.2054 |
1.2046 |
| S1 |
1.2015 |
1.2015 |
1.2040 |
1.1999 |
| S2 |
1.1983 |
1.1983 |
1.2034 |
|
| S3 |
1.1912 |
1.1944 |
1.2027 |
|
| S4 |
1.1841 |
1.1873 |
1.2008 |
|
|
| 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 |
1.2205 |
1.2022 |
0.0183 |
1.5% |
0.0083 |
0.7% |
14% |
False |
True |
135,889 |
| 10 |
1.2261 |
1.2022 |
0.0239 |
2.0% |
0.0082 |
0.7% |
10% |
False |
True |
135,793 |
| 20 |
1.2261 |
1.1909 |
0.0352 |
2.9% |
0.0088 |
0.7% |
39% |
False |
False |
127,691 |
| 40 |
1.2341 |
1.1909 |
0.0432 |
3.6% |
0.0098 |
0.8% |
32% |
False |
False |
121,953 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0100 |
0.8% |
39% |
False |
False |
113,830 |
| 80 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0102 |
0.8% |
39% |
False |
False |
89,979 |
| 100 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0104 |
0.9% |
32% |
False |
False |
72,027 |
| 120 |
1.2474 |
1.1687 |
0.0787 |
6.5% |
0.0099 |
0.8% |
46% |
False |
False |
60,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2395 |
|
2.618 |
1.2279 |
|
1.618 |
1.2208 |
|
1.000 |
1.2164 |
|
0.618 |
1.2137 |
|
HIGH |
1.2093 |
|
0.618 |
1.2066 |
|
0.500 |
1.2058 |
|
0.382 |
1.2049 |
|
LOW |
1.2022 |
|
0.618 |
1.1978 |
|
1.000 |
1.1951 |
|
1.618 |
1.1907 |
|
2.618 |
1.1836 |
|
4.250 |
1.1720 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2058 |
1.2093 |
| PP |
1.2054 |
1.2078 |
| S1 |
1.2051 |
1.2062 |
|