CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2084 |
1.2063 |
-0.0021 |
-0.2% |
1.2162 |
| High |
1.2093 |
1.2250 |
0.0157 |
1.3% |
1.2250 |
| Low |
1.2022 |
1.2004 |
-0.0018 |
-0.1% |
1.2004 |
| Close |
1.2047 |
1.2212 |
0.0165 |
1.4% |
1.2212 |
| Range |
0.0071 |
0.0246 |
0.0175 |
246.5% |
0.0246 |
| ATR |
0.0091 |
0.0102 |
0.0011 |
12.1% |
0.0000 |
| Volume |
129,970 |
66,638 |
-63,332 |
-48.7% |
559,833 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2893 |
1.2799 |
1.2347 |
|
| R3 |
1.2647 |
1.2553 |
1.2280 |
|
| R2 |
1.2401 |
1.2401 |
1.2257 |
|
| R1 |
1.2307 |
1.2307 |
1.2235 |
1.2354 |
| PP |
1.2155 |
1.2155 |
1.2155 |
1.2179 |
| S1 |
1.2061 |
1.2061 |
1.2189 |
1.2108 |
| S2 |
1.1909 |
1.1909 |
1.2167 |
|
| S3 |
1.1663 |
1.1815 |
1.2144 |
|
| S4 |
1.1417 |
1.1569 |
1.2077 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2893 |
1.2799 |
1.2347 |
|
| R3 |
1.2647 |
1.2553 |
1.2280 |
|
| R2 |
1.2401 |
1.2401 |
1.2257 |
|
| R1 |
1.2307 |
1.2307 |
1.2235 |
1.2354 |
| PP |
1.2155 |
1.2155 |
1.2155 |
1.2179 |
| S1 |
1.2061 |
1.2061 |
1.2189 |
1.2108 |
| S2 |
1.1909 |
1.1909 |
1.2167 |
|
| S3 |
1.1663 |
1.1815 |
1.2144 |
|
| S4 |
1.1417 |
1.1569 |
1.2077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2250 |
1.2004 |
0.0246 |
2.0% |
0.0106 |
0.9% |
85% |
True |
True |
111,966 |
| 10 |
1.2261 |
1.2004 |
0.0257 |
2.1% |
0.0101 |
0.8% |
81% |
False |
True |
131,293 |
| 20 |
1.2261 |
1.1909 |
0.0352 |
2.9% |
0.0093 |
0.8% |
86% |
False |
False |
122,327 |
| 40 |
1.2341 |
1.1909 |
0.0432 |
3.5% |
0.0102 |
0.8% |
70% |
False |
False |
120,492 |
| 60 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0101 |
0.8% |
71% |
False |
False |
113,053 |
| 80 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0104 |
0.8% |
71% |
False |
False |
90,805 |
| 100 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0106 |
0.9% |
59% |
False |
False |
72,693 |
| 120 |
1.2474 |
1.1702 |
0.0772 |
6.3% |
0.0101 |
0.8% |
66% |
False |
False |
60,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3296 |
|
2.618 |
1.2894 |
|
1.618 |
1.2648 |
|
1.000 |
1.2496 |
|
0.618 |
1.2402 |
|
HIGH |
1.2250 |
|
0.618 |
1.2156 |
|
0.500 |
1.2127 |
|
0.382 |
1.2098 |
|
LOW |
1.2004 |
|
0.618 |
1.1852 |
|
1.000 |
1.1758 |
|
1.618 |
1.1606 |
|
2.618 |
1.1360 |
|
4.250 |
1.0959 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2184 |
1.2184 |
| PP |
1.2155 |
1.2155 |
| S1 |
1.2127 |
1.2127 |
|