CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2063 |
1.2240 |
0.0177 |
1.5% |
1.2162 |
| High |
1.2250 |
1.2425 |
0.0175 |
1.4% |
1.2250 |
| Low |
1.2004 |
1.2127 |
0.0123 |
1.0% |
1.2004 |
| Close |
1.2212 |
1.2223 |
0.0011 |
0.1% |
1.2212 |
| Range |
0.0246 |
0.0298 |
0.0052 |
21.1% |
0.0246 |
| ATR |
0.0102 |
0.0116 |
0.0014 |
13.7% |
0.0000 |
| Volume |
66,638 |
9,159 |
-57,479 |
-86.3% |
559,833 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3152 |
1.2986 |
1.2387 |
|
| R3 |
1.2854 |
1.2688 |
1.2305 |
|
| R2 |
1.2556 |
1.2556 |
1.2278 |
|
| R1 |
1.2390 |
1.2390 |
1.2250 |
1.2324 |
| PP |
1.2258 |
1.2258 |
1.2258 |
1.2226 |
| S1 |
1.2092 |
1.2092 |
1.2196 |
1.2026 |
| S2 |
1.1960 |
1.1960 |
1.2168 |
|
| S3 |
1.1662 |
1.1794 |
1.2141 |
|
| S4 |
1.1364 |
1.1496 |
1.2059 |
|
|
| 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 |
1.2425 |
1.2004 |
0.0421 |
3.4% |
0.0152 |
1.2% |
52% |
True |
False |
91,041 |
| 10 |
1.2425 |
1.2004 |
0.0421 |
3.4% |
0.0125 |
1.0% |
52% |
True |
False |
120,464 |
| 20 |
1.2425 |
1.1909 |
0.0516 |
4.2% |
0.0105 |
0.9% |
61% |
True |
False |
117,404 |
| 40 |
1.2425 |
1.1909 |
0.0516 |
4.2% |
0.0107 |
0.9% |
61% |
True |
False |
117,689 |
| 60 |
1.2425 |
1.1852 |
0.0573 |
4.7% |
0.0104 |
0.9% |
65% |
True |
False |
111,087 |
| 80 |
1.2425 |
1.1842 |
0.0583 |
4.8% |
0.0106 |
0.9% |
65% |
True |
False |
90,916 |
| 100 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0108 |
0.9% |
60% |
False |
False |
72,784 |
| 120 |
1.2474 |
1.1742 |
0.0732 |
6.0% |
0.0103 |
0.8% |
66% |
False |
False |
60,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3692 |
|
2.618 |
1.3205 |
|
1.618 |
1.2907 |
|
1.000 |
1.2723 |
|
0.618 |
1.2609 |
|
HIGH |
1.2425 |
|
0.618 |
1.2311 |
|
0.500 |
1.2276 |
|
0.382 |
1.2241 |
|
LOW |
1.2127 |
|
0.618 |
1.1943 |
|
1.000 |
1.1829 |
|
1.618 |
1.1645 |
|
2.618 |
1.1347 |
|
4.250 |
1.0861 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2276 |
1.2220 |
| PP |
1.2258 |
1.2217 |
| S1 |
1.2241 |
1.2215 |
|