CME Japanese Yen Future June 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 |
1.2067 |
1.2240 |
0.0173 |
1.4% |
1.2176 |
| High |
1.2260 |
1.2444 |
0.0184 |
1.5% |
1.2260 |
| Low |
1.2011 |
1.2136 |
0.0125 |
1.0% |
1.2011 |
| Close |
1.2222 |
1.2258 |
0.0036 |
0.3% |
1.2222 |
| Range |
0.0249 |
0.0308 |
0.0059 |
23.7% |
0.0249 |
| ATR |
0.0096 |
0.0112 |
0.0015 |
15.7% |
0.0000 |
| Volume |
200,660 |
171,096 |
-29,564 |
-14.7% |
399,181 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3203 |
1.3039 |
1.2427 |
|
| R3 |
1.2895 |
1.2731 |
1.2343 |
|
| R2 |
1.2587 |
1.2587 |
1.2314 |
|
| R1 |
1.2423 |
1.2423 |
1.2286 |
1.2505 |
| PP |
1.2279 |
1.2279 |
1.2279 |
1.2321 |
| S1 |
1.2115 |
1.2115 |
1.2230 |
1.2197 |
| S2 |
1.1971 |
1.1971 |
1.2202 |
|
| S3 |
1.1663 |
1.1807 |
1.2173 |
|
| S4 |
1.1355 |
1.1499 |
1.2089 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2911 |
1.2816 |
1.2359 |
|
| R3 |
1.2662 |
1.2567 |
1.2290 |
|
| R2 |
1.2413 |
1.2413 |
1.2268 |
|
| R1 |
1.2318 |
1.2318 |
1.2245 |
1.2366 |
| PP |
1.2164 |
1.2164 |
1.2164 |
1.2188 |
| S1 |
1.2069 |
1.2069 |
1.2199 |
1.2117 |
| S2 |
1.1915 |
1.1915 |
1.2176 |
|
| S3 |
1.1666 |
1.1820 |
1.2154 |
|
| S4 |
1.1417 |
1.1571 |
1.2085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2444 |
1.2011 |
0.0433 |
3.5% |
0.0155 |
1.3% |
57% |
True |
False |
111,284 |
| 10 |
1.2444 |
1.2011 |
0.0433 |
3.5% |
0.0124 |
1.0% |
57% |
True |
False |
58,400 |
| 20 |
1.2444 |
1.1919 |
0.0525 |
4.3% |
0.0101 |
0.8% |
65% |
True |
False |
29,598 |
| 40 |
1.2444 |
1.1919 |
0.0525 |
4.3% |
0.0097 |
0.8% |
65% |
True |
False |
14,880 |
| 60 |
1.2444 |
1.1894 |
0.0550 |
4.5% |
0.0084 |
0.7% |
66% |
True |
False |
9,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3753 |
|
2.618 |
1.3250 |
|
1.618 |
1.2942 |
|
1.000 |
1.2752 |
|
0.618 |
1.2634 |
|
HIGH |
1.2444 |
|
0.618 |
1.2326 |
|
0.500 |
1.2290 |
|
0.382 |
1.2254 |
|
LOW |
1.2136 |
|
0.618 |
1.1946 |
|
1.000 |
1.1828 |
|
1.618 |
1.1638 |
|
2.618 |
1.1330 |
|
4.250 |
1.0827 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2290 |
1.2248 |
| PP |
1.2279 |
1.2238 |
| S1 |
1.2269 |
1.2228 |
|