CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2390 |
1.2719 |
0.0329 |
2.7% |
1.2176 |
| High |
1.2577 |
1.2957 |
0.0380 |
3.0% |
1.2260 |
| Low |
1.2328 |
1.2488 |
0.0160 |
1.3% |
1.2011 |
| Close |
1.2488 |
1.2655 |
0.0167 |
1.3% |
1.2222 |
| Range |
0.0249 |
0.0469 |
0.0220 |
88.4% |
0.0249 |
| ATR |
0.0128 |
0.0153 |
0.0024 |
18.9% |
0.0000 |
| Volume |
219,334 |
236,126 |
16,792 |
7.7% |
399,181 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4107 |
1.3850 |
1.2913 |
|
| R3 |
1.3638 |
1.3381 |
1.2784 |
|
| R2 |
1.3169 |
1.3169 |
1.2741 |
|
| R1 |
1.2912 |
1.2912 |
1.2698 |
1.2806 |
| PP |
1.2700 |
1.2700 |
1.2700 |
1.2647 |
| S1 |
1.2443 |
1.2443 |
1.2612 |
1.2337 |
| S2 |
1.2231 |
1.2231 |
1.2569 |
|
| S3 |
1.1762 |
1.1974 |
1.2526 |
|
| S4 |
1.1293 |
1.1505 |
1.2397 |
|
|
| 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 |
1.2957 |
1.2011 |
0.0946 |
7.5% |
0.0299 |
2.4% |
68% |
True |
False |
210,119 |
| 10 |
1.2957 |
1.2011 |
0.0946 |
7.5% |
0.0191 |
1.5% |
68% |
True |
False |
125,240 |
| 20 |
1.2957 |
1.1962 |
0.0995 |
7.9% |
0.0138 |
1.1% |
70% |
True |
False |
63,499 |
| 40 |
1.2957 |
1.1919 |
0.1038 |
8.2% |
0.0115 |
0.9% |
71% |
True |
False |
31,845 |
| 60 |
1.2957 |
1.1919 |
0.1038 |
8.2% |
0.0098 |
0.8% |
71% |
True |
False |
21,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4950 |
|
2.618 |
1.4185 |
|
1.618 |
1.3716 |
|
1.000 |
1.3426 |
|
0.618 |
1.3247 |
|
HIGH |
1.2957 |
|
0.618 |
1.2778 |
|
0.500 |
1.2723 |
|
0.382 |
1.2667 |
|
LOW |
1.2488 |
|
0.618 |
1.2198 |
|
1.000 |
1.2019 |
|
1.618 |
1.1729 |
|
2.618 |
1.1260 |
|
4.250 |
1.0495 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2723 |
1.2629 |
| PP |
1.2700 |
1.2603 |
| S1 |
1.2678 |
1.2577 |
|