CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2653 |
1.2371 |
-0.0282 |
-2.2% |
1.2240 |
| High |
1.2658 |
1.2395 |
-0.0263 |
-2.1% |
1.2957 |
| Low |
1.2200 |
1.2305 |
0.0105 |
0.9% |
1.2136 |
| Close |
1.2356 |
1.2342 |
-0.0014 |
-0.1% |
1.2356 |
| Range |
0.0458 |
0.0090 |
-0.0368 |
-80.3% |
0.0821 |
| ATR |
0.0175 |
0.0169 |
-0.0006 |
-3.5% |
0.0000 |
| Volume |
256,474 |
84,961 |
-171,513 |
-66.9% |
1,106,411 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2617 |
1.2570 |
1.2392 |
|
| R3 |
1.2527 |
1.2480 |
1.2367 |
|
| R2 |
1.2437 |
1.2437 |
1.2359 |
|
| R1 |
1.2390 |
1.2390 |
1.2350 |
1.2369 |
| PP |
1.2347 |
1.2347 |
1.2347 |
1.2337 |
| S1 |
1.2300 |
1.2300 |
1.2334 |
1.2279 |
| S2 |
1.2257 |
1.2257 |
1.2326 |
|
| S3 |
1.2167 |
1.2210 |
1.2317 |
|
| S4 |
1.2077 |
1.2120 |
1.2293 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4946 |
1.4472 |
1.2808 |
|
| R3 |
1.4125 |
1.3651 |
1.2582 |
|
| R2 |
1.3304 |
1.3304 |
1.2507 |
|
| R1 |
1.2830 |
1.2830 |
1.2431 |
1.3067 |
| PP |
1.2483 |
1.2483 |
1.2483 |
1.2602 |
| S1 |
1.2009 |
1.2009 |
1.2281 |
1.2246 |
| S2 |
1.1662 |
1.1662 |
1.2205 |
|
| S3 |
1.0841 |
1.1188 |
1.2130 |
|
| S4 |
1.0020 |
1.0367 |
1.1904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2957 |
1.2196 |
0.0761 |
6.2% |
0.0297 |
2.4% |
19% |
False |
False |
204,055 |
| 10 |
1.2957 |
1.2011 |
0.0946 |
7.7% |
0.0226 |
1.8% |
35% |
False |
False |
157,669 |
| 20 |
1.2957 |
1.2000 |
0.0957 |
7.8% |
0.0158 |
1.3% |
36% |
False |
False |
80,525 |
| 40 |
1.2957 |
1.1919 |
0.1038 |
8.4% |
0.0123 |
1.0% |
41% |
False |
False |
40,376 |
| 60 |
1.2957 |
1.1919 |
0.1038 |
8.4% |
0.0107 |
0.9% |
41% |
False |
False |
26,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2778 |
|
2.618 |
1.2631 |
|
1.618 |
1.2541 |
|
1.000 |
1.2485 |
|
0.618 |
1.2451 |
|
HIGH |
1.2395 |
|
0.618 |
1.2361 |
|
0.500 |
1.2350 |
|
0.382 |
1.2339 |
|
LOW |
1.2305 |
|
0.618 |
1.2249 |
|
1.000 |
1.2215 |
|
1.618 |
1.2159 |
|
2.618 |
1.2069 |
|
4.250 |
1.1923 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2350 |
1.2579 |
| PP |
1.2347 |
1.2500 |
| S1 |
1.2345 |
1.2421 |
|