CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2361 |
1.2350 |
-0.0011 |
-0.1% |
1.2371 |
| High |
1.2390 |
1.2374 |
-0.0016 |
-0.1% |
1.2398 |
| Low |
1.2342 |
1.2276 |
-0.0066 |
-0.5% |
1.2276 |
| Close |
1.2360 |
1.2289 |
-0.0071 |
-0.6% |
1.2289 |
| Range |
0.0048 |
0.0098 |
0.0050 |
104.2% |
0.0122 |
| ATR |
0.0146 |
0.0143 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
77,644 |
87,645 |
10,001 |
12.9% |
437,431 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2607 |
1.2546 |
1.2343 |
|
| R3 |
1.2509 |
1.2448 |
1.2316 |
|
| R2 |
1.2411 |
1.2411 |
1.2307 |
|
| R1 |
1.2350 |
1.2350 |
1.2298 |
1.2332 |
| PP |
1.2313 |
1.2313 |
1.2313 |
1.2304 |
| S1 |
1.2252 |
1.2252 |
1.2280 |
1.2234 |
| S2 |
1.2215 |
1.2215 |
1.2271 |
|
| S3 |
1.2117 |
1.2154 |
1.2262 |
|
| S4 |
1.2019 |
1.2056 |
1.2235 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2687 |
1.2610 |
1.2356 |
|
| R3 |
1.2565 |
1.2488 |
1.2323 |
|
| R2 |
1.2443 |
1.2443 |
1.2311 |
|
| R1 |
1.2366 |
1.2366 |
1.2300 |
1.2344 |
| PP |
1.2321 |
1.2321 |
1.2321 |
1.2310 |
| S1 |
1.2244 |
1.2244 |
1.2278 |
1.2222 |
| S2 |
1.2199 |
1.2199 |
1.2267 |
|
| S3 |
1.2077 |
1.2122 |
1.2255 |
|
| S4 |
1.1955 |
1.2000 |
1.2222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2398 |
1.2276 |
0.0122 |
1.0% |
0.0072 |
0.6% |
11% |
False |
True |
87,486 |
| 10 |
1.2957 |
1.2136 |
0.0821 |
6.7% |
0.0206 |
1.7% |
19% |
False |
False |
154,384 |
| 20 |
1.2957 |
1.2011 |
0.0946 |
7.7% |
0.0152 |
1.2% |
29% |
False |
False |
97,969 |
| 40 |
1.2957 |
1.1919 |
0.1038 |
8.4% |
0.0121 |
1.0% |
36% |
False |
False |
49,175 |
| 60 |
1.2957 |
1.1919 |
0.1038 |
8.4% |
0.0108 |
0.9% |
36% |
False |
False |
32,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2791 |
|
2.618 |
1.2631 |
|
1.618 |
1.2533 |
|
1.000 |
1.2472 |
|
0.618 |
1.2435 |
|
HIGH |
1.2374 |
|
0.618 |
1.2337 |
|
0.500 |
1.2325 |
|
0.382 |
1.2313 |
|
LOW |
1.2276 |
|
0.618 |
1.2215 |
|
1.000 |
1.2178 |
|
1.618 |
1.2117 |
|
2.618 |
1.2019 |
|
4.250 |
1.1860 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2325 |
1.2337 |
| PP |
1.2313 |
1.2321 |
| S1 |
1.2301 |
1.2305 |
|