CME Japanese Yen Future June 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2350 |
1.2293 |
-0.0057 |
-0.5% |
1.2371 |
| High |
1.2374 |
1.2294 |
-0.0080 |
-0.6% |
1.2398 |
| Low |
1.2276 |
1.2223 |
-0.0053 |
-0.4% |
1.2276 |
| Close |
1.2289 |
1.2251 |
-0.0038 |
-0.3% |
1.2289 |
| Range |
0.0098 |
0.0071 |
-0.0027 |
-27.6% |
0.0122 |
| ATR |
0.0143 |
0.0138 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
87,645 |
78,594 |
-9,051 |
-10.3% |
437,431 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2469 |
1.2431 |
1.2290 |
|
| R3 |
1.2398 |
1.2360 |
1.2271 |
|
| R2 |
1.2327 |
1.2327 |
1.2264 |
|
| R1 |
1.2289 |
1.2289 |
1.2258 |
1.2273 |
| PP |
1.2256 |
1.2256 |
1.2256 |
1.2248 |
| S1 |
1.2218 |
1.2218 |
1.2244 |
1.2202 |
| S2 |
1.2185 |
1.2185 |
1.2238 |
|
| S3 |
1.2114 |
1.2147 |
1.2231 |
|
| S4 |
1.2043 |
1.2076 |
1.2212 |
|
|
| 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 |
1.2223 |
0.0175 |
1.4% |
0.0068 |
0.6% |
16% |
False |
True |
86,212 |
| 10 |
1.2957 |
1.2196 |
0.0761 |
6.2% |
0.0183 |
1.5% |
7% |
False |
False |
145,134 |
| 20 |
1.2957 |
1.2011 |
0.0946 |
7.7% |
0.0153 |
1.3% |
25% |
False |
False |
101,767 |
| 40 |
1.2957 |
1.1919 |
0.1038 |
8.5% |
0.0120 |
1.0% |
32% |
False |
False |
51,136 |
| 60 |
1.2957 |
1.1919 |
0.1038 |
8.5% |
0.0108 |
0.9% |
32% |
False |
False |
34,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2596 |
|
2.618 |
1.2480 |
|
1.618 |
1.2409 |
|
1.000 |
1.2365 |
|
0.618 |
1.2338 |
|
HIGH |
1.2294 |
|
0.618 |
1.2267 |
|
0.500 |
1.2259 |
|
0.382 |
1.2250 |
|
LOW |
1.2223 |
|
0.618 |
1.2179 |
|
1.000 |
1.2152 |
|
1.618 |
1.2108 |
|
2.618 |
1.2037 |
|
4.250 |
1.1921 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2259 |
1.2307 |
| PP |
1.2256 |
1.2288 |
| S1 |
1.2254 |
1.2270 |
|