CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 10-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2013 |
1.2031 |
0.0018 |
0.1% |
1.2345 |
| High |
1.2078 |
1.2104 |
0.0026 |
0.2% |
1.2345 |
| Low |
1.1952 |
1.2015 |
0.0063 |
0.5% |
1.1952 |
| Close |
1.2051 |
1.2085 |
0.0034 |
0.3% |
1.2051 |
| Range |
0.0126 |
0.0089 |
-0.0037 |
-29.4% |
0.0393 |
| ATR |
0.0110 |
0.0108 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
167,264 |
86,605 |
-80,659 |
-48.2% |
649,751 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2335 |
1.2299 |
1.2134 |
|
| R3 |
1.2246 |
1.2210 |
1.2109 |
|
| R2 |
1.2157 |
1.2157 |
1.2101 |
|
| R1 |
1.2121 |
1.2121 |
1.2093 |
1.2139 |
| PP |
1.2068 |
1.2068 |
1.2068 |
1.2077 |
| S1 |
1.2032 |
1.2032 |
1.2077 |
1.2050 |
| S2 |
1.1979 |
1.1979 |
1.2069 |
|
| S3 |
1.1890 |
1.1943 |
1.2061 |
|
| S4 |
1.1801 |
1.1854 |
1.2036 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3295 |
1.3066 |
1.2267 |
|
| R3 |
1.2902 |
1.2673 |
1.2159 |
|
| R2 |
1.2509 |
1.2509 |
1.2123 |
|
| R1 |
1.2280 |
1.2280 |
1.2087 |
1.2198 |
| PP |
1.2116 |
1.2116 |
1.2116 |
1.2075 |
| S1 |
1.1887 |
1.1887 |
1.2015 |
1.1805 |
| S2 |
1.1723 |
1.1723 |
1.1979 |
|
| S3 |
1.1330 |
1.1494 |
1.1943 |
|
| S4 |
1.0937 |
1.1101 |
1.1835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2263 |
1.1952 |
0.0311 |
2.6% |
0.0123 |
1.0% |
43% |
False |
False |
131,659 |
| 10 |
1.2365 |
1.1952 |
0.0413 |
3.4% |
0.0117 |
1.0% |
32% |
False |
False |
102,033 |
| 20 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0106 |
0.9% |
46% |
False |
False |
98,249 |
| 40 |
1.2365 |
1.1842 |
0.0523 |
4.3% |
0.0106 |
0.9% |
46% |
False |
False |
55,371 |
| 60 |
1.2474 |
1.1842 |
0.0632 |
5.2% |
0.0107 |
0.9% |
38% |
False |
False |
36,982 |
| 80 |
1.2474 |
1.1671 |
0.0803 |
6.6% |
0.0099 |
0.8% |
52% |
False |
False |
27,757 |
| 100 |
1.2474 |
1.1666 |
0.0808 |
6.7% |
0.0088 |
0.7% |
52% |
False |
False |
22,217 |
| 120 |
1.2474 |
1.1416 |
0.1058 |
8.8% |
0.0075 |
0.6% |
63% |
False |
False |
18,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2482 |
|
2.618 |
1.2337 |
|
1.618 |
1.2248 |
|
1.000 |
1.2193 |
|
0.618 |
1.2159 |
|
HIGH |
1.2104 |
|
0.618 |
1.2070 |
|
0.500 |
1.2060 |
|
0.382 |
1.2049 |
|
LOW |
1.2015 |
|
0.618 |
1.1960 |
|
1.000 |
1.1926 |
|
1.618 |
1.1871 |
|
2.618 |
1.1782 |
|
4.250 |
1.1637 |
|
|
| Fisher Pivots for day following 10-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2077 |
1.2066 |
| PP |
1.2068 |
1.2047 |
| S1 |
1.2060 |
1.2028 |
|